An experimental investigation of model-based parameter optimisation
Frank Hutter, Holger H. Hoos, Kevin Leyton‐Brown, Kevin P. Murphy · 2009
This work experimentally investigates model-based approaches for optimising the performance of parameterised randomised algorithms. We restrict our attention to procedures based on Gaussian process models, the most widely-studied family of models for this problem. We evaluated two approaches from the literature, and found that sequential parameter optimisation (SPO) [4] offered the most robust performance. We then investigated key design decisions within the SPO paradigm, characterising the performance consequences of each. Based on these findings, we propose a new version of SPO, dubbed SPO+, which extends SPO with a novel intensification procedure and log-transformed response values. Finally, in a domain for which performance results for other (model-free) parameter optimisation approaches are available, we demonstrate that SPO+ achieves state-of-the-art performance.