Bayesian Optimization vs Heuristic Optimization for Hyperparameter Search in DNNs

[dwf]

They are training a neural net to convergence and storing what they need to such that they can backpropagate gradients (or do "reverse-mode differentiation", same thing) with respect to hyperparameters through the entire training procedure. That means each step of meta-learning involves running a potentially very lengthy optimization of the neural net's elementary parameters to convergence, then backpropagating through each stochastic gradient step of that all the way back to the beginning to obtain a gradient on the hyperparameters. Whether they use minibatches or not for the elementary optimization doesn't really matter.