Jasper Snoek, Hugo Larochelle, & Ryan P. Adams (2012)
Advances in Neural Information Processing Systems 25.
URL: https://arxiv.org/abs/1206.2944
Abstract. Demonstrates that Bayesian optimisation with Gaussian-process surrogates is a practical and effective method for hyperparameter tuning of deep-learning systems. The authors present Spearmint, a Bayesian-optimisation toolkit, and show that it outperforms grid search and random search across a range of machine-learning tasks. Bayesian optimisation maintains a probabilistic model of the validation-loss surface as a function of hyperparameters and at each step picks the most promising next point by maximising an acquisition function (typically expected improvement). The paper made Bayesian-optimisation hyperparameter search a standard practice in the deep-learning community.
Tags: optimisation hyperparameters
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