How many iterations for model-based optimization (in mlrMBO) are necessary?
up vote
5
down vote
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I would like to use model-based optimization within the mlr-Package in R (mlrMBO) to tune my hyperparameters.
How many iterations are recommended here?
I have read that the number of necessary iterations in MBO depends on the number of hyperparameters, that should be multiplied by a certain factor?
r performance hyperparameters mlr
edited Nov 10 at 4:12
Mozahler
2,03641625
asked Oct 31 at 13:01
Ana
263
add a comment |
up vote
5
down vote
favorite
I would like to use model-based optimization within the mlr-Package in R (mlrMBO) to tune my hyperparameters.
How many iterations are recommended here?
I have read that the number of necessary iterations in MBO depends on the number of hyperparameters, that should be multiplied by a certain factor?
r performance hyperparameters mlr
edited Nov 10 at 4:12
Mozahler
2,03641625
asked Oct 31 at 13:01
Ana
263
add a comment |
up vote
5
down vote
favorite
up vote
5
down vote
favorite
I would like to use model-based optimization within the mlr-Package in R (mlrMBO) to tune my hyperparameters.
How many iterations are recommended here?
I have read that the number of necessary iterations in MBO depends on the number of hyperparameters, that should be multiplied by a certain factor?
r performance hyperparameters mlr
edited Nov 10 at 4:12
Mozahler
2,03641625
asked Oct 31 at 13:01
Ana
263
I would like to use model-based optimization within the mlr-Package in R (mlrMBO) to tune my hyperparameters.
How many iterations are recommended here?
I have read that the number of necessary iterations in MBO depends on the number of hyperparameters, that should be multiplied by a certain factor?
r performance hyperparameters mlr
r performance hyperparameters mlr
edited Nov 10 at 4:12
Mozahler
2,03641625
asked Oct 31 at 13:01
Ana
263
edited Nov 10 at 4:12
Mozahler
2,03641625
asked Oct 31 at 13:01
Ana
263
edited Nov 10 at 4:12
Mozahler
2,03641625
edited Nov 10 at 4:12
Mozahler
2,03641625
edited Nov 10 at 4:12
Mozahler
2,03641625
2,03641625
asked Oct 31 at 13:01
Ana
263
asked Oct 31 at 13:01
Ana
263
asked Oct 31 at 13:01
Ana
263
263
add a comment |
add a comment |
1 Answer
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2
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Unfortunately there's no general answer to this. In addition to the number of hyperparameters, the difficulty of the task and the general optimization landscape have an impact on how many iterations may be needed. Furthermore, it depends on what level of performance you're looking for -- if you absolutely need the best performance, you may need a lot of iterations (thousands or more).
A good rule of thumb is to determine the number of iterations based on the resources you have available. Do you need an answer in a few minutes or can you leave it run overnight? I would start with a small test run with only a few iterations to get a feeling for how long it takes in your particular case and then set the number of iterations for a real run based on that and how long you want to spend on it.
It's also a good idea to do multiple runs with different random seeds and the same number of iterations and the same random seed and different numbers of iterations. This will tell you how much more performance you can get by running longer, e.g. if there is no difference for 100 and 1000 iterations then giving it more may not be worth it.
answered Oct 31 at 15:08
Lars Kotthoff
90k11157164
add a comment |
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1 Answer
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oldest
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1 Answer
1
active
oldest
votes
active
oldest
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active
oldest
votes
up vote
2
down vote
Unfortunately there's no general answer to this. In addition to the number of hyperparameters, the difficulty of the task and the general optimization landscape have an impact on how many iterations may be needed. Furthermore, it depends on what level of performance you're looking for -- if you absolutely need the best performance, you may need a lot of iterations (thousands or more).
A good rule of thumb is to determine the number of iterations based on the resources you have available. Do you need an answer in a few minutes or can you leave it run overnight? I would start with a small test run with only a few iterations to get a feeling for how long it takes in your particular case and then set the number of iterations for a real run based on that and how long you want to spend on it.
It's also a good idea to do multiple runs with different random seeds and the same number of iterations and the same random seed and different numbers of iterations. This will tell you how much more performance you can get by running longer, e.g. if there is no difference for 100 and 1000 iterations then giving it more may not be worth it.
answered Oct 31 at 15:08
Lars Kotthoff
90k11157164
add a comment |
up vote
2
down vote
Unfortunately there's no general answer to this. In addition to the number of hyperparameters, the difficulty of the task and the general optimization landscape have an impact on how many iterations may be needed. Furthermore, it depends on what level of performance you're looking for -- if you absolutely need the best performance, you may need a lot of iterations (thousands or more).
A good rule of thumb is to determine the number of iterations based on the resources you have available. Do you need an answer in a few minutes or can you leave it run overnight? I would start with a small test run with only a few iterations to get a feeling for how long it takes in your particular case and then set the number of iterations for a real run based on that and how long you want to spend on it.
It's also a good idea to do multiple runs with different random seeds and the same number of iterations and the same random seed and different numbers of iterations. This will tell you how much more performance you can get by running longer, e.g. if there is no difference for 100 and 1000 iterations then giving it more may not be worth it.
answered Oct 31 at 15:08
Lars Kotthoff
90k11157164
add a comment |
up vote
2
down vote
up vote
2
down vote
Unfortunately there's no general answer to this. In addition to the number of hyperparameters, the difficulty of the task and the general optimization landscape have an impact on how many iterations may be needed. Furthermore, it depends on what level of performance you're looking for -- if you absolutely need the best performance, you may need a lot of iterations (thousands or more).
A good rule of thumb is to determine the number of iterations based on the resources you have available. Do you need an answer in a few minutes or can you leave it run overnight? I would start with a small test run with only a few iterations to get a feeling for how long it takes in your particular case and then set the number of iterations for a real run based on that and how long you want to spend on it.
It's also a good idea to do multiple runs with different random seeds and the same number of iterations and the same random seed and different numbers of iterations. This will tell you how much more performance you can get by running longer, e.g. if there is no difference for 100 and 1000 iterations then giving it more may not be worth it.
answered Oct 31 at 15:08
Lars Kotthoff
90k11157164
Unfortunately there's no general answer to this. In addition to the number of hyperparameters, the difficulty of the task and the general optimization landscape have an impact on how many iterations may be needed. Furthermore, it depends on what level of performance you're looking for -- if you absolutely need the best performance, you may need a lot of iterations (thousands or more).
A good rule of thumb is to determine the number of iterations based on the resources you have available. Do you need an answer in a few minutes or can you leave it run overnight? I would start with a small test run with only a few iterations to get a feeling for how long it takes in your particular case and then set the number of iterations for a real run based on that and how long you want to spend on it.
It's also a good idea to do multiple runs with different random seeds and the same number of iterations and the same random seed and different numbers of iterations. This will tell you how much more performance you can get by running longer, e.g. if there is no difference for 100 and 1000 iterations then giving it more may not be worth it.
answered Oct 31 at 15:08
Lars Kotthoff
90k11157164
answered Oct 31 at 15:08
Lars Kotthoff
90k11157164
answered Oct 31 at 15:08
Lars Kotthoff
90k11157164
answered Oct 31 at 15:08
Lars Kotthoff
90k11157164
90k11157164
add a comment |
add a comment |
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