No Arabic abstract
Recent work on hyperparameters optimization (HPO) has shown the possibility of training certain hyperparameters together with regular parameters. However, these online HPO algorithms still require running evaluation on a set of validation examples at each training step, steeply increasing the training cost. To decide when to query the validation loss, we model online HPO as a time-varying Bayesian optimization problem, on top of which we propose a novel textit{costly feedback} setting to capture the concept of the query cost. Under this setting, standard algorithms are cost-inefficient as they evaluate on the validation set at every round. In contrast, the cost-efficient GP-UCB algorithm proposed in this paper queries the unknown function only when the model is less confident about current decisions. We evaluate our proposed algorithm by tuning hyperparameters online for VGG and ResNet on CIFAR-10 and ImageNet100. Our proposed online HPO algorithm reaches human expert-level performance within a single run of the experiment, while incurring only modest computational overhead compared to regular training.
With the surge in the number of hyperparameters and training times of modern machine learning models, hyperparameter tuning is becoming increasingly expensive. Although methods have been proposed to speed up tuning via knowledge transfer, they typically require the final performance of hyperparameters and do not focus on low-fidelity information. Nevertheless, this common practice is suboptimal and can incur an unnecessary use of resources. It is more cost-efficient to instead leverage the low-fidelity tuning observations to measure inter-task similarity and transfer knowledge from existing to new tasks accordingly. However, performing multi-fidelity tuning comes with its own challenges in the transfer setting: the noise in the additional observations and the need for performance forecasting. Therefore, we conduct a thorough analysis of the multi-task multi-fidelity Bayesian optimization framework, which leads to the best instantiation--amortized auto-tuning (AT2). We further present an offline-computed 27-task hyperparameter recommendation (HyperRec) database to serve the community. Extensive experiments on HyperRec and other real-world databases illustrate the effectiveness of our AT2 method.
Computational efficiency is an important consideration for deploying machine learning models for time series prediction in an online setting. Machine learning algorithms adjust model parameters automatically based on the data, but often require users to set additional parameters, known as hyperparameters. Hyperparameters can significantly impact prediction accuracy. Traffic measurements, typically collected online by sensors, are serially correlated. Moreover, the data distribution may change gradually. A typical adaptation strategy is periodically re-tuning the model hyperparameters, at the cost of computational burden. In this work, we present an efficient and principled online hyperparameter optimization algorithm for Kernel Ridge regression applied to traffic prediction problems. In tests with real traffic measurement data, our approach requires as little as one-seventh of the computation time of other tuning methods, while achieving better or similar prediction accuracy.
Gradient-based meta-learning and hyperparameter optimization have seen significant progress recently, enabling practical end-to-end training of neural networks together with many hyperparameters. Nevertheless, existing approaches are relatively expensive as they need to compute second-order derivatives and store a longer computational graph. This cost prevents scaling them to larger network architectures. We present EvoGrad, a new approach to meta-learning that draws upon evolutionary techniques to more efficiently compute hypergradients. EvoGrad estimates hypergradient with respect to hyperparameters without calculating second-order gradients, or storing a longer computational graph, leading to significant improvements in efficiency. We evaluate EvoGrad on two substantial recent meta-learning applications, namely cross-domain few-shot learning with feature-wise transformations and noisy label learning with MetaWeightNet. The results show that EvoGrad significantly improves efficiency and enables scaling meta-learning to bigger CNN architectures such as from ResNet18 to ResNet34.
Modern machine learning algorithms crucially rely on several design decisions to achieve strong performance, making the problem of Hyperparameter Optimization (HPO) more important than ever. Here, we combine the advantages of the popular bandit-based HPO method Hyperband (HB) and the evolutionary search approach of Differential Evolution (DE) to yield a new HPO method which we call DEHB. Comprehensive results on a very broad range of HPO problems, as well as a wide range of tabular benchmarks from neural architecture search, demonstrate that DEHB achieves strong performance far more robustly than all previous HPO methods we are aware of, especially for high-dimensional problems with discrete input dimensions. For example, DEHB is up to 1000x faster than random search. It is also efficient in computational time, conceptually simple and easy to implement, positioning it well to become a new default HPO method.
Can we reduce the search cost of Neural Architecture Search (NAS) from days down to only few hours? NAS methods automate the design of Convolutional Networks (ConvNets) under hardware constraints and they have emerged as key components of AutoML frameworks. However, the NAS problem remains challenging due to the combinatorially large design space and the significant search time (at least 200 GPU-hours). In this work, we alleviate the NAS search cost down to less than 3 hours, while achieving state-of-the-art image classification results under mobile latency constraints. We propose a novel differentiable NAS formulation, namely Single-Path NAS, that uses one single-path over-parameterized ConvNet to encode all architectural decisions based on shared convolutional kernel parameters, hence drastically decreasing the search overhead. Single-Path NAS achieves state-of-the-art top-1 ImageNet accuracy (75.62%), hence outperforming existing mobile NAS methods in similar latency settings (~80ms). In particular, we enhance the accuracy-runtime trade-off in differentiable NAS by treating the Squeeze-and-Excitation path as a fully searchable operation with our novel single-path encoding. Our method has an overall cost of only 8 epochs (24 TPU-hours), which is up to 5,000x faster compared to prior work. Moreover, we study how different NAS formulation choices affect the performance of the designed ConvNets. Furthermore, we exploit the efficiency of our method to answer an interesting question: instead of empirically tuning the hyperparameters of the NAS solver (as in prior work), can we automatically find the hyperparameter values that yield the desired accuracy-runtime trade-off? We open-source our entire codebase at: https://github.com/dstamoulis/single-path-nas.