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In machine learning, hyperparameter optimization [1] or tuning is the problem of choosing a set of optimal hyperparameters for a learning algorithm. A hyperparameter is a parameter whose value is used to control the learning process, which must be configured before the process starts. [2] [3]
Learning rate; Least squares; Least-squares spectral analysis; Lemke's algorithm; Level-set method; Levenberg–Marquardt algorithm; Lexicographic max-min optimization; Lexicographic optimization; Limited-memory BFGS; Line search; Linear-fractional programming; Lloyd's algorithm; Local convergence; Local search (optimization) Luus–Jaakola
In 1997, the practical performance benefits from vectorization achievable with such small batches were first explored, [13] paving the way for efficient optimization in machine learning. As of 2023, this mini-batch approach remains the norm for training neural networks, balancing the benefits of stochastic gradient descent with gradient descent .
Ellipsoid method: An iterative method for small problems with quasiconvex objective functions and of great theoretical interest, particularly in establishing the polynomial time complexity of some combinatorial optimization problems. It has similarities with Quasi-Newton methods.
Bayesian optimization of a function (black) with Gaussian processes (purple). Three acquisition functions (blue) are shown at the bottom. [8]Bayesian optimization is typically used on problems of the form (), where is a set of points, , which rely upon less (or equal to) than 20 dimensions (,), and whose membership can easily be evaluated.
Proximal policy optimization (PPO) is a reinforcement learning (RL) algorithm for training an intelligent agent. Specifically, it is a policy gradient method, often used for deep RL when the policy network is very large. The predecessor to PPO, Trust Region Policy Optimization (TRPO), was published in 2015.
Multi-task Bayesian optimization is a modern model-based approach that leverages the concept of knowledge transfer to speed up the automatic hyperparameter optimization process of machine learning algorithms. [8] The method builds a multi-task Gaussian process model on the data originating from different searches progressing in tandem. [9]
Proximal gradient methods are applicable in a wide variety of scenarios for solving convex optimization problems of the form + (),where is convex and differentiable with Lipschitz continuous gradient, is a convex, lower semicontinuous function which is possibly nondifferentiable, and is some set, typically a Hilbert space.