Tree-Structured Parzen Estimator: Understanding Its Algorithm Components and Their Roles for Better Empirical Performance

arXiv:2304.11127v5 Announce Type: replace Abstract: Recent scientific advances require complex experiment design, necessitating the meticulous tuning of many experiment parameters. Tree-structured Parzen estimator (TPE) is a widely used Bayesian optimization method in recent parameter tuning frameworks such as Hyperopt and Optuna. Despite its popularity, the roles of each control parameter in TPE and the algorithm intuition have not been discussed so far. The goal of this paper is to identify the roles of each control parameter and their impacts on parameter tuning based on the ablation studie

Source: arXiv cs.LG — read the full report at the original publisher.

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