[D] What kind of Hyperparameter Optimisation do you use?

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  • spaceopt

    Hyperparameter optimization via gradient boosting regression

  • I had exactly the same problem: How do I naturally integrate human expertise or manual interventions into automatic hyperparameter optimization process? I ended up writing my own algorithm that helps me achieve that: https://github.com/ar-nowaczynski/spaceopt

  • optuna

    A hyperparameter optimization framework

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  • Spearmint

    Spearmint Bayesian optimization codebase

  • This was some time ago but I had some promising results with Bayesian optimization using a Gaussian Process prior. The method was developed by the guys who wrote Spearmint. That library doesn't support parallelization but I implemented the same technique in Scala without too much difficulty.

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