Random hyperparameter optimization

Aarni Koskela / December 03, 2018

Valohai now supports random search for hyperparameter optimization (which we call the Tasks feature), which has been proven in the aptly named paper Random search for hyper-parameter optimization to be an efficient way to find “neighborhoods” of likely-to-be-optimal hyperparameter values, which can then be iterated further to find the really good values.

Random hyperparameter search for machine learning experiments

This is a valuable tool to add to the previously existing linear, logarithmic and multiple-value hyperparameter optimizers. Valohai uses a seeded Mersenne Twister random number generator to generate values in a given range and supports both an uniform distribution as well as a truncated normal distribution of values.

You can try this feature out today; simply create a Task for your parameter-enabled step and choose the Random option.