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Dan Ryan: Efficient and Flexible Hyperparameter Optimization | PyData Miami 2019

Hyperparameter optimization (HPO) is crucial for getting the best performance possible out of your machine learning models. BOHB (Bayesian Optimization and Hyperband) is a recently developed algorithm that combines the best parts of two popular approaches to the HPO problem. It allows for very flexible declaration of the hyperparameter configuration space, parallel search across computational resources, and large numbers of hyperparameters. Best yet, there is a fantastic open source implementation in the Python package hpbandster. Bayesian optimization methods create a model of the function that maps hyperparameter configurations to model performance. They use this model to choose new hyperparameter configurations to test and refine the model with the result. These methods focus on configuration selection. In contrast, Hyperband is a bandit strategy that focuses on configuration evaluation. It uses an adaptive multi-resolution approach to get quick and dirty estimates of many more hyperparameter configurations than is possible in the Bayesian optimization framework. It uses this greater speed of evaluation to determine what seems promising and what to rule out as it randomly searches through configuration space. This results in a fast, flexible, and parallelizable algorithm. www.pydata.org PyData is an educational program of NumFOCUS, a 501(c)3 non-profit organization in the United States. PyData provides a forum for the international community of users and developers of data analysis tools to share ideas and learn from each other. The global PyData network promotes discussion of best practices, new approaches, and emerging technologies for data management, processing, analytics, and visualization. PyData communities approach data science using many languages, including (but not limited to) Python, Julia, and R. PyData conferences aim to be accessible and community-driven, with novice to advanced level presentations. PyData tutorials and talks bring attendees the latest project features along with cutting-edge use cases. 00:00 Welcome! 00:10 Help us add time stamps or captions to this video! See the description for details. Want to help add timestamps to our YouTube videos to help with discoverability? Find out more here: https://github.com/numfocus/YouTubeVi...