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Bandit Algorithms for Hyperparameter Tuning

The document discusses the Multi-Armed Bandit Problem, a decision-making framework focused on maximizing rewards through exploration and exploitation. It highlights the application of bandit algorithms in hyperparameter tuning for machine learning, where each arm represents a hyperparameter configuration and the reward is the performance. Examples of bandit-based methods include Hyperband, Successive Halving, and Bayesian Optimization combined with bandits, which are utilized in tools like Ray Tune, Optuna, and Ax.

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74 views1 page

Bandit Algorithms for Hyperparameter Tuning

The document discusses the Multi-Armed Bandit Problem, a decision-making framework focused on maximizing rewards through exploration and exploitation. It highlights the application of bandit algorithms in hyperparameter tuning for machine learning, where each arm represents a hyperparameter configuration and the reward is the performance. Examples of bandit-based methods include Hyperband, Successive Halving, and Bayesian Optimization combined with bandits, which are utilized in tools like Ray Tune, Optuna, and Ax.

Uploaded by

qinjn.09
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd

Bandit Algorithms in Hyperparameter Tuning

What is the Multi-Armed Bandit Problem?

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A decision-making framework where a gambler must choose among multiple slot machines ("arms"),

each with an unknown probability of reward. The goal is to maximize the total reward over time by

balancing:

- Exploration: Trying different arms to learn their rewards.

- Exploitation: Choosing the best-known arm to maximize gain.

Bandit Algorithms in ML Tuning

-------------------------------

In machine learning, each "arm" is a hyperparameter configuration, and the reward is the

performance (e.g., accuracy, loss). Bandit-based methods help find good configurations efficiently.

Examples:

- Hyperband: Combines bandit principles with early stopping.

- Successive Halving: Evaluates many configurations with few resources, drops poor performers

early.

- Bayesian Optimization + Bandits: Merges probabilistic models with exploration-exploitation

balance.

Used in:

- Ray Tune

- Optuna

- Ax

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