Oracle Corporation
METHOD AND SYSTEM FOR CONSTRAINT BASED HYPERPARAMETER TUNING

Abstract:

Techniques are disclosed for tuning hyperparameters of a model. Datasets are obtained for training the model and metrics are selected for evaluating performance of the model. Each metric is assigned a weight specifying an importance to the performance of the model. A function is created that measures performance based on the weighted metrics. Hyperparameters are tuned to optimize the model performance. Tuning the hyperparameters includes: (i) training the model that is configured based on a current values for the hyperparameters; (ii) evaluating a performance of the model using the function; (iii) determining whether the model is optimized for the metrics; (iv) in response to the model not being optimized, searching for a new values for the hyperparameters, reconfiguring the model with the new values, and repeating steps (i)-(iii) using the reconfigured model; and (v) in response to the model being optimized for the metrics, providing a trained model.