arXiv:1605.06170cs.LG
Evaluation System for a Bayesian Optimization Service
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Abstract
Bayesian optimization is an elegant solution to the hyperparameter optimization problem in machine learning. Building a reliable and robust Bayesian optimization service requires careful testing methodology and sound statistical analysis. In this talk we will outline our development of an evaluation framework to rigorously test and measure the impact of changes to the SigOpt optimization service. We present an overview of our evaluation system and discuss how this framework empowers our research engineers to confidently and quickly make changes to our core optimization engine
We built an evaluation suite [1] and have some benchmarks [2] that we presented at some ICML workshops in 2016 comparing against some standard and open source methods. Members of our research team built or contributed to many of the popular open source libraries in Bayesian…
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