Performance of machine learning algorithms depends critically on identifying a good set of hyperparameters. While recent approaches use Bayesian optimization to adaptively select configurations, we focus on speeding up random search through adaptive resource allocation and early-stopping. We formulate hyperparameter op…
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21 results for “Hyperband”
NAS for financial time series forecasts using chain-structured architectures.
problem Optimizing neural architectures for financial time series forecasting.
method Comparison of three NAS strategies (Bayesian optimization, hyperband, reinforcement learning) on chain-structured search spaces for simple and complex architectures.
result Bayesian optimization and hyperband outperform other strategies, and RNN and 1D CNN perform best among architectures.
POCA optimizes hyperparameters with adaptive allocation for faster convergence.
problem Optimizing hyperparameters for machine learning models.
method Adaptive allocation of computational budget using Bayesian sampling.
result POCA finds strong configurations faster than its competitors.
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 compresse…
This paper optimizes neural network training by packing multiple models on a single GPU.
problem Efficiently sharing limited training resources among multiple neural network models.
method Proposes a primitive called 'pack' to jointly train multiple models on a single GPU.
result Significant performance improvements for hyperparameter tuning, up to 40% for two models.
We propose a new algorithm for hyperparameter selection in machine learning algorithms. The algorithm is a novel modification of Harmonica, a spectral hyperparameter selection approach using sparse recovery methods. In particular, we show that a special encoding of hyperparameter space enables a natural group-sparse re…
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 o…
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 …
We derive an optimal policy for adaptively restarting a randomized algorithm, based on observed features of the run-so-far, so as to minimize the expected time required for the algorithm to successfully terminate. Given a suitable Bayesian prior, this result can be used to select the optimal black-box optimization algo…
Asynchronous method for hyperparameter and neural architecture search.
problem Efficiently searching for optimal hyperparameters and neural architectures.
method Model-based, asynchronous multi-fidelity method combining Hyperband and Gaussian process-based Bayesian optimization.
result Substantial speed-ups over current state-of-the-art methods on various benchmarks.
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 th…
Modern deep learning methods are very sensitive to many hyperparameters, and, due to the long training times of state-of-the-art models, vanilla Bayesian hyperparameter optimization is typically computationally infeasible. On the other hand, bandit-based configuration evaluation approaches based on random search lack g…
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 ach…
This paper considers a multi-armed bandit game where the number of arms is much larger than the maximum budget and is effectively infinite. We characterize necessary and sufficient conditions on the total budget for an algorithm to return an ε-good arm with probability at least 1 - δ. In such situations, the sample com…
POCAII optimizes hyperparameters with a new approach, showing superior performance.
problem Hyperparameter optimization with limited resources.
method Explicitly separates search and evaluation phases, focusing on exploration and exploitation.
result POCAII outperforms state-of-the-art HPO algorithms in low-budget scenarios.
This paper reviews hyperparameter optimization methods and best practices.
problem Finding optimal hyperparameters for machine learning models.
method Various hyperparameter optimization methods are reviewed, including grid search, random search, evolutionary algorithms, Bayesian optimization, Hyperband, and racing.
result Practical recommendations for conducting hyperparameter optimization are provided.
SMAC method optimizes tree-boosting hyperparameters best.
problem Optimizing hyperparameters for tree-boosting to improve model accuracy.
method Compared and evaluated various hyperparameter optimization methods.
result SMAC method outperforms other methods for hyperparameter tuning.
HyperSTAR optimizes deep network hyperparameters for specific tasks.
problem Finding optimal hyperparameters for deep neural networks is computationally expensive and task-agnostic approaches are inefficient.
method HyperSTAR learns a dataset representation and a performance predictor from raw images, ranking and recommending hyperparameters conditioned on a joint dataset-hyperparameter space.
result HyperSTAR reduces HPO time by 50% on large-scale image classification datasets.
Paper connects neural network hyperparameter optimization and NAS to structured sparse recovery.
problem Hyperparameter optimization and neural architecture search in neural networks.
method Structured sparse recovery methods applied to HPO and NAS.
result Improvements in hyperparameter optimization and discovery of novel neural architectures.
Proposes ECLSTM for more accurate RUL estimation from time series data.
problem Predicting Remaining Useful Life (RUL) from multivariate time series data.
method Embedded Convolutional LSTM (ECLSTM) with automated hyperparameter optimization.
result ECLSTM outperforms state-of-the-art approaches on benchmark data sets.
Two new techniques improve zero-shot HPO efficiency.
problem Efficiently selecting hyperparameters for new datasets.
method Surrogate model and multi-fidelity techniques.
result Significant improvement in accuracy compared to standard methods.