Speeding Up Multi-Objective Hyperparameter Optimization by Task Similarity-Based Meta-Learning for the Tree-Structured Parzen Estimator

Fuente: arXiv
Enregistré dans:
Détails bibliographiques
Auteurs principaux: Watanabe, Shuhei, Awad, Noor, Onishi, Masaki, Hutter, Frank
Format: Preprint
Publié: 2022
Sujets:
Accès en ligne:
Tags: Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
_version_ 1866916071030652928
author Watanabe, Shuhei
Awad, Noor
Onishi, Masaki
Hutter, Frank
author_facet Watanabe, Shuhei
Awad, Noor
Onishi, Masaki
Hutter, Frank
contents Hyperparameter optimization (HPO) is a vital step in improving performance in deep learning (DL). Practitioners are often faced with the trade-off between multiple criteria, such as accuracy and latency. Given the high computational needs of DL and the growing demand for efficient HPO, the acceleration of multi-objective (MO) optimization becomes ever more important. Despite the significant body of work on meta-learning for HPO, existing methods are inapplicable to MO tree-structured Parzen estimator (MO-TPE), a simple yet powerful MO-HPO algorithm. In this paper, we extend TPE's acquisition function to the meta-learning setting using a task similarity defined by the overlap of top domains between tasks. We also theoretically analyze and address the limitations of our task similarity. In the experiments, we demonstrate that our method speeds up MO-TPE on tabular HPO benchmarks and attains state-of-the-art performance. Our method was also validated externally by winning the AutoML 2022 competition on "Multiobjective Hyperparameter Optimization for Transformers".
format Preprint
id arxiv_https___arxiv_org_abs_2212_06751
institution arXiv
publishDate 2022
record_format arxiv
spellingShingle Speeding Up Multi-Objective Hyperparameter Optimization by Task Similarity-Based Meta-Learning for the Tree-Structured Parzen Estimator
Watanabe, Shuhei
Awad, Noor
Onishi, Masaki
Hutter, Frank
Machine Learning
Artificial Intelligence
Hyperparameter optimization (HPO) is a vital step in improving performance in deep learning (DL). Practitioners are often faced with the trade-off between multiple criteria, such as accuracy and latency. Given the high computational needs of DL and the growing demand for efficient HPO, the acceleration of multi-objective (MO) optimization becomes ever more important. Despite the significant body of work on meta-learning for HPO, existing methods are inapplicable to MO tree-structured Parzen estimator (MO-TPE), a simple yet powerful MO-HPO algorithm. In this paper, we extend TPE's acquisition function to the meta-learning setting using a task similarity defined by the overlap of top domains between tasks. We also theoretically analyze and address the limitations of our task similarity. In the experiments, we demonstrate that our method speeds up MO-TPE on tabular HPO benchmarks and attains state-of-the-art performance. Our method was also validated externally by winning the AutoML 2022 competition on "Multiobjective Hyperparameter Optimization for Transformers".
title Speeding Up Multi-Objective Hyperparameter Optimization by Task Similarity-Based Meta-Learning for the Tree-Structured Parzen Estimator
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2212.06751