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Hyperparameter Optimization for Logistic Regression

As a toy example, we implement hyperparameter optimization for logistic regression where we optimize weight decay values for all regression parameters. We verified that a variety of hypergradient calculation methods (e.g., MAML, DARTS, Neumann, Conjugate gradient) all lead to the same performance.

Acknowledgements

Our code is built upon the logistic regression example in hypertorch.