Hyperparameter optimization of deep neural networks: combining Hperband with Bayesian model selection

National audience<p>One common problem in building deep learning architectures is the choice of the hyper-parameters. Among the various existing strategies, we propose to combine two complementary ones. On the one hand, the Hyperband method formalizes hyper-parameter optimization as a resource allocation problem, where the resource is the time to be distributed between many configurations to test. On the other hand, Bayesian optimization tries to model the hyper-parameter space as efficiently as possible to select the next model to train. Our approach is to model the space with a Gaussian process and sample the next group of models to evaluate with Hyperband. Preliminary results show a slight improvement over each method individually, suggesting the need and interest for further experiments.