Bayesian optimization

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Dalamar
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Bayesian optimization

Mensajepor Dalamar » 30 Dic 2014 07:57

Vamos a analizar en texto:

Practical Bayesian Optimization of Machine Learning Algorithms. Jasper Snoek, Hugo Larochelle and Ryan P. Adams. Advances in Neural Information Processing Systems, 2012

Fuente: http://people.seas.harvard.edu/~jsnoek/software.html

Codigo en Github: https://github.com/JasperSnoek/spearmint (Python y Matlab)

The use of machine learning algorithms frequently involves careful tuning of learning parameters and model hyperparameters. Unfortunately, this tuning is often a “black art” requiring expert experience, rules of thumb, or sometimes brute-force search. There is therefore great appeal for automatic approaches that can optimize the performance of any given learning algorithm to the problem at hand. In this work, we consider this problem through the framework of Bayesian optimization, in which a learning algorithm’s generalization performance is modeled as a sample from a Gaussian process (GP). We show that certain choices for the nature of the GP, such as the type of kernel and the treatment of its hyperparameters, can play a crucial role in obtaining a good optimizer that can achieve expert- level performance. We describe new algorithms that take into account the variable cost (duration) of learning algorithm 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 for many algorithms including latent Dirichlet allocation, structured SVMs and convolutional neural networks.


Otro texto interesante: http://jmlr.csail.mit.edu/papers/volume ... tin14a.pdf

BayesOpt: A Bayesian Optimization Library for Nonlinear Optimization, Experimental Design and Bandits
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