US 11,693,917 B2
Computational model optimizations
Mehmet Umut Caglar, Boston, MA (US)
Assigned to State Street Corporation, Boston, MA (US)
Filed by State Street Corporation, Boston, MA (US)
Filed on Dec. 27, 2021, as Appl. No. 17/562,481.
Application 17/562,481 is a continuation of application No. 16/436,530, filed on Jun. 10, 2019, granted, now 11,210,368.
Prior Publication US 2022/0121729 A1, Apr. 21, 2022
Int. Cl. G06F 9/44 (2018.01); G06F 17/18 (2006.01); G06N 20/00 (2019.01)
CPC G06F 17/18 (2013.01) [G06N 20/00 (2019.01)] 17 Claims
OG exemplary drawing
 
1. An apparatus, comprising:
a processor; and
a memory storing instructions which when executed by the processor cause the processor to:
receive a plurality of sampled values for a hyperparameter of a computational model, the plurality of sampled values comprising a subset of a plurality of possible values for the hyperparameter, each sampled value associated with a respective performance metric for the computational model with the sampled value assigned to the hyperparameter;
determine a first candidate value from the plurality of possible values in a search space, wherein the first candidate value is not one of the plurality of sampled values;
assign the first candidate value to the hyperparameter of the computational model;
determine a first performance metric for the computational model based on training data and validation data processed by the computational model with the first candidate value assigned to the hyperparameter;
partition the search space into a plurality of regions;
determine a first region of the plurality of regions having a lowest count of the plurality of sampled values relative to the remaining regions of the plurality of regions;
determine a second candidate value in the first region;
assign the second candidate value to the hyperparameter of the computational model; and
determine a second performance metric for the computational model based on training data and validation data processed by the computational model with the second candidate value assigned to the hyperparameter.