Work

Stabilizing Bi-Level Hyperparameter Optimization using Moreau-Yosida Regularization

Year: 2020
Type: preprint
Abstract: This research proposes to use the Moreau-Yosida envelope to stabilize the convergence behavior of bi-level Hyperparameter optimization solvers, and introduces the new algorithm called Moreau-Yosida regularized Hyperparameter Optimization (MY-HPO) algorithm. Theoretical analysis on the correctness of the MY-HPO solution and initial convergence analysis is also provided. Our empirical results show significant improvement in loss values for a fixed computation budget, compared to the state-of-art bi-level HPO solvers.
Language: English
Open Access status: green
OpenAlex ID: W3045193493
Cites: 21
Cited by: 1
Related to: 10