Parsimonious Optimization of Multitask Neural Network Hyperparameters.

Neural networks are rapidly gaining popularity in chemical modeling and Quantitative Structure-Activity Relationship (QSAR) thanks to their ability to handle multitask problems. However, outcomes of neural networks depend on the tuning of several hyperparameters, whose small variations can often strongly affect their performance. Hence, optimization is a fundamental step in training neural networks although, in many cases, it can be very expensive from a computational point of view. In this study, we compared four of the most widely used approaches for tuning hyperparameters, namely, grid search, random search, tree-structured Parzen estimator, and genetic algorithms on three multitask QSAR datasets. We mainly focused on parsimonious optimization and thus not only on the performance of neural networks, but also the computational time that was taken into account. Furthermore, since the optimization approaches do not directly provide information about the influence of hyperparameters, we applied experimental design strategies to determine their effects on the neural network performance. We found that genetic algorithms, tree-structured Parzen estimator, and random search require on average 0.08% of the hours required by grid search; in addition, tree-structured Parzen estimator and genetic algorithms provide better results than random search.