Arbeitspapier

Response Surface Methodology for Optimizing Hyper Parameters

The performance of an algorithm often largely depends on some hyper parameter which should be optimized before its usage. Since most conventional optimization methods suffer from some drawbacks, we developed an alternative way to find the best hyper parameter values. Contrary to the well known procedures, the new optimization algorithm is based on statistical methods since it uses a combination of Linear Mixed Effect Models and Response Surface Methodology techniques. In particular, the Method of Steepest Ascent which is well known for the case of an Ordinary Least Squares setting and a linear response surface has been generalized to be applicable for repeated measurements situations and for response surfaces of order o ?Ü 2.

Language
Englisch

Bibliographic citation
Series: Technical Report ; No. 2006,09

Subject
repeated measurements
Random Intercepts Model
deterministic error terms
Method of Steepest Ascent
Support Vector Machine

Event
Geistige Schöpfung
(who)
Weihs, Claus
Luebke, Karsten
Czogiel, Irina
Event
Veröffentlichung
(who)
Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
(where)
Dortmund
(when)
2006

Handle
Last update
10.03.2025, 11:45 AM CET

Data provider

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Object type

  • Arbeitspapier

Associated

  • Weihs, Claus
  • Luebke, Karsten
  • Czogiel, Irina
  • Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen

Time of origin

  • 2006

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