jmlr jmlr2012 jmlr2012-95 jmlr2012-95-reference knowledge-graph by maker-knowledge-mining

95 jmlr-2012-Random Search for Hyper-Parameter Optimization


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Author: James Bergstra, Yoshua Bengio

Abstract: Grid search and manual search are the most widely used strategies for hyper-parameter optimization. This paper shows empirically and theoretically that randomly chosen trials are more efÄ?Ĺš cient for hyper-parameter optimization than trials on a grid. Empirical evidence comes from a comparison with a large previous study that used grid search and manual search to conÄ?Ĺš gure neural networks and deep belief networks. Compared with neural networks conÄ?Ĺš gured by a pure grid search, we Ä?Ĺš nd that random search over the same domain is able to Ä?Ĺš nd models that are as good or better within a small fraction of the computation time. Granting random search the same computational budget, random search Ä?Ĺš nds better models by effectively searching a larger, less promising conÄ?Ĺš guration space. Compared with deep belief networks conÄ?Ĺš gured by a thoughtful combination of manual search and grid search, purely random search over the same 32-dimensional conÄ?Ĺš guration space found statistically equal performance on four of seven data sets, and superior performance on one of seven. A Gaussian process analysis of the function from hyper-parameters to validation set performance reveals that for most data sets only a few of the hyper-parameters really matter, but that different hyper-parameters are important on different data sets. This phenomenon makes grid search a poor choice for conÄ?Ĺš guring algorithms for new data sets. Our analysis casts some light on why recent “High Throughputâ€? methods achieve surprising success—they appear to search through a large number of hyper-parameters because most hyper-parameters do not matter much. We anticipate that growing interest in large hierarchical models will place an increasing burden on techniques for hyper-parameter optimization; this work shows that random search is a natural baseline against which to judge progress in the development of adaptive (sequential) hyper-parameter optimization algorithms. Keyword


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