Patent attributes
A computing device automatically selects hyperparameter values based on objective criteria to train a predictive model. Each session of a plurality of sessions executes training and scoring of a model type using an input dataset in parallel with other sessions of the plurality of sessions. Unique hyperparameter configurations are determined using a search method and assigned to each session. For each session of the plurality of sessions, training of a model of the model type is requested using a training dataset and the assigned hyperparameter configuration, scoring of the trained model using a validation dataset and the assigned hyperparameter configuration is requested to compute an objective function value, and the received objective function value and the assigned hyperparameter configuration are stored. A best hyperparameter configuration is identified based on an extreme value of the stored objective function values.
