Hyperparameter Tuning of Machine Learning Algorithms Using Response Surface Methodology: A Case Study of ANN, SVM, and DBN

Abstract

This study applies response surface methodology (RSM) to the hyperparameter fine-tuning of three machine learning (ML) algorithms: artificial neural network (ANN), support vector machine (SVM), and deep belief network (DBN). The purpose is to demonstrate RSM effectiveness in maintaining ML algorithm performance while reducing the number of runs required to reach effective hyperparameter settings in comparison with the commonly used grid search (GS). The ML algorithms are applied to a case study dataset from a food producer in Thailand. The objective is to predict a raw material quality measured on a numerical scale. K-fold cross-validation is performed to ensure that the ML algorithm performance is robust to the data partitioning process in the training, validation, and testing sets. The mean absolute error (MAE) of the validation set is used as the prediction accuracy measurement. The reliability of the hyperparameter values from GS and RSM is evaluated using confirmation runs. Statistical analysis shows that (1) the prediction accuracy of the three ML algorithms tuned by GS and RSM is similar, (2) hyperparameter settings from GS are 80% reliable for ANN and DBN, and settings from RSM are 90% and 100% reliable for ANN and DBN, respectively, and (3) savings in the number of runs required by RSM over GS are 97.79%, 97.81%, and 80.69% for ANN, SVM, and DBN, respectively.

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