“Freeze-Thaw Bayesian Optimization”, 2014-06-16 (; backlinks; similar):
In this paper, we develop a dynamic form of Bayesian optimization for machine learning models with the goal of rapidly finding good hyperparameter settings.
Our method uses the partial information gained during the training of a machine learning model in order to decide whether to pause training and start a new model, or resume the training of a previously-considered model. We specifically tailor our method to machine learning problems by developing a novel positive-definite covariance kernel to capture a variety of training curves.
Furthermore, we develop a Gaussian process prior that scales gracefully with additional temporal observations. Finally, we provide an information-theoretic framework to automate the decision process.
Experiments on several common machine learning models show that our approach is extremely effective in practice.
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