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From Sean Owen <sro...@gmail.com>
Subject Re: Hyperparameter Optimization via Randomization
Date Fri, 29 Jan 2021 13:47:25 GMT
I don't know of anyone working on that. Yes I think it could be useful. I
think it might be easiest to implement by simply having some parameter to
the grid search process that says what fraction of all possible
combinations you want to randomly test.

On Fri, Jan 29, 2021 at 5:52 AM Phillip Henry <londonjavaman@gmail.com>
wrote:

> Hi,
>
> I have no work at the moment so I was wondering if anybody would be
> interested in me contributing code that generates an Array[ParamMap] for
> random hyperparameters?
>
> Apparently, this technique can find a hyperparameter in the top 5% of
> parameter space in fewer than 60 iterations with 95% confidence [1].
>
> I notice that the Spark code base has only the brute force
> ParamGridBuilder unless I am missing something.
>
> Hyperparameter optimization is an area of interest to me but I don't want
> to re-invent the wheel. So, if this work is already underway or there are
> libraries out there to do it please let me know and I'll shut up :)
>
> Regards,
>
> Phillip
>
> [1]
> https://www.oreilly.com/library/view/evaluating-machine-learning/9781492048756/ch04.html
>

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