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Working with LSTM and Bayes Optimization

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CHRISTOPHER MILLAR
CHRISTOPHER MILLAR on 25 Feb 2020
Commented: CHRISTOPHER MILLAR on 27 May 2021 at 13:30
I am trying to use bayesoptimization to tune the parameters
optimvars = [
optimizableVariable('InitialLearnRate',[1e-2 1],'Transform','log')
optimizableVariable('L2Regularization',[1e-10 1e-2],'Transform','log')];
layers = [ ...
sequenceInputLayer(inputSize,'Normalization','zscore')
bilstmLayer(numHiddenUnits,'OutputMode','last')
fullyConnectedLayer(numClasses)
softmaxLayer
classificationLayer];
maxEpochs =25;
options = trainingOptions('adam',...
'ExecutionEnvironment','cpu',...
'GradientThreshold',1,...
'MaxEpochs',maxEpochs,...
'MiniBatchSize',miniBatchSize, ...
'SequenceLength', 'longest', ...
'Shuffle','every-epoch', ...
'Verbose', 1, ...
'InitialLearnRate',optimvars.InitialLearnRate,...
'L2Regularization',optimvars.L2Regularization,...
'Plots','training-progress');
objFcn = makeObj(Xtrain,YTrain);
bayesObj = bayesopt(objFcn,optimvars, ...
'MaxTime', 14*60*60, ...
'IsObjectiveDeterministic',false,...
'UseParallel',false);
Where am i going wrong as i get the following error:
Unrecognized method, property, or field 'InitialLearnRate' for class 'optimizableVariable'.
Error in AllVsIndx (line 236)
'InitialLearnRate',optimvars.InitialLearnRate,...
The documentation regarding bayesian optimization is very vague especially when it comes to implementation with LSTM networks
Any help would be appreciated
Thanks

Accepted Answer

Jorge Calvo
Jorge Calvo on 27 May 2021 at 12:57
If you have R2020b or later, you can use the Experiment Manager app to run Bayesian optimization to determine the best combination of hyperparameters. For more information, see https://www.mathworks.com/help/deeplearning/ug/experiment-using-bayesian-optimization.html.
  1 Comment
CHRISTOPHER MILLAR
CHRISTOPHER MILLAR on 27 May 2021 at 13:30
Thanks Jorge
I have just installed R2021a on my machine and will take advantage of this new app

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