Modified Adaptive Tree-Structured Parzen Estimator for Hyperparameter Optimization

Abstract: In this paper, we review hyperparameter optimization methods for machine learning models, with a particular focus on the Adaptive Tree-Structured Parzen Estimator (ATPE) algorithm. We propose several modifications to ATPE and assess their efficacy on a diverse set of standard benchmark functions. Experimental results demonstrate that the proposed modifications significantly improve the effectiveness of ATPE hyperparameter optimization on selected benchmarks, a finding that holds practical relevance for their application in real-world machine learning / optimization tasks.