We introduce the hyperparameter search problem in the field of machine learning and discuss its main challenges from an optimization perspective. Machine learning methods attempt to build models that capture some element of interest based on given data. Most common learning algorithms feature a set of hyperparameters that must be determined before training commences. The choice of hyperparameters can significantly affect the resulting model's performance, but determining good values can be complex; hence a disciplined, theoretically sound search strategy is essential.
- Pub Date:
- February 2015
- Computer Science - Machine Learning;
- Statistics - Machine Learning;
- 5 pages, accepted for MIC 2015: The XI Metaheuristics International Conference in Agadir, Morocco