Better call Surrogates: A hybrid Evolutionary Algorithm for Hyperparameter optimization [article]

Subhodip Biswas, Adam D Cobb, Andreea Sistrunk, Naren Ramakrishnan, Brian Jalaian
2020 arXiv   pre-print
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
more » ... ms as a part of the black box optimization challenge at NeurIPS 2020 and demonstrate the improvement brought about by STEADE over the vanilla EA.
arXiv:2012.06453v1 fatcat:4vvdswgusjhbtk2xeqjh2rmvzu