Subhodip Biswas, Andreea Sistrunk, Naren Ramakrishnan
In this paper, we propose a surrogate-assisted evolutionary algorithm (EA) for hyperparameter optimization of machine learning (ML) models. The proposed STEADE model initially estimates the objective function landscape using RadialBasis Function interpolation, and then transfers the knowledge to an EA technique called Differential Evolution that is used to evolve new solutions guided by a Bayesian optimization framework. We empirically evaluate our model on the hyperparameter optimization problems as a part of the black box optimization challenge at NeurIPS 2020 and demonstrate the improvement brought about by STEADE over the vanilla EA.
- Date of publication:
- December 11, 2020
- Cornell University
- Publication note:
Subhodip Biswas, Adam D. Cobb, Andreea Sistrunk, Naren Ramakrishnan, Brian Jalaian: Better call Surrogates: A hybrid Evolutionary Algorithm for Hyperparameter optimization. CoRR abs/2012.06453 (2020)