Random Search for Hyperparameters using Determinantal Point Processes
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We propose the use of k-determinantal point processes in hyperparameter optimization via random search. Compared to conventional approaches where hyperparameter settings are sampled independently, a k-DPP promotes diversity. We describe an approach that transforms hyperparameter search spaces for efficient use with a k-DPP. Our experiments show significant benefits over uniform random search in realistic scenarios with a limited budget for training supervised learners, whether in serial or parallel.
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