Hyperparameter Importance Analysis based on N-RReliefF Algorithm
Yunlei Sun, Huiquan Gong, Yucong Li, Dalin Zhang · International Journal of Computers Communications & Control · 2019
Hyperparameter selection has always been the key to machine learning. The Bayesian optimization algorithm has recently achieved great success, but it has certain constraints and limitations in selecting hyperparameters. In response to these constraints and limitations, this paper proposed the N-RReliefF algorithm, which can evaluate the importance of hyperparameters and the importance weights between hyperparameters. The N-RReliefF algorithm estimates the contribution of a single hyperparameter to the performance according to the influence degree of each hyperparameter on the performance and calculates the weight of importance between the hyperparameters according to the improved normalization formula. The N-RReliefF algorithm analyses the hyperparameter configuration and performance set generated by Bayesian optimization, and obtains the important hyperparameters in random forest algorithm and SVM algorithm. The experimental results verify the effectiveness of the N-RReliefF algorithm.