  The performance of modern machine learning methods highly depends on their
hyperparameter configurations. One simple way of selecting a configuration is
to use default settings, often proposed along with the publication and
implementation of a new algorithm. Those default values are usually chosen in
an ad-hoc manner to work good enough on a wide variety of datasets. To address
this problem, different automatic hyperparameter configuration algorithms have
been proposed, which select an optimal configuration per dataset. This
principled approach usually improves performance but adds additional
algorithmic complexity and computational costs to the training procedure. As an
alternative to this, we propose learning a set of complementary default values
from a large database of prior empirical results. Selecting an appropriate
configuration on a new dataset then requires only a simple, efficient and
embarrassingly parallel search over this set. We demonstrate the effectiveness
and efficiency of the approach we propose in comparison to random search and
Bayesian Optimization.
