Systems and methods for implementing an intelligent tuning of multiple hyperparameter criteria of a model constrained with metric thresholds
Abstract:
Systems and methods for tuning hyperparameters of a model include receiving a tuning request for tuning hyperparameters, the tuning request includes a first and a second objective function for the machine learning model. The first and second objective functions may output metric values that do not improve uniformly. Systems and methods additionally include defining a joint tuning function that is based on a combination of the first and second objective functions; executing a tuning operation; identifying a Pareto efficient frontier curve defined by a plurality of distinct hyperparameter values; applying metric thresholds to the Pareto efficient frontier curve; demarcating the Pareto efficient frontier curve into at least a first infeasible section and a second feasible section; searching the second feasible section of the Pareto efficient frontier curve for one or more proposed hyperparameter values; and identifying at least a first set of proposed hyperparameter values based on the search.
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