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Janardhan updated SYSTEMML-1973: -------------------------------- Comment: was deleted (was: This is the central jira for any or all of the feature related. cc: [~niketanpansare]) > 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. -- This message was sent by Atlassian JIRA (v7.6.3#76005)