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OpenBox: A Python Toolkit for Generalized Black-box Optimization (2304.13339v3)

Published 26 Apr 2023 in cs.LG

Abstract: Black-box optimization (BBO) has a broad range of applications, including automatic machine learning, experimental design, and database knob tuning. However, users still face challenges when applying BBO methods to their problems at hand with existing software packages in terms of applicability, performance, and efficiency. This paper presents OpenBox, an open-source BBO toolkit with improved usability. It implements user-friendly interfaces and visualization for users to define and manage their tasks. The modular design behind OpenBox facilitates its flexible deployment in existing systems. Experimental results demonstrate the effectiveness and efficiency of OpenBox over existing systems. The source code of OpenBox is available at https://github.com/PKU-DAIR/open-box.

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Authors (8)
  1. Huaijun Jiang (8 papers)
  2. Yu Shen (56 papers)
  3. Yang Li (1142 papers)
  4. Wentao Zhang (261 papers)
  5. Ce Zhang (215 papers)
  6. Bin Cui (165 papers)
  7. Beicheng Xu (1 paper)
  8. Sixian Du (2 papers)
Citations (3)

Summary

Overview of "OpenBox: A Python Toolkit for Generalized Black-box Optimization"

The paper "OpenBox: A Python Toolkit for Generalized Black-box Optimization" presents a comprehensive toolkit designed to address the diverse challenges of black-box optimization (BBO). This toolkit, named OpenBox, is developed to enhance usability, applicability, and performance, providing a solution to the limitations found in existing BBO software.

OpenBox differentiates itself through its modular design, allowing for flexible integration and deployment across various systems. It offers extensive functionality suitable for generalized BBO tasks where diverse input types, multiple objectives, and constraints are routine. Existing platforms tend to suffer from limited scope, instability in performance, and lack scalability, particularly when handling these generalized scenarios.

Key Features

  1. Algorithm Diversity: OpenBox supports an array of state-of-the-art BBO algorithms, including Bayesian optimization, evolutionary algorithms, and CMA-ES. This broad spectrum of algorithms ensures robust performance across different problem sets.
  2. Ease of Use: The toolkit provides user-friendly interfaces and visualization options. Users can define tasks through intuitive services, enhancing the user experience.
  3. Automatic Algorithm Selection: OpenBox can automatically select appropriate algorithms based on the problem's characteristics. This capability is critical for efficiently managing tasks with large parameter spaces or numerous trials.
  4. Parallel and Sequential Optimization: The system supports both parallel and sequential optimization processes, increasing efficiency and scalability.

System Design

The architecture of OpenBox is centered around three main components: Advisor, Executor, and Visualizer. The Advisor selects and implements optimization algorithms. The Executor performs function evaluations, and the Visualizer offers comprehensive tools for monitoring and understanding the optimization process. This structure not only simplifies the user workflow but also enriches the analytic capacity with graphical insights such as convergence curves and Pareto fronts for multi-objective optimization.

Experimental Evaluation

The authors conducted experiments to benchmark OpenBox's performance. In a constrained multi-objective benchmark (CONSTR), OpenBox demonstrated superior convergence speed and stability when compared to other systems. Similarly, for the LightGBM hyper-parameter tuning task across 24 OpenML datasets, OpenBox achieved a leading median rank, illustrating its efficiency and effectiveness.

Practical Implications and Future Directions

The development and success of OpenBox have significant practical implications, especially in fields requiring complex optimization like database tuning and traffic simulation. Its deployment in both academic and corporate environments underscores its practical utility.

From a theoretical perspective, OpenBox sets a precedent for future research in the development of adaptable and robust BBO tools. The ability to handle generalized BBO scenarios is crucial as optimization tasks grow in complexity across various disciplines. Future developments may focus on refining the automatic selection mechanisms and expanding the algorithmic repertoire to include emerging optimization techniques.

Overall, OpenBox constitutes a valuable contribution to the toolset available for tackling generalized black-box optimization challenges, with well-documented advantages in usability, flexibility, and performance. Its ongoing development and application in real-world scenarios will likely continue to influence the field of optimization.

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