A Parallel Algorithm for Solving Global Optimization Problems and Its Application for Tuning Hyperparameters of AI Methods
摘要
The paper considers a parallel algorithm for solving global optimization problems with a partially defined objective function of the “black box” type. Such problems arise in the process of selecting optimal values of hyperparameters used in machine learning and artificial intelligence methods. The algorithm employs a dimensionality reduction scheme based on Peano curves in combination with an asynchronous scheme of parallel computing. To demonstrate the effectiveness of parallelization, computational experiments were conducted for the task of tuning the hyperparameters of artificial intelligence methods used to predict the values of a time series.