@inproceedings{shang2019simple,
abstract = {Hyper-parameter tuning is a major part of modern machine learning systems. The tuning itself can be seen as a sequential resource allocation problem. As such, methods for multi-armed bandits have been already applied. In this paper, we view hyper-parameter optimization as an instance of best-arm identification in infinitely many-armed bandits. We propose D-TTTS, a new adaptive algorithm inspired by Thompson sampling, which dynamically balances between refining the estimate of the quality of hyper-parameter configurations previously explored and adding new hyper-parameter configurations to the pool of candidates. The algorithm is easy to implement and shows competitive performance compared to state-of-the-art algorithms for hyper-parameter tuning.},
author = {Shang, Xuedong and Kaufmann, Emilie and Valko, Michal},
booktitle = {Workshop on Automated Machine Learning at International Conference on Machine Learning},
title = {{A simple dynamic bandit algorithm for hyper-parameter tuning}},
year = {2019}
}