No Arabic abstract
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 extensive set of standard datasets and architectures, our results indicate that Adam is the most practical solution, particularly in low-budget scenarios.
In this short note, we describe our submission to the NeurIPS 2020 BBO challenge. Motivated by the fact that different optimizers work well on different problems, our approach switches between different optimizers. Since the team names on the competitions leaderboard were randomly generated alliteration nicknames, consisting of an adjective and an animal with the same initial letter, we called our approach the Switching Squirrel, or here, short, Squirrel.
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 distributed settings for model training. The user-friendly system design simplifies creating, controlling, and tracking of a typical machine learning project. The design also allows researchers to integrate new HPO algorithms. To demonstrate its flexibility, we show how Auptimizer integrates a few major HPO techniques (from random search to neural architecture search). The code is available at https://github.com/LGE-ARC-AdvancedAI/auptimizer.
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 hyperparameter optimization increases sample complexity by just a logarithmic factor, in comparison to the setting where optimal parameters are known in advance. Our result is based on a subsampling guarantee for linear regression under multiple design matrices, combined with an {epsilon}-net argument for discretizing kernel parameterizations.
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 problems. We demonstrate our Intelligent Evolutionary Optimisation (IEO)in a series of controlled experiments, comparing with traditional evolutionary optimisation in hyperparameter tuning. The empirical study shows that our approach accelerates the optimisation speed by 30.40% on average and up to 77.06% in the best scenarios.
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 novel connection to the neural architecture search technique of weight-sharing, we introduce a new method, FedEx, to accelerate federated hyperparameter tuning that is applicable to widely-used federated optimization methods such as FedAvg and recent variants. Theoretically, we show that a FedEx variant correctly tunes the on-device learning rate in the setting of online convex optimization across devices. Empirically, we show that FedEx can outperform natural baselines for federated hyperparameter tuning by several percentage points on the Shakespeare, FEMNIST, and CIFAR-10 benchmarks, obtaining higher accuracy using the same training budget.