Alexandra Johnson, Software Engineer, SigOpt
Alexandra works on everything from infrastructure to product features to blog posts. Previously, she worked on growth, APIs, and recommender systems at Polyvore (acquired by Yahoo). She majored in computer science at Carnegie Mellon University with a minor in discrete mathematics and logic, and during the summers she A/B tested recommendations at internships with Facebook and Rent the Runway.
Abstract Summary:
Common Problems In Hyperparameter Optimization: All large machine learning pipelines have tunable parameters, commonly referred to as hyperparameters. Hyperparameter optimization is the process by which we find the values for these parameters that cause our system to perform the best. SigOpt provides a Bayesian optimization platform that is commonly used for hyperparameter optimization, and I’m going to share some of the common problems we’ve seen when integrating into machine learning pipelines.
6. ● Default values are an implicit choice
● Defaults not always appropriate for your model
● You may build a classifier that looks like this:
Default Values
30. Intro
Ian Dewancker. SigOpt for ML: TensorFlow ConvNets on a Budget with Bayesian Optimization.
Ian Dewancker. SigOpt for ML: Unsupervised Learning with Even Less Supervision Using Bayesian Optimization.
Ian Dewancker. SigOpt for ML : Bayesian Optimization for Collaborative Filtering with MLlib.
#1 Trusting the Defaults
Keras recurrent layers documentation
#2 Using the Wrong Metric
Ron Kohavi et al. Trustworthy Online Controlled Experiments: Five Puzzling Outcomes Explained.
Xavier Amatriain. 10 Lessons Learning from building ML systems [Video at 19:03].
Image from PhD Comics.
See also: SigOpt in Depth: Intro to Multicriteria Optimization.
#4 Too Few Hyperparameters
Image from TensorFlow Playground.
Ian Dewancker. SigOpt for ML: Unsupervised Learning with Even Less Supervision Using Bayesian Optimization.
#5 Hand Tuning
On algorithms beating experts: Scott Clark, Ian Dewancker, and Sathish Nagappan. Deep Neural Network Optimization with SigOpt and Nervana
Cloud.
#6 Grid Search
NoGridSearch.com
References - by Section
31. References - by Section
#7 Random Search
James Bergstra and Yoshua Bengio. Random search for hyper-parameter optimization.
Ian Dewancker, Michael McCourt, Scott Clark, Patrick Hayes, Alexandra Johnson, George Ke. A Stratified Analysis of Bayesian Optimization
Methods.
Learn More
blog.sigopt.com
sigopt.com/research