Practical Bayesian Optimization of Machine Learning Algorithms

TL;DR

This paper presents practical Bayesian optimization methods for automating the tuning of machine learning algorithms, improving efficiency and performance over previous approaches and expert tuning.

Contribution

It introduces new Bayesian optimization algorithms that account for variable experiment costs and parallelization, surpassing prior automatic tuning methods.

Findings

Achieves expert-level tuning performance on various algorithms.

Improves efficiency by considering experiment duration and parallel execution.

Outperforms previous automatic tuning procedures.

Abstract

Machine learning algorithms frequently require careful tuning of model hyperparameters, regularization terms, and optimization parameters. Unfortunately, this tuning is often a "black art" that requires expert experience, unwritten rules of thumb, or sometimes brute-force search. Much more appealing is the idea of developing automatic approaches which can optimize the performance of a given learning algorithm to the task at hand. In this work, we consider the automatic tuning problem within the framework of Bayesian optimization, in which a learning algorithm's generalization performance is modeled as a sample from a Gaussian process (GP). The tractable posterior distribution induced by the GP leads to efficient use of the information gathered by previous experiments, enabling optimal choices about what parameters to try next. Here we show how the effects of the Gaussian process prior and the associated inference procedure can have a large impact on the success or failure of Bayesian optimization. We show that thoughtful choices can lead to results that exceed expert-level performance in tuning machine learning algorithms. We also describe new algorithms that take into account the variable cost (duration) of learning experiments and that can leverage the presence of multiple cores for parallel experimentation. We show that these proposed algorithms improve on previous automatic procedures and can reach or surpass human expert-level optimization on a diverse set of contemporary algorithms including latent Dirichlet allocation, structured SVMs and convolutional neural networks.