Many machine learning solutions are framed as optimization problems which rely on good hyperparameters. Algorithms for tuning these hyperparameters usually assume access to exact solutions to the underlying learning problem, which is typically not practical. Here, we apply a recent dynamic accuracy derivative-free optimization method to hyperparameter tuning, which allows inexact evaluations of the learning problem while retaining convergence guarantees. We test the method on the problem of learning elastic net weights for a logistic classifier, and demonstrate its robustness and efficiency compared to a fixed accuracy approach. This demonstrates a promising approach for hyperparameter tuning, with both convergence guarantees and practical performance.
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 …
Eindhoven University of Technology（埃因霍温理工大学）；Columbia University（哥伦比亚大学）
The performance of many machine learning algorithms depends on their hyperparameter settings. The goal of this study is to determine whether it is important to tune a hyperparameter or whether it can be safely set to a default value. We present a methodology to determine the importance of tuning a hyperparameter based on a non-inferiority test and tuning risk: the performance loss that is incurred when a hyperparameter is not tuned, but set to a default value. Because our methods require the notion of a default parameter, we present a simple procedure that can be used to determine reasonable d…
Tuning hyperparameters for machine learning algorithms is a tedious task, one that is typically done manually. To enable automated hyperparameter tuning, recent works have started to use techniques based on Bayesian optimization. However, to practically enable automated tuning for large scale machine learning training pipelines, significant gaps remain in existing libraries, including lack of abstractions, fault tolerance, and flexibility to support scheduling on any distributed computing framework. To address these challenges, we present Mango, a Python library for parallel hyperparameter tun…
Carnegie Mellon University（卡内基梅隆大学）；Determined AI（Determined人工智能公司）；University of Washington（华盛顿大学）
Hyperparameter tuning of multi-stage pipelines introduces a significant computational burden. Motivated by the observation that work can be reused across pipelines if the intermediate computations are the same, we propose a pipeline-aware approach to hyperparameter tuning. Our approach optimizes both the design and execution of pipelines to maximize reuse. We design pipelines amenable for reuse by (i) introducing a novel hybrid hyperparameter tuning method called gridded random search, and (ii) reducing the average training time in pipelines by adapting early-stopping hyperparameter tuning app…
Idiap Research Institute（伊迪亚普研究所）；EPFL（洛桑联邦理工学院）；University of Geneva（日内瓦大学）
The performance of optimizers, particularly in deep learning, depends considerably on their chosen hyperparameter configuration. The efficacy of optimizers is often studied under near-optimal problem-specific hyperparameters, and finding these settings may be prohibitively costly for practitioners. In this work, we argue that a fair assessment of optimizers' performance must take the computational cost of hyperparameter tuning into account, i.e., how easy it is to find good hyperparameter configurations using an automatic hyperparameter search. Evaluating a variety of optimizers on an extensiv…
Institute for Data Science, Engineering, and Analytics（数据科学、工程与分析研究所）；Technische Hochschule Köln（科隆应用技术大学）
A surrogate model based hyperparameter tuning approach for deep learning is presented. This article demonstrates how the architecture-level parameters (hyperparameters) of deep learning models that were implemented in Keras/tensorflow can be optimized. The implementation of the tuning procedure is 100% accessible from R, the software environment for statistical computing. With a few lines of code, existing R packages (tfruns and SPOT) can be combined to perform hyperparameter tuning. An elementary hyperparameter tuning task (neural network and the MNIST data) is used to exemplify this approach
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…
Amazon Web Services（亚马逊云科技）；University of Pennsylvania（宾夕法尼亚大学）；University of California, Los Angeles（加州大学洛杉矶分校）
Fine-tuning from pre-trained ImageNet models has become the de-facto standard for various computer vision tasks. Current practices for fine-tuning typically involve selecting an ad-hoc choice of hyperparameters and keeping them fixed to values normally used for training from scratch. This paper re-examines several common practices of setting hyperparameters for fine-tuning. Our findings are based on extensive empirical evaluation for fine-tuning on various transfer learning benchmarks. (1) While prior works have thoroughly investigated learning rate and batch size, momentum for fine-tuning is …
The performance of policy gradient methods is sensitive to hyperparameter settings that must be tuned for any new application. Widely used grid search methods for tuning hyperparameters are sample inefficient and computationally expensive. More advanced methods like Population Based Training that learn optimal schedules for hyperparameters instead of fixed settings can yield better results, but are also sample inefficient and computationally expensive. In this paper, we propose Hyperparameter Optimisation on the Fly (HOOF), a gradient-free algorithm that requires no more than one training run …
University of Toronto（多伦多大学）；Vector Institute（向量研究所）
Hyperparameter optimization can be formulated as a bilevel optimization problem, where the optimal parameters on the training set depend on the hyperparameters. We aim to adapt regularization hyperparameters for neural networks by fitting compact approximations to the best-response function, which maps hyperparameters to optimal weights and biases. We show how to construct scalable best-response approximations for neural networks by modeling the best-response as a single network whose hidden units are gated conditionally on the regularizer. We justify this approximation by showing the exact be…
Tandon School of Engineering（坦登工程学院）；New York University（纽约大学）
This paper studies the statistical complexity of kernel hyperparameter tuning in the setting of active regression under adversarial noise. We consider the problem of finding the best interpolant from a class of kernels with unknown hyperparameters, assuming only that the noise is square-integrable. We provide finite-sample guarantees for the problem, characterizing how increasing the complexity of the kernel class increases the complexity of learning kernel hyperparameters. For common kernel classes (e.g. squared-exponential kernels with unknown lengthscale), our results show that hyperparamet…
Network embedding (NE) can generate succinct node representations for massive-scale networks and enable direct applications of common machine learning methods to the network structure. Various NE algorithms have been proposed and used in a number of applications, such as node classification and link prediction. NE algorithms typically contain hyperparameters that are key to performance, but the hyperparameter tuning process can be time consuming. It is desirable to have the hyperparameters tuned within a specified length of time. Although AutoML methods have been applied to the hyperparameter …
Machine learning applications often require hyperparameter tuning. The hyperparameters usually drive both the efficiency of the model training process and the resulting model quality. For hyperparameter tuning, machine learning algorithms are complex black-boxes. This creates a class of challenging optimization problems, whose objective functions tend to be nonsmooth, discontinuous, unpredictably varying in computational expense, and include continuous, categorical, and/or integer variables. Further, function evaluations can fail for a variety of reasons including numerical difficulties or har…
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…
The random forest algorithm (RF) has several hyperparameters that have to be set by the user, e.g., the number of observations drawn randomly for each tree and whether they are drawn with or without replacement, the number of variables drawn randomly for each split, the splitting rule, the minimum number of samples that a node must contain and the number of trees. In this paper, we first provide a literature review on the parameters' influence on the prediction performance and on variable importance measures. It is well known that in most cases RF works reasonably well with the default values …
Università degli Studi di Genova（热那亚大学）；Massachusetts Institute of Technology（麻省理工学院）；Istituto Italiano di Tecnologia（意大利理工学院）
Kernel methods provide a principled approach to nonparametric learning. While their basic implementations scale poorly to large problems, recent advances showed that approximate solvers can efficiently handle massive datasets. A shortcoming of these solutions is that hyperparameter tuning is not taken care of, and left for the user to perform. Hyperparameters are crucial in practice and the lack of automated tuning greatly hinders efficiency and usability. In this paper, we work to fill in this gap focusing on kernel ridge regression based on the Nyström approximation. After reviewing and cont…
Tuning the Tuner: Introducing Hyperparameter Optimization for Auto-Tuning
LIACS, Leiden University Netherlands eScience Center Leiden \& Amsterdam, the Netherlands ORCID: 0000-0003-2295-8263；LIACS, Leiden University Leiden, the Netherlands ORCID: 0000-0002-2947-9444；LIACS, Leiden University Netherlands eScience Center Leiden \& Amsterdam, the Netherlands ORCID: 0000-0002-7508-3272
Ludwig-Maximilians-Universität München（慕尼黑大学）；Fraunhofer Institute for Integrated Circuits IIS（弗劳恩霍夫集成电路研究所）
Both feature selection and hyperparameter tuning are key tasks in machine learning. Hyperparameter tuning is often useful to increase model performance, while feature selection is undertaken to attain sparse models. Sparsity may yield better model interpretability and lower cost of data acquisition, data handling and model inference. While sparsity may have a beneficial or detrimental effect on predictive performance, a small drop in performance may be acceptable in return for a substantial gain in sparseness. We therefore treat feature selection as a multi-objective optimization task. We perf…
Tuning hyperparameters is a crucial but arduous part of the machine learning pipeline. Hyperparameter optimization is even more challenging in federated learning, where models are learned over a distributed network of heterogeneous devices; here, the need to keep data on device and perform local training makes it difficult to efficiently train and evaluate configurations. In this work, we investigate the problem of federated hyperparameter tuning. We first identify key challenges and show how standard approaches may be adapted to form baselines for the federated setting. Then, by making a nove…
Hyperparameters in machine learning (ML) have received a fair amount of attention, and hyperparameter tuning has come to be regarded as an important step in the ML pipeline. But just how useful is said tuning? While smaller-scale experiments have been previously conducted, herein we carry out a large-scale investigation, specifically, one involving 26 ML algorithms, 250 datasets (regression and both binary and multinomial classification), 6 score metrics, and 28,857,600 algorithm runs. Analyzing the results we conclude that for many ML algorithms we should not expect considerable gains from hy…
Federal Technology University（联邦技术大学）；University of São Paulo（圣保罗大学）；Universidade Estadual Paulista（保利斯塔州立大学）；Eindhoven University of Technology（埃因霍温理工大学）
For many machine learning algorithms, predictive performance is critically affected by the hyperparameter values used to train them. However, tuning these hyperparameters can come at a high computational cost, especially on larger datasets, while the tuned settings do not always significantly outperform the default values. This paper proposes a recommender system based on meta-learning to identify exactly when it is better to use default values and when to tune hyperparameters for each new dataset. Besides, an in-depth analysis is performed to understand what they take into account for their d…
Efficient Hyperparameter Tuning via Trajectory Invariance Principle
Department of Computer Science and Technology, Tsinghua AI Institute, BNRist Lab, Tsinghua-Bosch Joint Center for ML, Tsinghua University（计算机科学与技术系、清华人工智能研究院、BNRist实验室、清华-博世联合机器学习中心、清华大学）
Tuning machine learning models at scale, especially finding the right hyperparameter values, can be difficult and time-consuming. In addition to the computational effort required, this process also requires some ancillary efforts including engineering tasks (e.g., job scheduling) as well as more mundane tasks (e.g., keeping track of the various parameters and associated results). We present Auptimizer, a general Hyperparameter Optimization (HPO) framework to help data scientists speed up model tuning and bookkeeping. With Auptimizer, users can use all available computing resources in distribut…
Aalto University（阿尔托大学）；IDSIA, Dalle Molle Institute for Artificial Intelligence, USI-SUPSI（IDSIA，达勒·莫勒人工智能研究所（USI-SUPSI））
Hyperparameter selection generally relies on running multiple full training trials, with selection based on validation set performance. We propose a gradient-based approach for locally adjusting hyperparameters during training of the model. Hyperparameters are adjusted so as to make the model parameter gradients, and hence updates, more advantageous for the validation cost. We explore the approach for tuning regularization hyperparameters and find that in experiments on MNIST, SVHN and CIFAR-10, the resulting regularization levels are within the optimal regions. The additional computational co…
Carnegie Mellon University（卡内基梅隆大学）；University of Washington（华盛顿大学）；Google Research（谷歌研究院）；Determined AI；University of California, Berkeley（加利福尼亚大学伯克利分校）
Modern learning models are characterized by large hyperparameter spaces and long training times. These properties, coupled with the rise of parallel computing and the growing demand to productionize machine learning workloads, motivate the need to develop mature hyperparameter optimization functionality in distributed computing settings. We address this challenge by first introducing a simple and robust hyperparameter optimization algorithm called ASHA, which exploits parallelism and aggressive early-stopping to tackle large-scale hyperparameter optimization problems. Our extensive empirical r…
Indian Institute of Management Ahmedabad（印度管理学院艾哈迈达巴德分校）
Hyperparameter tuning is an active area of research in machine learning, where the aim is to identify the optimal hyperparameters that provide the best performance on the validation set. Hyperparameter tuning is often achieved using naive techniques, such as random search and grid search. However, most of these methods seldom lead to an optimal set of hyperparameters and often get very expensive. In this paper, we propose a bilevel solution method for solving the hyperparameter optimization problem that does not suffer from the drawbacks of the earlier studies. The proposed method is general a…
For deep learning practitioners, hyperparameter tuning for optimizing model performance can be a computationally expensive task. Though visualization can help practitioners relate hyperparameter settings to overall model performance, significant manual inspection is still required to guide the hyperparameter settings in the next batch of experiments. In response, we present a streamlined visualization system enabling deep learning practitioners to more efficiently explore, tune, and optimize hyperparameters in a batch of experiments. A key idea is to directly suggest more optimal hyperparamete…
A Linear Programming Enhanced Genetic Algorithm for Hyperparameter Tuning in Machine Learning
Brij Disa Centre for Data Science and Artificial Intelligence（布里吉·迪萨数据科学与人工智能中心）；Indian Institute of Management Ahmedabad（印度管理学院艾哈迈达巴德分校）；Department of Statistics and Data Science（统计与数据科学系）；Indian Institute of Technology Kanpur（印度理工学院坎普尔分校）
Alberta Machine Intelligence Institute (Amii)（阿尔伯塔机器智能研究所）；University of Alberta（阿尔伯塔大学）
The performance of reinforcement learning (RL) agents is sensitive to the choice of hyperparameters. In real-world settings like robotics or industrial control systems, however, testing different hyperparameter configurations directly on the environment can be financially prohibitive, dangerous, or time consuming. We propose a new approach to tune hyperparameters from offline logs of data, to fully specify the hyperparameters for an RL agent that learns online in the real world. The approach is conceptually simple: we first learn a model of the environment from the offline data, which we call …
Automated hyperparameter tuning aspires to facilitate the application of machine learning for non-experts. In the literature, different optimization approaches are applied for that purpose. This paper investigates the performance of Differential Evolution for tuning hyperparameters of supervised learning algorithms for classification tasks. This empirical study involves a range of different machine learning algorithms and datasets with various characteristics to compare the performance of Differential Evolution with Sequential Model-based Algorithm Configuration (SMAC), a reference Bayesian Op…
Hyperparameter optimisation is a crucial process in searching the optimal machine learning model. The efficiency of finding the optimal hyperparameter settings has been a big concern in recent researches since the optimisation process could be time-consuming, especially when the objective functions are highly expensive to evaluate. In this paper, we introduce an intelligent evolutionary optimisation algorithm which applies machine learning technique to the traditional evolutionary algorithm to accelerate the overall optimisation process of tuning machine learning models in classification probl…
For many differentially private algorithms, such as the prominent noisy stochastic gradient descent (DP-SGD), the analysis needed to bound the privacy leakage of a single training run is well understood. However, few studies have reasoned about the privacy leakage resulting from the multiple training runs needed to fine tune the value of the training algorithm's hyperparameters. In this work, we first illustrate how simply setting hyperparameters based on non-private training runs can leak private information. Motivated by this observation, we then provide privacy guarantees for hyperparameter…
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…
Machine learning algorithms such as random forests or xgboost are gaining more importance and are increasingly incorporated into production processes in order to enable comprehensive digitization and, if possible, automation of processes. Hyperparameters of these algorithms used have to be set appropriately, which can be referred to as hyperparameter tuning or optimization. Based on the concept of tunability, this article presents an overview of theoretical and practical results for popular machine learning algorithms. This overview is accompanied by an experimental analysis of 30 hyperparamet…
The hyperparameter optimization of neural network can be expressed as a bilevel optimization problem. The bilevel optimization is used to automatically update the hyperparameter, and the gradient of the hyperparameter is the approximate gradient based on the best response function. Finding the best response function is very time consuming. In this paper we propose CPMLHO, a new hyperparameter optimization method using cutting plane method and mixed-level objective function.The cutting plane is added to the inner layer to constrain the space of the response function. To obtain more accurate hyp…
University of Colorado Boulder（科罗拉多大学博尔德分校）；Lawrence Livermore National Laboratory（劳伦斯利弗莫尔国家实验室）
Gaussian processes (GPs) are Bayesian non-parametric models popular in a variety of applications due to their accuracy and native uncertainty quantification (UQ). Tuning GP hyperparameters is critical to ensure the validity of prediction accuracy and uncertainty; uniquely estimating multiple hyperparameters in, e.g. the Matern kernel can also be a significant challenge. Moreover, training GPs on large-scale datasets is a highly active area of research: traditional maximum likelihood hyperparameter training requires quadratic memory to form the covariance matrix and has cubic training complexit…
Revisiting Hyperparameter Tuning with Differential Privacy
Department of Computer Science and Software Engineering, Shenzhen University, Shenzhen, China（深圳大学计算机科学与软件工程系）；Department of Computer Science and Engineering, The Hong Kong University of Science and Technology, Hong Kong SAR, China（香港科技大学计算机科学与工程系）
University of Texas at Austin（得克萨斯大学奥斯汀分校）；University of Sydney（悉尼大学）
Selecting hyperparameters for unsupervised learning problems is challenging in general due to the lack of ground truth for validation. Despite the prevalence of this issue in statistics and machine learning, especially in clustering problems, there are not many methods for tuning these hyperparameters with theoretical guarantees. In this paper, we provide a framework with provable guarantees for selecting hyperparameters in a number of distinct models. We consider both the subgaussian mixture model and network models to serve as examples of i.i.d. and non-i.i.d. data. We demonstrate that the s…
University of Waterloo（滑铁卢大学）；University of Victoria（维多利亚大学）；Southern University of Science and Technology（南方科技大学）；National Center for Applied Mathematics Shenzhen（深圳国家应用数学中心）
Gradient-based optimization methods for hyperparameter tuning guarantee theoretical convergence to stationary solutions when for fixed upper-level variable values, the lower level of the bilevel program is strongly convex (LLSC) and smooth (LLS). This condition is not satisfied for bilevel programs arising from tuning hyperparameters in many machine learning algorithms. In this work, we develop a sequentially convergent Value Function based Difference-of-Convex Algorithm with inexactness (VF-iDCA). We show that this algorithm achieves stationary solutions without LLSC and LLS assumptions for b…
Provably Data-driven Multiple Hyper-parameter Tuning with Structured Loss Function
Université Grenoble Alpes, LJK, CNRS, Grenoble INP（格拉诺布尔大学，LJK，CNRS，格拉诺布尔INP）；Carnegie Mellon University, Machine Learning Department（卡内基梅隆大学，机器学习系）；Chinese University of Hong Kong, Department of Systems Engineering and Engineering Management（香港中文大学，系统工程与工程管理系）
The combined algorithm selection and hyperparameter tuning (CASH) problem is characterized by large hierarchical hyperparameter spaces. Model-free hyperparameter tuning methods can explore such large spaces efficiently since they are highly parallelizable across multiple machines. When no prior knowledge or meta-data exists to boost their performance, these methods commonly sample random configurations following a uniform distribution. In this work, we propose a novel sampling distribution as an alternative to uniform sampling and prove theoretically that it has a better chance of finding the …
The performance of deep neural networks is highly sensitive to the choice of the hyperparameters that define the structure of the network and the learning process. When facing a new application, tuning a deep neural network is a tedious and time consuming process that is often described as a "dark art". This explains the necessity of automating the calibration of these hyperparameters. Derivative-free optimization is a field that develops methods designed to optimize time consuming functions without relying on derivatives. This work introduces the HyperNOMAD package, an extension of the NOMAD …
Ant Financial Services Group（蚂蚁金融服务集团）；Cisco Systems（思科系统公司）；Caicloud（才云科技）；Google（谷歌）；IBM（国际商业机器公司）
In this paper, we introduce Katib: a scalable, cloud-native, and production-ready hyperparameter tuning system that is agnostic of the underlying machine learning framework. Though there are multiple hyperparameter tuning systems available, this is the first one that caters to the needs of both users and administrators of the system. We present the motivation and design of the system and contrast it with existing hyperparameter tuning systems, especially in terms of multi-tenancy, scalability, fault-tolerance, and extensibility. It can be deployed on local machines, or hosted as a service in o…
Intrusion detection for Controller Area Network (CAN) protocol requires modern methods in order to compete with other electrical architectures. Fingerprint Intrusion Detection Systems (IDS) provide a promising new approach to solve this problem. By characterizing network traffic from known ECUs, hazardous messages can be discriminated. In this article, a modified version of Fingerprint IDS is employed utilizing both step response and spectral characterization of network traffic via neural network training. With the addition of feature set reduction and hyperparameter tuning, this method accomp…
Despite the evolution of Convolutional Neural Networks (CNNs), their performance is surprisingly dependent on the choice of hyperparameters. However, it remains challenging to efficiently explore large hyperparameter search space due to the long training times of modern CNNs. Multi-fidelity optimization enables the exploration of more hyperparameter configurations given budget by early termination of unpromising configurations. However, it often results in selecting a sub-optimal configuration as training with the high-performing configuration typically converges slowly in an early phase. In t…
