derivative-free optimization (dfo)

Use of static surrogates in hyperparameter optimization

  • Dounia Lakhmiri
  • Sébastien Le Digabel
    • Categories Nonlinear Optimization, Optimization Software and Modeling Systems Tags , ,

    Optimizing the hyperparameters and architecture of a neural network is a long yet necessary phase in the development of any new application. This consuming process can benefit from the elaboration of strategies designed to quickly discard low quality configurations and focus on more promising candidates. This work aims at enhancing HyperNOMAD, a library that adapts … Read more

    Bilevel Derivative-Free Optimization and its Application to Robust Optimization

  • Andrew R. Conn
  • Luis Nunes Vicente
    • Categories Nonlinear Optimization Tags , , , , ,

    We address bilevel programming problems when the derivatives of both the upper and the lower level objective functions are unavailable. The core algorithms used for both levels are trust-region interpolation-based methods, using minimum Frobenius norm quadratic models when the number of points is smaller than the number of basis components. We take advantage of the … Read more