On hyperparameter optimization of machine learning algorithms: Theory and practice

[摘要] Machine learning algorithms have been used widely in various applications and areas. To fit a machine learning model into different problems, its hyper-parameters must be tuned. Selecting the best hyperparameter configuration for machine learning models has a direct impact on the model's performance. It often requires deep knowledge of machine learning algorithms and appropriate hyper-parameter optimization techniques. Although several automatic optimization techniques exist, they have different strengths and drawbacks when applied to different types of problems. In this paper, optimizing the hyper-parameters of common machine learning models is studied. We introduce several state-of-theart optimization techniques and discuss how to apply them to machine learning algorithms. Many available libraries and frameworks developed for hyper-parameter optimization problems are provided, and some open challenges of hyper-parameter optimization research are also discussed in this paper. Moreover, experiments are conducted on benchmark datasets to compare the performance of different optimization methods and provide practical examples of hyper-parameter optimization. This survey paper will help industrial users, data analysts, and researchers to better develop machine learning models by identifying the proper hyper-parameter configurations effectively. (C) 2020 Elsevier B.V. All rights reserved.

[发布日期] 2020-11-20

[关键词] Hyper-parameter optimization;Machine learning;Bayesian optimization;Particle swarm optimization;Genetic algorithm;Grid search