Data Scientology

Hyperparameter tuning approach question R I am doing some work with cell type classification, where I have 4.3 million cells and 512 features (condensed embeddings from the encoder of a transformer). The broader goal is to implement a contextual bandit for augmenting the training set of the dataset, as it is currently imbalanced, and rare cell type classification is poor when I tried a baseline logistic regression classifier. Dataset: Feature matrix shape: (4290471, 512) Labels shape: (4290471,) Class distribution: T cell 1966941 DC 858451 NK cell 561904 Monocyte 411170 B cell 375882 Platelet 54576 Progenitor cell 24689 ILC 24254 Erythrocyte 12604 I didn't do any hyperparameter tuning for the LR classifier, but I want to try other ML models (LightGBM, XGBoost, SVM) However, I face a bottleneck with hyperparameter tuning. I want to do 80/10/10 train/validate/test split, but the training set is so large and takes a long time even on H100. What are some solutions to this? I tried optuna but still very long for each hyperparameter trial. I then tried optuna but instead of using the full 80% for training each time, only 15% of the 80% is used (subsampling from the training set). I'm not sure if this is robust or not. I also couldn't really find anything in the literature. Anyone been in a similar situation? https://redd.it/1usa46w @datascientology