Can anyone suggest a good book or articles for hyperparameter optimization?

Hi, I'm Scott Clark, co-founder of SigOpt (YC W15). We provide hyperparameter optimization as a service.

We have some references to recent articles we've presented at NIPS, ICML, and AISTATS here [1]

We also have a higher level technical blog here [2] (we recently did a series of post on how uncertainty influences optimization in single and multi-metric cases). We've also done some hyperparameter tuning blog posts with our partners AWS [3] and NVIDIA [4].

All of these papers and blogs also contain references to other papers and blogs that can help start you down your literature review. Hopefully this is helpful!

[1]: https://sigopt.com/research

[2]: https://blog.sigopt.com/categories/in-depth

[3]: https://aws.amazon.com/blogs/machine-learning/fast-cnn-tunin...

[4]: https://devblogs.nvidia.com/sigopt-deep-learning-hyperparame...