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12 fast ml-2012-12-21-Tuning hyperparams automatically with Spearmint


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Introduction: The promise What’s attractive in machine learning? That a machine is learning, instead of a human. But an operator still has a lot of work to do. First, he has to learn how to teach a machine, in general. Then, when it comes to a concrete task, there are two main areas where a human needs to do the work (and remember, laziness is a virtue, at least for a programmer, so we’d like to minimize amount of work done by a human): data preparation model tuning This story is about model tuning. Typically, to achieve satisfactory results, first we need to convert raw data into format accepted by the model we would like to use, and then tune a few hyperparameters of the model. For example, some hyperparams to tune for a random forest may be a number of trees to grow and a number of candidate features at each split ( mtry in R randomForest). For a neural network, there are quite a lot of hyperparams: number of layers, number of neurons in each layer (specifically, in each hid


Summary: the most important sentenses genereted by tfidf model

sentIndex sentText sentNum sentScore

1 5) -p epsilon : set the epsilon in loss function of epsilon-SVR (default 0. [sent-10, score-0.491]

2 1) -m cachesize : set cache memory size in MB (default 100) -e epsilon : set tolerance of termination criterion (default 0. [sent-11, score-0.38]

3 There are two pieces to this puzzle: a config file and a wrapper file . [sent-25, score-0.519]

4 In the config file, you define the hyperparams you would like to optimize, and provide some data about the wrapper file, namely a name and a language. [sent-26, score-0.509]

5 The wrapper file works as a black box: Spearmint will pass to it hyperparams values in a Python dictionary and expects to get back a single number, which is a measure of optimality of those hyperparams. [sent-30, score-0.465]

6 An importal note: the format of params dictionary is not name: value , it’s name: [ value ] - each key points to a list of values. [sent-31, score-0.371]

7 That’s because you can have as many actual params as you want under one name (it’s the size variable in config), and they are passed as a list. [sent-32, score-0.267]

8 No big deal here, the script receives a learning rate value as a command line argument and then calls the proper function with the received parameter. [sent-40, score-0.427]

9 The output will contain a validation error value which we would like to be as low as possible. [sent-42, score-0.257]

10 Notice that the error curve has a definitely convex shape and the software gets to the point pretty quickly. [sent-50, score-0.349]

11 The chart above refers to optimizing log learning rate. [sent-67, score-0.313]

12 First we tried optimizing the learning rate without taking a logartithm. [sent-68, score-0.38]

13 Instead of exploring space to the left, where error is clearly lower, Spearmint focuses for some reason on 0. [sent-70, score-0.324]

14 Only after switching to optimizing log rate everything went right. [sent-74, score-0.465]

15 That poses a potential problem, because when optimizing multiple parameters you won’t be able to plot the error hyperplane to validate it visually. [sent-75, score-0.315]

16 If you’re wondering, an apparent reason for this strange behaviour was a high error at the lower bound. [sent-76, score-0.475]

17 A learning rate lies in a range of (0, 1), so we set the lower bound at 0. [sent-77, score-0.589]

18 Spearmint tries extremes first, and at the lower bound the error is high. [sent-79, score-0.44]

19 One hypotesis is that Spearmint is unwilling to explore the space to the left because at the bound the error is so high. [sent-81, score-0.39]

20 However, in another experiment this wasn’t a problem: An apparent difference is that the error is higher at the upper bound than at the lower bound, and also in the shape of the error curve, which is not linear here. [sent-82, score-0.756]


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Introduction: The promise What’s attractive in machine learning? That a machine is learning, instead of a human. But an operator still has a lot of work to do. First, he has to learn how to teach a machine, in general. Then, when it comes to a concrete task, there are two main areas where a human needs to do the work (and remember, laziness is a virtue, at least for a programmer, so we’d like to minimize amount of work done by a human): data preparation model tuning This story is about model tuning. Typically, to achieve satisfactory results, first we need to convert raw data into format accepted by the model we would like to use, and then tune a few hyperparameters of the model. For example, some hyperparams to tune for a random forest may be a number of trees to grow and a number of candidate features at each split ( mtry in R randomForest). For a neural network, there are quite a lot of hyperparams: number of layers, number of neurons in each layer (specifically, in each hid

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