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Learning search spaces for Bayesian optimization: Another view of hyperparameter transfer learning

NeurIPS 2019 · Probabilistic and scientific modeling › Bayesian optimization · approach: High-dimensional Bayesian optimization · 36 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Learn a bounding-box search space from related tasksRandom search, GP, and SMAC · SGD ridge regressionconvergence speedHelped
Learn an ellipsoidal or bounding-box search space from related tasksHyperband · SGD ridge regressionconvergence speedHelped
Use an ellipsoid instead of a bounding box (ablation)Random search · OpenML binary classificationconvergence speedHelped
Add a learned bounding-box search spaceRandom search, SMAC, and GP · OpenML binary classificationconvergence speedHelped
Add a learned bounding-box search space (ablation)GP warm-start · OpenML binary classificationconvergence speedHelped
Use slack variables to exclude outlier solutions (ablation)Box and Ellipsoid search spaces · OpenML XGBoostconvergence speedHelped
Use slack variables to exclude outlier solutions (ablation)Box and Ellipsoid search spaces · OpenML SVM and random forestconvergence speedNo clear effect
Use a small historical sample to learn the search space (ablation)Ellipsoid Random · OpenML binary classificationconvergence speedHelped
Use 9 related problems rather than only 3 (ablation)Box Random and Ellipsoid Random · OpenML binary classificationconvergence speedHelped
Learn a bounding-box search space from related tasksRandom search, SMAC, and GP · 2-layer feed-forward neural networkconvergence speedHelped
Restrict optimization to the learned search space (ablation)Search methods with 16 times as many iterations · OpenML binary classification and 2-layer feed-forward neural networkbest-found performanceNo clear effect
Use a log-scaled rather than unscaled search space (ablation)Box and Ellipsoid transfer · OpenML binary classificationconvergence speedMixed

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