Exotic Bets: Evolutionary Computing Coupled with Bet Mechanisms for Model Selection

Simon Reichhuber, Sven Tomforde

2023

Abstract

This paper presents a framework for the application of an external bet-based evolutionary algorithm to the problem of model selection. In particular, we have defined two new risk functions, called sample space exoticness and configuration space exoticness. The latter is used to manage the risk of bet placement. Further, we explain how to implement the bet-based approach for model selection in the domain of multi-class classification and experimentally compare the performance of the algorithm to reference derivative-free hyperparameter optimisers (GA and Bayesian Optimisation) on MNIST. Finally, we experimentally show that for the classifiers SVM, MLP, and Nearest Neighbors the balanced accuracy can be increased by up to three percentage points.

Paper Citation

in Harvard Style

Reichhuber S. and Tomforde S. (2023). Exotic Bets: Evolutionary Computing Coupled with Bet Mechanisms for Model Selection. In Proceedings of the 15th International Conference on Agents and Artificial Intelligence - Volume 2: ICAART, ISBN 978-989-758-623-1, pages 259-267. DOI: 10.5220/0011698500003393

in Bibtex Style

@conference{icaart23,
author={Simon Reichhuber and Sven Tomforde},
title={Exotic Bets: Evolutionary Computing Coupled with Bet Mechanisms for Model Selection},
booktitle={Proceedings of the 15th International Conference on Agents and Artificial Intelligence - Volume 2: ICAART,},
year={2023},
pages={259-267},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0011698500003393},
isbn={978-989-758-623-1},
}

in EndNote Style

TY - CONF

JO - Proceedings of the 15th International Conference on Agents and Artificial Intelligence - Volume 2: ICAART,
TI - Exotic Bets: Evolutionary Computing Coupled with Bet Mechanisms for Model Selection
SN - 978-989-758-623-1
AU - Reichhuber S.
AU - Tomforde S.
PY - 2023
SP - 259
EP - 267
DO - 10.5220/0011698500003393