Evolutionary Algorithms for Hyperparameter Search in Machine Learning

Machine learning algorithms usually have a number of hyperparameters. The choice of values for these hyperparameters may have a significant impact on the performance of an algorithm. In practice, for most learning algorithms the hyperparameter values are determined empirically, typically by search. From the research that has been done in this area, approaches for automating the search of hyperparameters mainly fall into the following categories: manual search, greedy search, random search, Bayesian model-based optimization, and evolutionary algorithm-based search. However, all these approaches have drawbacks — for example, manual and random search methods are undirected, greedy search is very inefficient, Bayesian model-based optimization is complicated and performs poorly with large numbers of hyperparameters, and classic evolutionary algorithm-based search can be very slow and risks falling into local optima. In this thesis we introduce three improved evolutionary algorithms applied to search for high-performing hyperparameter values for different learning algorithms. The first, named EWLNB, combines Naive Bayes and lazy instance-weighted learning. The second, EMLNB, extends this approach to multiple label classification. Finally, we further develop similar methods in an algorithm, named SEODP, for optimizing hyperparameters of deep networks, and report its usefulness on a real-world application of machine learning for philanthropy. EWLNB is a differential evolutionary algorithm which can automatically adapt to different datasets without human intervention by searching for the best hyperparameters for the models based on the characteristics of the datasets to which it is applied. To validate the EWLNB algorithm, we first use it to optimize two key parameters for a locally-weighted Naive Bayes model. Experimental evaluation of this approach on 56 of the benchmark UCI machine learning datasets demonstrate that EWLNB significantly outperforms Naive Bayes as well as several other improved versions of the Naive Bayes algorithms both in terms of classification accuracy and class probability estimation. We then extend the EWLNB approach in the form of the Evolutionary Multi-label Lazy Naive Bayes (EMLNB) algorithm to enable hyperparameter search for multi-label classification problems. Lastly, we revise the above algorithms to propose a method, SEODP, for optimizing deep learning (DL) architecture and hyperparameters. SEODP uses a semi-evolutionary and semi-random approach to search for hyperparameter values, which is designed to evolve a solution automatically over different datasets. SEODP is much faster than other methods, and can adaptively determine different deep network architectures automatically. Experimental results show that compared with manual search, SEODP is much more effective, and compared with grid search, SEODP can achieve optimal performance using only approximately 2% of the running time of greedy search. We also use SEODP on a real-world social-behavioral dataset from a charity organization for a philanthropy application. This dataset contains comprehensive real-time attributes on potential indicators for candidates to be donors. The results show that SEODP is a promising approach for optimizing deep network (DN) architectures over different types of datasets, including a real-world dataset. In summary, the results in this thesis indicate that our methods address the main drawback of evolutionary algorithms, which is the convergence time, and show experimentally that evolutionary-based algorithms can achieve good results in optimizing the hyperparameters for a range of different machine learning algorithms