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https://issues.apache.org/jira/browse/SYSTEMML-1973?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Janardhan updated SYSTEMML-1973:
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Comment: was deleted
(was: Hi everyone, I am working on the hyperparameter optimization. This is the
epic jira for the feature, with tasks and corresponding subtasks.
a copy to : [~freiss] [~reinwald] [~dusenberrymw] [~prithvi_r_s] )
> Optimization of parameters, Hyperparameters, and testing.
> ---------------------------------------------------------
>
> Key: SYSTEMML-1973
> URL: https://issues.apache.org/jira/browse/SYSTEMML-1973
> Project: SystemML
> Issue Type: Epic
> Components: Algorithms, APIs, Documentation, Test
> Reporter: Janardhan
> Assignee: Janardhan
> Priority: Major
>
> This Epic tracks the algorithm optimization related improvements, and their
> testing.
> *Phase 1:* Addition of support for bayesian optimization.
> This procedure constructs a probabilistic model for *f\(x\)*, and then
> exploits this model to make decisions about where in input space to next
> evaluate the function, while integrating out uncertainity. The essential
> philosophy is to use all of the information available from previous
> evaluations of *f\(x\)*.
>
> When performing Bayesian Optimization, [SYSTEMML-979]
> 1. one must select a prior over functions that will express assumptions about
> the function being optimized. – *We choose Gaussian Process Prior*
> 2. need an acquisition function, which is used to construct a utility
> function from the model posterior, allowing us to determine the next point to
> evaluate.
>
> *Phase 2:* Addition of Model selection & cross validation support at Engine
> level or API side.
> Once the bayesian optimization is supported, the module is integrated into
> our API as described in SYSTEMML-1962 . By wrapping the dml functions in the
> optimization algorithms and invoking them either by java or python scripts.
>
> *Phase 3:* Addition of Optimization test functions.
> Testing of the training is done with the help of the well known benchmark
> functions, SYSTEMML-1974 , which can be imported or can be invoked with the
> help of python scripts or just by importing the function into the dml script
> at hand.
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