HINDSIGHT

Abstract

Hyperparameter optimization is an important but often ignored part of successfully training Neural Networks (NN) since it is time consuming and rather complex. In this paper, we present HINDSIGHT, an open-source framework for designing and implementing NN that supports hyperparameter optimization. HINDSIGHT is built entirely in R and the current version focuses on Long Short Term Memory (LSTM) networks, a special kind of Recurrent Neural Networks (RNN). HINDSIGHT is designed in a way that it can easily be expanded to other types of Deep Learning (DL) algorithms such as Convolutional Neural Networks (CNN) or feed-forward Deep Neural Networks (DNN). The main goal of HINDSIGHT is to provide a simple and quick interface to get started with LSTM networks and hyperparameter optimization.