Optuna

Alan Barzilay

Grid Search

Impractical most of the time.

Wastes too much time in low performance regions.

Random Search

Mostly same issues as Grid Search, but a step in the right direction.

Partitioning the Search Space and Parzen Estimation

l(x) groups the top γ% performing hyperparameter combinations.

l(x) is "good" and g(x) is "bad".

2.

1.

Determining the Next “Best” Hyperparameters to Test

Test the maximum of g(x)/l(x), rinse repeat.

3.

Random Exploration

Tree-structured Parzen Estimator

Really good for single objective optimization (Optuna's default).

Recommended for 100 – 1000 trials.

 

TPE Refs

2. Research into the project space, competitors and the market.

1. Uncovering project requirements.

3. Creating a Plan that sets the requirements for the design and build phases.

4. Design a number of iterations that capture the plans and requirements.

5. Review and Iterate on the designs with testing of ideas, client feedback and prototypes.

Bento

By barzilay

Bento

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