Deep learning has achieved impressive results on many problems. However, it requires high degree of expertise or a lot of experience to tune well the hyperparameters, and such manual tuning process is likely to be biased. Moreover, it is not practical to try out as many different hyperparameter configurations in deep learning as in other machine learning scenarios, because evaluating each single hyperparameter configuration in deep learning would mean training a deep neural network, which usually takes quite long time. Hyperband algorithm achieves state-of-the-art performance on various hyperparameter optimization problems in the field of deep learning. However, Hyperband algorithm does not utilize history information of previous explored hyperparameter configurations, thus the solution found is suboptimal. We propose to combine Hyperband algorithm with Bayesian optimization (which does not ignore history when sampling next trial configuration). Experimental results show that our combination approach is superior to other hyperparameter optimization approaches including Hyperband algorithm.
Princeton University（普林斯顿大学）；University of Texas at Austin（德克萨斯大学奥斯汀分校）；Cornell University（康奈尔大学）
We give a simple, fast algorithm for hyperparameter optimization inspired by techniques from the analysis of Boolean functions. We focus on the high-dimensional regime where the canonical example is training a neural network with a large number of hyperparameters. The algorithm --- an iterative application of compressed sensing techniques for orthogonal polynomials --- requires only uniform sampling of the hyperparameters and is thus easily parallelizable. Experiments for training deep neural networks on Cifar-10 show that compared to state-of-the-art tools (e.g., Hyperband and Spearmint), our…
While existing work on neural architecture search (NAS) tunes hyperparameters in a separate post-processing step, we demonstrate that architectural choices and other hyperparameter settings interact in a way that can render this separation suboptimal. Likewise, we demonstrate that the common practice of using very few epochs during the main NAS and much larger numbers of epochs during a post-processing step is inefficient due to little correlation in the relative rankings for these two training regimes. To combat both of these problems, we propose to use a recent combination of Bayesian optimi…
University of Freiburg（弗赖堡大学）；Bosch Center for Artificial Intelligence（博世人工智能中心）
Hyperparameter optimization and neural architecture search can become prohibitively expensive for regular black-box Bayesian optimization because the training and evaluation of a single model can easily take several hours. To overcome this, we introduce a comprehensive tool suite for effective multi-fidelity Bayesian optimization and the analysis of its runs. The suite, written in Python, provides a simple way to specify complex design spaces, a robust and efficient combination of Bayesian optimization and HyperBand, and a comprehensive analysis of the optimization process and its outcomes.
Hyperparameter optimization (HPO) is a fundamental problem in automatic machine learning (AutoML). However, due to the expensive evaluation cost of models (e.g., training deep learning models or training models on large datasets), vanilla Bayesian optimization (BO) is typically computationally infeasible. To alleviate this issue, Hyperband (HB) utilizes the early stopping mechanism to speed up configuration evaluations by terminating those badly-performing configurations in advance. This leads to two kinds of quality measurements: (1) many low-fidelity measurements for configurations that get …
University of Freiburg（弗莱堡大学）；Max Planck Institute for Intelligent Systems（马克斯·普朗克智能系统研究所）
Bayesian optimization has become a successful tool for hyperparameter optimization of machine learning algorithms, such as support vector machines or deep neural networks. Despite its success, for large datasets, training and validating a single configuration often takes hours, days, or even weeks, which limits the achievable performance. To accelerate hyperparameter optimization, we propose a generative model for the validation error as a function of training set size, which is learned during the optimization process and allows exploration of preliminary configurations on small subsets, by ex…
The performance of deep neural networks (DNN) is very sensitive to the particular choice of hyper-parameters. To make it worse, the shape of the learning curve can be significantly affected when a technique like batchnorm is used. As a result, hyperparameter optimization of deep networks can be much more challenging than traditional machine learning models. In this work, we start from well known Bayesian Optimization solutions and provide enhancement strategies specifically designed for hyperparameter optimization of deep networks. The resulting algorithm is named as DEEP-BO (Diversified, Earl…
Most machine learning algorithms are configured by one or several hyperparameters that must be carefully chosen and often considerably impact performance. To avoid a time consuming and unreproducible manual trial-and-error process to find well-performing hyperparameter configurations, various automatic hyperparameter optimization (HPO) methods, e.g., based on resampling error estimation for supervised machine learning, can be employed. After introducing HPO from a general perspective, this paper reviews important HPO methods such as grid or random search, evolutionary algorithms, Bayesian opti…
University of Freiburg（弗赖堡大学）；Bosch Center for Artificial Intelligence（博世人工智能中心）
Bayesian Optimization (BO) is a common approach for hyperparameter optimization (HPO) in automated machine learning. Although it is well-accepted that HPO is crucial to obtain well-performing machine learning models, tuning BO's own hyperparameters is often neglected. In this paper, we empirically study the impact of optimizing BO's own hyperparameters and the transferability of the found settings using a wide range of benchmarks, including artificial functions, HPO and HPO combined with neural architecture search. In particular, we show (i) that tuning can improve the any-time performance of …
Université Laval（拉瓦尔大学）；École de technologie supérieure（高等技术学院）
In this paper, we bridge the gap between hyperparameter optimization and ensemble learning by performing Bayesian optimization of an ensemble with regards to its hyperparameters. Our method consists in building a fixed-size ensemble, optimizing the configuration of one classifier of the ensemble at each iteration of the hyperparameter optimization algorithm, taking into consideration the interaction with the other models when evaluating potential performances. We also consider the case where the ensemble is to be reconstructed at the end of the hyperparameter optimization phase, through a gree…
We propose an algorithm for a family of optimization problems where the objective can be decomposed as a sum of functions with monotonicity properties. The motivating problem is optimization of hyperparameters of machine learning algorithms, where we argue that the objective, validation error, can be decomposed as monotonic functions of the hyperparameters. Our proposed algorithm adapts Bayesian optimization methods to incorporate the monotonicity constraints. We illustrate the advantages of exploiting monotonicity using illustrative examples and demonstrate the improvements in optimization ef…
With the surge in the number of hyperparameters and training times of modern machine learning models, hyperparameter tuning is becoming increasingly expensive. However, after assessing 40 tuning methods systematically, we find that each faces certain limitations. In particular, methods that speed up tuning via knowledge transfer typically require the final performance of hyperparameters and do not focus on low-fidelity information. As we demonstrate empirically, this common practice is suboptimal and can incur an unnecessary use of resources. It is more cost-efficient to instead leverage low-f…
In this paper we develop a Bayesian optimization based hyperparameter tuning framework inspired by statistical learning theory for classifiers. We utilize two key facts from PAC learning theory; the generalization bound will be higher for a small subset of data compared to the whole, and the highest accuracy for a small subset of data can be achieved with a simple model. We initially tune the hyperparameters on a small subset of training data using Bayesian optimization. While tuning the hyperparameters on the whole training data, we leverage the insights from the learning theory to seek more …
Bayesian Optimization is the state of the art technique for the optimization of black boxes, i.e., functions where we do not have access to their analytical expression nor its gradients, they are expensive to evaluate and its evaluation is noisy. The most popular application of bayesian optimization is the automatic hyperparameter tuning of machine learning algorithms, where we obtain the best configuration of machine learning algorithms by optimizing the estimation of the generalization error of these algorithms. Despite being applied with success, bayesian optimization methodologies also hav…
Twitter（推特）；Facebook（脸书）；SigOpt, an Intel company（SigOpt（英特尔公司旗下））；Valohai；Paradigm（第四范式）；ChaLearn
This paper presents the results and insights from the black-box optimization (BBO) challenge at NeurIPS 2020 which ran from July-October, 2020. The challenge emphasized the importance of evaluating derivative-free optimizers for tuning the hyperparameters of machine learning models. This was the first black-box optimization challenge with a machine learning emphasis. It was based on tuning (validation set) performance of standard machine learning models on real datasets. This competition has widespread impact as black-box optimization (e.g., Bayesian optimization) is relevant for hyperparamete…
Bayesian Optimization for Hyperparameters Tuning in Neural Networks
Facoltà di Ingegneria dell’Informazione, Informatica e Statistica（信息、计算机与统计工程学院）；Dipartimento di Ingegneria Informatica, Automatica e Gestionale（信息、自动化与管理工程系）
Leibniz University Hannover（莱布尼茨汉诺威大学）；University of Freiburg（弗莱堡大学）；Bosch Center for Artificial Intelligence（博世人工智能中心）
Algorithm parameters, in particular hyperparameters of machine learning algorithms, can substantially impact their performance. To support users in determining well-performing hyperparameter configurations for their algorithms, datasets and applications at hand, SMAC3 offers a robust and flexible framework for Bayesian Optimization, which can improve performance within a few evaluations. It offers several facades and pre-sets for typical use cases, such as optimizing hyperparameters, solving low dimensional continuous (artificial) global optimization problems and configuring algorithms to perf…
Default Machine Learning Hyperparameters Do Not Provide Informative Initialization for Bayesian Optimization
Department of Telematics and Computing, Universidad Pontificia Comillas（电信与计算系，Pontificia Comillas大学）；Institute for Research in Technology (IIT), Universidad Pontificia Comillas（技术研究 institute，Pontificia Comillas大学）
ETH Zurich（苏黎世联邦理工学院）；University of Toronto（多伦多大学）
Bayesian optimization (BO) based on Gaussian process models is a powerful paradigm to optimize black-box functions that are expensive to evaluate. While several BO algorithms provably converge to the global optimum of the unknown function, they assume that the hyperparameters of the kernel are known in advance. This is not the case in practice and misspecification often causes these algorithms to converge to poor local optima. In this paper, we present the first BO algorithm that is provably no-regret and converges to the optimum without knowledge of the hyperparameters. During optimization we…
Alleviating Hyperparameter-Tuning Burden in SVM Classifiers for Pulmonary Nodules Diagnosis with Multi-Task Bayesian Optimization
Yau Mathematical Sciences Center Tsinghua University（姚数学科学中心清华大学）；The First Affiliated Hospital of Guangzhou Medical University（广州医科大学第一附属医院）；China State Key Laboratory of Respiratory Disease（中国呼吸疾病国家重点实验室）；Academy of Mathematics and Systems Science Chinese Academy of Sciences（数学科学学院中国科学院）；University of Chinese Academy of Sciences（中国科学院大学）；Department of Thoracic Surgery and Oncology The First Affiliated Hospital of Guangzhou Medical University（胸外科与肿瘤科广州医科大学第一附属医院）
Bayesian optimization is popular for optimizing time-consuming black-box objectives. Nonetheless, for hyperparameter tuning in deep neural networks, the time required to evaluate the validation error for even a few hyperparameter settings remains a bottleneck. Multi-fidelity optimization promises relief using cheaper proxies to such objectives --- for example, validation error for a network trained using a subset of the training points or fewer iterations than required for convergence. We propose a highly flexible and practical approach to multi-fidelity Bayesian optimization, focused on effic…
Hyperparameters play a critical role in the performances of many machine learning methods. Determining their best settings or Hyperparameter Optimization (HPO) faces difficulties presented by the large number of hyperparameters as well as the excessive training time. In this paper, we develop an effective approach to reducing the total amount of required training time for HPO. In the initialization, the nested Latin hypercube design is used to select hyperparameter configurations for two types of training, which are, respectively, heavy training and light training. We propose a truncated addit…
The performance of deep (reinforcement) learning systems crucially depends on the choice of hyperparameters. Their tuning is notoriously expensive, typically requiring an iterative training process to run for numerous steps to convergence. Traditional tuning algorithms only consider the final performance of hyperparameters acquired after many expensive iterations and ignore intermediate information from earlier training steps. In this paper, we present a Bayesian optimization (BO) approach which exploits the iterative structure of learning algorithms for efficient hyperparameter tuning. We pro…
University of Milano-Bicocca（米兰比可卡大学）；OAKS srl（OAKS有限责任公司）
There is a consensus that focusing only on accuracy in searching for optimal machine learning models amplifies biases contained in the data, leading to unfair predictions and decision supports. Recently, multi-objective hyperparameter optimization has been proposed to search for machine learning models which offer equally Pareto-efficient trade-offs between accuracy and fairness. Although these approaches proved to be more versatile than fairness-aware machine learning algorithms -- which optimize accuracy constrained to some threshold on fairness -- they could drastically increase the energy …
This paper presents a Bayesian image segmentation model based on Potts prior and loopy belief propagation. The proposed Bayesian model involves several terms, including the pairwise interactions of Potts models, and the average vectors and covariant matrices of Gauss distributions in color image modeling. These terms are often referred to as hyperparameters in statistical machine learning theory. In order to determine these hyperparameters, we propose a new scheme for hyperparameter estimation based on conditional maximization of entropy in the Potts prior. The algorithm is given based on loop…
Kennesaw State University（肯尼索州立大学）；Florida International University（佛罗里达国际大学）；United International University（联合国际大学）；University of Calabria（卡拉布里亚大学）；LORIA（洛林计算机科学及其应用实验室）；Tuskegee University（塔斯基吉大学）
Traditional network intrusion detection approaches encounter feasibility and sustainability issues to combat modern, sophisticated, and unpredictable security attacks. Deep neural networks (DNN) have been successfully applied for intrusion detection problems. The optimal use of DNN-based classifiers requires careful tuning of the hyper-parameters. Manually tuning the hyperparameters is tedious, time-consuming, and computationally expensive. Hence, there is a need for an automatic technique to find optimal hyperparameters for the best use of DNN in intrusion detection. This paper proposes a nov…
Bayesian Optimization of CVaR with Unknown Hyperparameters
LMU Munich（慕尼黑大学）；Munich Center for Machine Learning (MCML)（慕尼黑机器学习中心）；German Research Center for Artificial Intelligence (DFKI)（德国人工智能研究中心）；RPTU Kaiserslautern-Landau（凯撒斯劳滕-兰道工业大学）；Leibniz University Hannover（汉诺威莱布尼茨大学）；L3S Research Center（L3S研究中心）
Bayesian Optimization of Genetic Algorithm Hyperparameters in a Multi-Fidelity Framework for Efficient Lattice Material Design
IMDEA Materials Institute（IMDEA材料研究所）；Department of Materials Science and Engineering and Chemical Engineering（材料科学与工程及化学工程系）；Universidad Carlos III de Madrid（马德里卡洛斯三世大学）
Many contemporary machine learning models require extensive tuning of hyperparameters to perform well. A variety of methods, such as Bayesian optimization, have been developed to automate and expedite this process. However, tuning remains extremely costly as it typically requires repeatedly fully training models. We propose to accelerate the Bayesian optimization approach to hyperparameter tuning for neural networks by taking into account the relative amount of information contributed by each training example. To do so, we leverage importance sampling (IS); this significantly increases the qua…
Automatically searching for optimal hyperparameter configurations is of crucial importance for applying deep learning algorithms in practice. Recently, Bayesian optimization has been proposed for optimizing hyperparameters of various machine learning algorithms. Those methods adopt probabilistic surrogate models like Gaussian processes to approximate and minimize the validation error function of hyperparameter values. However, probabilistic surrogates require accurate estimates of sufficient statistics (e.g., covariance) of the error distribution and thus need many function evaluations with a …
A Trajectory-Based Bayesian Approach to Multi-Objective Hyperparameter Optimization with Epoch-Aware Trade-Offs
Department of Industrial Systems Engineering and Management, National University of Singapore（新加坡国立大学工业系统工程与管理系）；Academy of Mathematics and System Sciences, Chinese Academy of Sciences（中国科学院数学系统科学 academy）；School of Mathematical Sciences, University of Chinese Academy of Sciences（中国科学院大学数学科学学院）
Hyperparameters of deep neural networks are often optimized by grid search, random search or Bayesian optimization. As an alternative, we propose to use the Covariance Matrix Adaptation Evolution Strategy (CMA-ES), which is known for its state-of-the-art performance in derivative-free optimization. CMA-ES has some useful invariance properties and is friendly to parallel evaluations of solutions. We provide a toy example comparing CMA-ES and state-of-the-art Bayesian optimization algorithms for tuning the hyperparameters of a convolutional neural network for the MNIST dataset on 30 GPUs in para…
Bayesian optimization (BO) is a successful methodology to optimize black-box functions that are expensive to evaluate. While traditional methods optimize each black-box function in isolation, there has been recent interest in speeding up BO by transferring knowledge across multiple related black-box functions. In this work, we introduce a method to automatically design the BO search space by relying on evaluations of previous black-box functions. We depart from the common practice of defining a set of arbitrary search ranges a priori by considering search space geometries that are learned from…
Bayesian Optimization (BO) has become a core method for solving expensive black-box optimization problems. While much research focussed on the choice of the acquisition function, we focus on online length-scale adaption and the choice of kernel function. Instead of choosing hyperparameters in view of maximum likelihood on past data, we propose to use the acquisition function to decide on hyperparameter adaptation more robustly and in view of the future optimization progress. Further, we propose a particular kernel function that includes non-stationarity and local anisotropy and thereby implici…
Modern data science relies on data analytic pipelines to organize interdependent computational steps. Such analytic pipelines often involve different algorithms across multiple steps, each with its own hyperparameters. To achieve the best performance, it is often critical to select optimal algorithms and to set appropriate hyperparameters, which requires large computational efforts. Bayesian optimization provides a principled way for searching optimal hyperparameters for a single algorithm. However, many challenges remain in solving pipeline optimization problems with high-dimensional and high…
Amazon Web Services（亚马逊云科技）；Carnegie Mellon University（卡内基梅隆大学）
Given the increasing importance of machine learning (ML) in our lives, several algorithmic fairness techniques have been proposed to mitigate biases in the outcomes of the ML models. However, most of these techniques are specialized to cater to a single family of ML models and a specific definition of fairness, limiting their adaptibility in practice. We introduce a general constrained Bayesian optimization (BO) framework to optimize the performance of any ML model while enforcing one or multiple fairness constraints. BO is a model-agnostic optimization method that has been successfully applie…
Click prediction boosting via Bayesian hyperparameter optimization based ensemble learning pipelines
Istanbul Technical University（伊斯坦布尔理工大学）；Donders Institute for Brain, Cognition and Behaviour, Radboud University Medical Center（拉德堡德大学医学中心唐德斯脑、认知与行为研究所）；Kadir Has University（卡迪尔哈斯大学）
Purdue University（普渡大学）；Oak Ridge National Laboratory（橡树岭国家实验室）
The ever increasing computational cost of Deep Neural Networks (DNN) and the demand for energy efficient hardware for DNN acceleration has made accuracy and hardware cost co-optimization for DNNs tremendously important, especially for edge devices. Owing to the large parameter space and cost of evaluating each parameter in the search space, manually tuning of DNN hyperparameters is impractical. Automatic joint DNN and hardware hyperparameter optimization is indispensable for such problems. Bayesian optimization-based approaches have shown promising results for hyperparameter optimization of DN…
Data science relies on pipelines that are organized in the form of interdependent computational steps. Each step consists of various candidate algorithms that maybe used for performing a particular function. Each algorithm consists of several hyperparameters. Algorithms and hyperparameters must be optimized as a whole to produce the best performance. Typical machine learning pipelines consist of complex algorithms in each of the steps. Not only is the selection process combinatorial, but it is also important to interpret and understand the pipelines. We propose a method to quantify the importa…
Kernel-based nonparametric models have become very attractive for model-based control approaches for nonlinear systems. However, the selection of the kernel and its hyperparameters strongly influences the quality of the learned model. Classically, these hyperparameters are optimized to minimize the prediction error of the model but this process totally neglects its later usage in the control loop. In this work, we present a framework to optimize the kernel and hyperparameters of a kernel-based model directly with respect to the closed-loop performance of the model. Our framework uses Bayesian …
CoFEH: LLM-driven Feature Engineering Empowered by Collaborative Bayesian Hyperparameter Optimization
School of CS \& Key Lab of High Confidence Software Technologies (MOE), Peking University Beijing China；School of CS \& Beijing Key Laboratory of Software；Hardware Cooperative Artificial Intelligence Systems, Peking University Beijing China；School of CS \& Key Lab of High Confidence Software Technologies (MOE), Peking University；Hardware Cooperative Artificial Intelligence Systems, Peking University
Work While They Sleep: Exploiting Evaluation Latency for Fully Bayesian Optimization
Vector Institute（向量研究所）；INRIA Saclay（法国国家信息与自动化研究所萨克雷研究中心）；University of Waterloo（滑铁卢大学）；Waterloo Institute for Nanotechnology（滑铁卢纳米技术研究所）；Western University（西安大略大学）
In recent years, leveraging parallel and distributed computational resources has become essential to solve problems of high computational cost. Bayesian optimization (BO) has shown attractive results in those expensive-to-evaluate problems such as hyperparameter optimization of machine learning algorithms. While many parallel BO methods have been developed to search efficiently utilizing these computational resources, these methods assumed synchronous settings or were not scalable. In this paper, we propose a simple and scalable BO method for asynchronous parallel settings. Experiments are car…
To solve a machine learning problem, one typically needs to perform data preprocessing, modeling, and hyperparameter tuning, which is known as model selection and hyperparameter optimization.The goal of automated machine learning (AutoML) is to design methods that can automatically perform model selection and hyperparameter optimization without human interventions for a given dataset. In this paper, we propose a meta-learning method that can search for a high-performance machine learning pipeline from the predefined set of candidate pipelines for supervised classification datasets in an effici…
Bayesian optimization (BO) has become a popular strategy for global optimization of many expensive real-world functions. Contrary to a common belief that BO is suited to optimizing black-box functions, it actually requires domain knowledge on characteristics of those functions to deploy BO successfully. Such domain knowledge often manifests in Gaussian process priors that specify initial beliefs on functions. However, even with expert knowledge, it is not an easy task to select a prior. This is especially true for hyperparameter tuning problems on complex machine learning models, where landsca…
