Miao Zhang

Adaptive Candidate Restriction for Scalable Random-Forest Bayesian Optimisation: Matched Accuracy at a Fraction of the Acquisition Cost

: Random-forest sequential model-based optimisation (RF-SMBO) is a robust, CPU-friendly method for hyperparameter optimisation (HPO), but its conventional implementation scores every unevaluated configuration with the acquisition function at each iteration. On modern search grids containing tens of thousands of configu...