MANGO: A Python Library for Parallel Hyperparameter Tuning

Abstract: Tuning hyperparameters for machine learning algorithms is a tedious task, one that is typically done manually. To enable automated hyperparameter tuning, recent works have started to use techniques based on Bayesian optimization. However, to practically enable automated tuning for large scale machine learning training pipelines, significant gaps remain in existing libraries, including lack of abstractions, fault tolerance, and flexibility to support scheduling on any distributed computing framework. To address these challenges, we present Mango, a Python library for parallel hyperparameter tuning. Mango enables the use of any distributed scheduling framework, implements intelligent parallel search strategies, and provides rich abstractions for defining complex hyperparameter search spaces that are compatible with scikit-learn. Mango is comparable in performance to Hyperopt, another widely used library. Mango is available open-source and is currently used in production at Arm Research to provide state-of-art hyperparameter tuning capabilities.