Random search

About: Random search is a research topic. Over the lifetime, 2702 publications have been published within this topic receiving 73705 citations.

Random search for hyper-parameter optimization

Abstract: Grid search and manual search are the most widely used strategies for hyper-parameter optimization. This paper shows empirically and theoretically that randomly chosen trials are more efficient for hyper-parameter optimization than trials on a grid. Empirical evidence comes from a comparison with a large previous study that used grid search and manual search to configure neural networks and deep belief networks. Compared with neural networks configured by a pure grid search, we find that random search over the same domain is able to find models that are as good or better within a small fraction of the computation time. Granting random search the same computational budget, random search finds better models by effectively searching a larger, less promising configuration space. Compared with deep belief networks configured by a thoughtful combination of manual search and grid search, purely random search over the same 32-dimensional configuration space found statistically equal performance on four of seven data sets, and superior performance on one of seven. A Gaussian process analysis of the function from hyper-parameters to validation set performance reveals that for most data sets only a few of the hyper-parameters really matter, but that different hyper-parameters are important on different data sets. This phenomenon makes grid search a poor choice for configuring algorithms for new data sets. Our analysis casts some light on why recent "High Throughput" methods achieve surprising success--they appear to search through a large number of hyper-parameters because most hyper-parameters do not matter much. We anticipate that growing interest in large hierarchical models will place an increasing burden on techniques for hyper-parameter optimization; this work shows that random search is a natural baseline against which to judge progress in the development of adaptive (sequential) hyper-parameter optimization algorithms.

Algorithms for Hyper-Parameter Optimization

Abstract: Several recent advances to the state of the art in image classification benchmarks have come from better configurations of existing techniques rather than novel approaches to feature learning. Traditionally, hyper-parameter optimization has been the job of humans because they can be very efficient in regimes where only a few trials are possible. Presently, computer clusters and GPU processors make it possible to run more trials and we show that algorithmic approaches can find better results. We present hyper-parameter optimization results on tasks of training neural networks and deep belief networks (DBNs). We optimize hyper-parameters using random search and two new greedy sequential methods based on the expected improvement criterion. Random search has been shown to be sufficiently efficient for learning neural networks for several datasets, but we show it is unreliable for training DBNs. The sequential algorithms are applied to the most difficult DBN learning problems from [1] and find significantly better results than the best previously reported. This work contributes novel techniques for making response surface models P(y|x) in which many elements of hyper-parameter assignment (x) are known to be irrelevant given particular values of other elements.

Minimizing multimodal functions of continuous variables with the “simulated annealing” algorithm—Corrigenda for this article is available here

Abstract: A new global optimization algorithm for functions of continuous variables is presented, derived from the “Simulated Annealing” algorithm recently introduced in combinatorial optimization.The algorithm is essentially an iterative random search procedure with adaptive moves along the coordinate directions. It permits uphill moves under the control of a probabilistic criterion, thus tending to avoid the first local minima encountered.The algorithm has been tested against the Nelder and Mead simplex method and against a version of Adaptive Random Search. The test functions were Rosenbrock valleys and multiminima functions in 2,4, and 10 dimensions.The new method proved to be more reliable than the others, being always able to find the optimum, or at least a point very close to it. It is quite costly in term of function evaluations, but its cost can be predicted in advance, depending only slightly on the starting point.

Minimization by Random Search Techniques

Abstract: We give two general convergence proofs for random search algorithms. We review the literature and show how our results extend those available for specific variants of the conceptual algorithm studied here. We then exploit the convergence results to examine convergence rates and to actually design implementable methods. Finally we report on some computational experience.