HyperNOMAD: Hyperparameter optimization of deep neural networks using mesh adaptive direct search
This addresses the tedious and time-consuming process of tuning hyperparameters for deep neural networks in new applications, though it is incremental as it builds on existing NOMAD software.
The paper tackles hyperparameter tuning for deep neural networks by introducing HyperNOMAD, a package using mesh adaptive direct search to automate calibration, achieving results comparable to state-of-the-art on MNIST and CIFAR-10 datasets.
The performance of deep neural networks is highly sensitive to the choice of the hyperparameters that define the structure of the network and the learning process. When facing a new application, tuning a deep neural network is a tedious and time consuming process that is often described as a "dark art". This explains the necessity of automating the calibration of these hyperparameters. Derivative-free optimization is a field that develops methods designed to optimize time consuming functions without relying on derivatives. This work introduces the HyperNOMAD package, an extension of the NOMAD software that applies the MADS algorithm [7] to simultaneously tune the hyperparameters responsible for both the architecture and the learning process of a deep neural network (DNN), and that allows for an important flexibility in the exploration of the search space by taking advantage of categorical variables. This new approach is tested on the MNIST and CIFAR-10 data sets and achieves results comparable to the current state of the art.