Emergent Mind

HEBO Pushing The Limits of Sample-Efficient Hyperparameter Optimisation

(2012.03826)
Published Dec 7, 2020 in cs.LG and math.OC

Abstract

In this work we rigorously analyse assumptions inherent to black-box optimisation hyper-parameter tuning tasks. Our results on the Bayesmark benchmark indicate that heteroscedasticity and non-stationarity pose significant challenges for black-box optimisers. Based on these findings, we propose a Heteroscedastic and Evolutionary Bayesian Optimisation solver (HEBO). HEBO performs non-linear input and output warping, admits exact marginal log-likelihood optimisation and is robust to the values of learned parameters. We demonstrate HEBO's empirical efficacy on the NeurIPS 2020 Black-Box Optimisation challenge, where HEBO placed first. Upon further analysis, we observe that HEBO significantly outperforms existing black-box optimisers on 108 machine learning hyperparameter tuning tasks comprising the Bayesmark benchmark. Our findings indicate that the majority of hyper-parameter tuning tasks exhibit heteroscedasticity and non-stationarity, multi-objective acquisition ensembles with Pareto front solutions improve queried configurations, and robust acquisition maximisers afford empirical advantages relative to their non-robust counterparts. We hope these findings may serve as guiding principles for practitioners of Bayesian optimisation. All code is made available at https://github.com/huawei-noah/HEBO.

We're not able to analyze this paper right now due to high demand.

Please check back later (sorry!).

Generate a detailed summary of this paper with a premium account.

We ran into a problem analyzing this paper.

Please try again later (sorry!).

Get summaries of trending AI papers delivered straight to your inbox

Unsubscribe anytime.