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There seem to be a lot of hyperparameter optimization software packages, presumably implementing different algorithms. Is there some software that will run all
by yetanotherphd 13y ago
There seem to be a lot of hyperparameter optimization software packages, presumably implementing different algorithms.
Is there some software that will run all of them, and pick the one that gives the best results?
- chewxy 13y agoSo you want a optimizer for hyperparameter optimizers? This is getting quite meta.
- dimatura 13y agoWell, there is such a thing as hyperheuristics, which are related to what you're saying (perhaps the name metaheuristic would've been used for this, but it was already taken). While theoretically possible, I don't think it makes much practical sense.
- jaberg99 13y agoDifferent configuration search strategies will perform differently on different fitness landscapes, and fitness landscapes depend on both data and learning algorithm. An online bandit-style selection of what seems to be working could be a good idea. Portfolio-management algorithms do this sort of thing. Hyperopt can accommodate this type of algorithm. File a ticket on the issue tracker if you'd like to work on this and I'll help you get started.