arXiv Machine Learning

Statistically Valid Hyperparameter Selection: From Tuning to Guarantees

arXiv:2606. 25601v1 Announce Type: cross Abstract: Hyperparameter selection is a critical step in the deployment of modern artificial intelligence systems, given the need to tune degrees of freedom such as inference-time parameters, implementation-level settings, and thresholds driving decision rules.

arXiv Machine Learning
Sep 11

Statistically Valid Post-Training Hyperparameter Selection: From Tuning to Guarantees

The paper introduces a statistical framework for post‑training hyperparameter selection, emphasizing the learn‑then‑test (LTT) paradigm. It treats hyperparameter tuning as a multiple hypothesis testing problem over a candidate set, enabling the selection of hyperparameters that meet specified reliability constraints such as risk bounds or information‑theoretic limits. The framework provides finite‑sample control of error probabilities using p‑values, e‑values, and concentration inequalities derived from first principles.

By Amirmohammad Farzaneh, Osvaldo Simeone
arXiv Machine Learning
Sep 3

HyperMC: Multi-Fidelity Hyperparameter Tuning for Stochastic Gradient MCMC

HyperMC is a multi‑fidelity hyperparameter tuning framework for stochastic gradient Markov chain Monte Carlo (SGMCMC) that combines Hyperband-style resource allocation with kernel Stein discrepancy (KSD) evaluation. It uses successive‑halving brackets to explore a continuous hyperparameter space while progressively refining promising configurations within a fixed computational budget. Robust HyperMC further introduces global grid initialization and elite‑guided local refinement to reduce sensitivity to random candidate generation and noisy evaluations, and theoretical analysis shows that the successive‑halving component selects a near‑optimal configuration with high probability under suitable conditions.

By Ming Tan, Xiyun Jiao
arXiv Machine Learning
Sep 18

Sufficient Decision Proxies for Decision-Focused Learning

The paper explores when different decision proxies are appropriate for decision‑focused learning (DFL) in optimization problems with uncertainty. It identifies problem properties that justify using a particular proxy and proposes alternative proxies that maintain learning complexity. Experiments on continuous, discrete, and objective‑ or constraint‑uncertain problems demonstrate the effectiveness of these approaches.

By Noah Schutte, Grigorii Veviurko, Krzysztof Postek, Neil Yorke-Smith
arXiv Machine Learning
Sep 18

Expected Hypervolume Maximization for Multiobjective Optimization under Uncertainties

The paper proposes a Bayesian decision framework for multiobjective optimization under uncertainty, focusing on maximizing the expected hypervolume over a finite set of input points. It demonstrates that gradient‑based stochastic optimization can be applied, especially when dominated points are handled carefully, and suggests using Gaussian Processes as differentiable surrogate models when direct gradients are unavailable. Additionally, the authors introduce active learning strategies via acquisition functions to build surrogate models tailored to the multiobjective problem and evaluate these strategies on simple analytical benchmarks.

By Victor Trappler (Mines Saint-\'Etienne MSE, LIMOS, FAYOL-ENSMSE, FAYOL-ENSMSE)