• Title/Summary/Keyword: Hyper-parameter optimization

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Hyper-parameter Optimization for Monte Carlo Tree Search using Self-play

  • Lee, Jin-Seon;Oh, Il-Seok
    • Smart Media Journal
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    • v.9 no.4
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    • pp.36-43
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    • 2020
  • The Monte Carlo tree search (MCTS) is a popular method for implementing an intelligent game program. It has several hyper-parameters that require an optimization for showing the best performance. Due to the stochastic nature of the MCTS, the hyper-parameter optimization is difficult to solve. This paper uses the self-playing capability of the MCTS-based game program for optimizing the hyper-parameters. It seeks a winner path over the hyper-parameter space while performing the self-play. The top-q longest winners in the winner path compete for the final winner. The experiment using the 15-15-5 game (Omok in Korean name) showed a promising result.

A Study on the Hyper-parameter Optimization of Bitcoin Price Prediction LSTM Model (비트코인 가격 예측을 위한 LSTM 모델의 Hyper-parameter 최적화 연구)

  • Kim, Jun-Ho;Sung, Hanul
    • Journal of the Korea Convergence Society
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    • v.13 no.4
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    • pp.17-24
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    • 2022
  • Bitcoin is a peer-to-peer cryptocurrency designed for electronic transactions that do not depend on the government or financial institutions. Since Bitcoin was first issued, a huge blockchain financial market has been created, and as a result, research to predict Bitcoin price data using machine learning has been increasing. However, the inefficient Hyper-parameter optimization process of machine learning research is interrupting the progress of the research. In this paper, we analyzes and presents the direction of Hyper-parameter optimization through experiments that compose the entire combination of the Timesteps, the number of LSTM units, and the Dropout ratio among the most representative Hyper-parameter and measure the predictive performance for each combination based on Bitcoin price prediction model using LSTM layer.

Comparison of Hyper-Parameter Optimization Methods for Deep Neural Networks

  • Kim, Ho-Chan;Kang, Min-Jae
    • Journal of IKEEE
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    • v.24 no.4
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    • pp.969-974
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    • 2020
  • Research into hyper parameter optimization (HPO) has recently revived with interest in models containing many hyper parameters, such as deep neural networks. In this paper, we introduce the most widely used HPO methods, such as grid search, random search, and Bayesian optimization, and investigate their characteristics through experiments. The MNIST data set is used to compare results in experiments to find the best method that can be used to achieve higher accuracy in a relatively short time simulation. The learning rate and weight decay have been chosen for this experiment because these are the commonly used parameters in this kind of experiment.

Multi-Class Classification Framework for Brain Tumor MR Image Classification by Using Deep CNN with Grid-Search Hyper Parameter Optimization Algorithm

  • Mukkapati, Naveen;Anbarasi, MS
    • International Journal of Computer Science & Network Security
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    • v.22 no.4
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    • pp.101-110
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    • 2022
  • Histopathological analysis of biopsy specimens is still used for diagnosis and classifying the brain tumors today. The available procedures are intrusive, time consuming, and inclined to human error. To overcome these disadvantages, need of implementing a fully automated deep learning-based model to classify brain tumor into multiple classes. The proposed CNN model with an accuracy of 92.98 % for categorizing tumors into five classes such as normal tumor, glioma tumor, meningioma tumor, pituitary tumor, and metastatic tumor. Using the grid search optimization approach, all of the critical hyper parameters of suggested CNN framework were instantly assigned. Alex Net, Inception v3, Res Net -50, VGG -16, and Google - Net are all examples of cutting-edge CNN models that are compared to the suggested CNN model. Using huge, publicly available clinical datasets, satisfactory classification results were produced. Physicians and radiologists can use the suggested CNN model to confirm their first screening for brain tumor Multi-classification.

A Short-Term Wind Speed Forecasting Through Support Vector Regression Regularized by Particle Swarm Optimization

  • Kim, Seong-Jun;Seo, In-Yong
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.11 no.4
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    • pp.247-253
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    • 2011
  • A sustainability of electricity supply has emerged as a critical issue for low carbon green growth in South Korea. Wind power is the fastest growing source of renewable energy. However, due to its own intermittency and volatility, the power supply generated from wind energy has variability in nature. Hence, accurate forecasting of wind speed and power plays a key role in the effective harvesting of wind energy and the integration of wind power into the current electric power grid. This paper presents a short-term wind speed prediction method based on support vector regression. Moreover, particle swarm optimization is adopted to find an optimum setting of hyper-parameters in support vector regression. An illustration is given by real-world data and the effect of model regularization by particle swarm optimization is discussed as well.

Parameter optimization for SVM using dynamic encoding algorithm

  • Park, Young-Su;Lee, Young-Kow;Kim, Jong-Wook;Kim, Sang-Woo
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.2542-2547
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    • 2005
  • In this paper, we propose a support vector machine (SVM) hyper and kernel parameter optimization method which is based on minimizing radius/margin bound which is a kind of estimation of leave-one-error. This method uses dynamic encoding algorithm for search (DEAS) and gradient information for better optimization performance. DEAS is a recently proposed optimization algorithm which is based on variable length binary encoding method. This method has less computation time than genetic algorithm (GA) based and grid search based methods and better performance on finding global optimal value than gradient based methods. It is very efficient in practical applications. Hand-written letter data of MNI steel are used to evaluate the performance.

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Mixed-effects LS-SVR for longitudinal dat

  • Cho, Dae-Hyeon
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.2
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    • pp.363-369
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    • 2010
  • In this paper we propose a mixed-effects least squares support vector regression (LS-SVR) for longitudinal data. We add a random-effect term in the optimization function of LS-SVR to take random effects into LS-SVR for analyzing longitudinal data. We also present the model selection method that employs generalized cross validation function for choosing the hyper-parameters which affect the performance of the mixed-effects LS-SVR. A simulated example is provided to indicate the usefulness of mixed-effect method for analyzing longitudinal data.

Hyper Parameter Tuning Method based on Sampling for Optimal LSTM Model

  • Kim, Hyemee;Jeong, Ryeji;Bae, Hyerim
    • Journal of the Korea Society of Computer and Information
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    • v.24 no.1
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    • pp.137-143
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    • 2019
  • As the performance of computers increases, the use of deep learning, which has faced technical limitations in the past, is becoming more diverse. In many fields, deep learning has contributed to the creation of added value and used on the bases of more data as the application become more divers. The process for obtaining a better performance model will require a longer time than before, and therefore it will be necessary to find an optimal model that shows the best performance more quickly. In the artificial neural network modeling a tuning process that changes various elements of the neural network model is used to improve the model performance. Except Gride Search and Manual Search, which are widely used as tuning methods, most methodologies have been developed focusing on heuristic algorithms. The heuristic algorithm can get the results in a short time, but the results are likely to be the local optimal solution. Obtaining a global optimal solution eliminates the possibility of a local optimal solution. Although the Brute Force Method is commonly used to find the global optimal solution, it is not applicable because of an infinite number of hyper parameter combinations. In this paper, we use a statistical technique to reduce the number of possible cases, so that we can find the global optimal solution.

A Study on the Portfolio Performance Evaluation using Actor-Critic Reinforcement Learning Algorithms (액터-크리틱 모형기반 포트폴리오 연구)

  • Lee, Woo Sik
    • Journal of the Korean Society of Industry Convergence
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    • v.25 no.3
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    • pp.467-476
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    • 2022
  • The Bank of Korea raised the benchmark interest rate by a quarter percentage point to 1.75 percent per year, and analysts predict that South Korea's policy rate will reach 2.00 percent by the end of calendar year 2022. Furthermore, because market volatility has been significantly increased by a variety of factors, including rising rates, inflation, and market volatility, many investors have struggled to meet their financial objectives or deliver returns. Banks and financial institutions are attempting to provide Robo-Advisors to manage client portfolios without human intervention in this situation. In this regard, determining the best hyper-parameter combination is becoming increasingly important. This study compares some activation functions of the Deep Deterministic Policy Gradient(DDPG) and Twin-delayed Deep Deterministic Policy Gradient (TD3) Algorithms to choose a sequence of actions that maximizes long-term reward. The DDPG and TD3 outperformed its benchmark index, according to the results. One reason for this is that we need to understand the action probabilities in order to choose an action and receive a reward, which we then compare to the state value to determine an advantage. As interest in machine learning has grown and research into deep reinforcement learning has become more active, finding an optimal hyper-parameter combination for DDPG and TD3 has become increasingly important.

Hyperparameter optimization for Lightweight and Resource-Efficient Deep Learning Model in Human Activity Recognition using Short-range mmWave Radar (mmWave 레이더 기반 사람 행동 인식 딥러닝 모델의 경량화와 자원 효율성을 위한 하이퍼파라미터 최적화 기법)

  • Jiheon Kang
    • IEMEK Journal of Embedded Systems and Applications
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    • v.18 no.6
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    • pp.319-325
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    • 2023
  • In this study, we proposed a method for hyperparameter optimization in the building and training of a deep learning model designed to process point cloud data collected by a millimeter-wave radar system. The primary aim of this study is to facilitate the deployment of a baseline model in resource-constrained IoT devices. We evaluated a RadHAR baseline deep learning model trained on a public dataset composed of point clouds representing five distinct human activities. Additionally, we introduced a coarse-to-fine hyperparameter optimization procedure, showing substantial potential to enhance model efficiency without compromising predictive performance. Experimental results show the feasibility of significantly reducing model size without adversely impacting performance. Specifically, the optimized model demonstrated a 3.3% improvement in classification accuracy despite a 16.8% reduction in number of parameters compared th the baseline model. In conclusion, this research offers valuable insights for the development of deep learning models for resource-constrained IoT devices, underscoring the potential of hyperparameter optimization and model size reduction strategies. This work contributes to enhancing the practicality and usability of deep learning models in real-world environments, where high levels of accuracy and efficiency in data processing and classification tasks are required.