机器学习：9.2 HPO algorithms

Search Space

• Specify range for each hyperparameter

• The search space can be exponentially large
  • Need to carefully design the space to improve efficiency

HPO algorithms: Black-box or Multi-fidelity

• Black-box: treats a training job as a black-box in HPO:

  • Completes the training process for each trial

• Multi-fidelity: modifies the training job to speed up the search

  • Train on subsampled datasets

  • Reduce model size (e.g less #layers, #channels)

  • Stop bad configuration earlier

Two most common HPO strategies

• Grid search
  • All combinations are evaluated
  • Guarantees the best results
  • Curse of dimensionality
• Random search
  • Random combinations are tried

  • More efficient than grid search(empirically and in theory, shown in Random Search for Hyper-Parameter Optimization)

    
    

Bayesian Optimization (BO)

• BO: Iteratively learn a mapping from HP to objective function. Based on previous trials. Select the next trial based on the current estimation.

• Surrogate model

  • Estimate how the objective function depends on HP
  • Probabilistic regression models: Random forest, Gaussian process

• Acquisition function

  • Acquisition max means uncertainty and predicted objective are high.

  • Sample the next trial according to the acquisition function

  • Trade off exploration and exploitation

• Limitation of BO:

  • In the initial stages, similar to random search

  • Optimization process is sequential

Hyperband

• In Successive Halving

  • n: exploration

  • m: exploitation

• Hyperband runs multiple Successive Halving, each time decreases n and
  increases m

  • More exploration first, then do more exploit

Summary

• Black-box HPO: grid/random search, bayesian optimization
• Multi-fidelity HPO: Successive Halving, Hyperband
• In practice, start with random search
• Beware there are top performers
  • You can find them by mining your training logs, or what common
    configurations used in paper/code