论文标题

高参数优化工具的比较研究

A Comparative study of Hyper-Parameter Optimization Tools

论文作者

Shekhar, Shashank, Bansode, Adesh, Salim, Asif

论文摘要

大多数机器学习模型都具有关联的超参数及其参数。尽管该算法为参数提供了解决方案,但其模型性能的实用性高度取决于超参数的选择。对于模型的稳健性能,有必要找出正确的高参数组合。高参数优化(HPO)是一个系统的过程,有助于为其找到正确的值。用于此目的的常规方法是网格搜索和随机搜索,两种方法都在工业规模的应用程序中造成问题。因此,最近已经根据贝叶斯优化和进化算法原则提出了一系列策略,这些算法有助于在生产环境和稳健性能中解决运行时问题。在本文中,我们比较了四个Python库的性能,即Optuna,Hyper-OPT,Optunity和基于顺序模型的算法配置(SMAC),这些算法配置(SMAC)已提议进行超参数优化。这些工具的性能使用两个基准测试。第一个是解决合并的算法选择和超参数优化(现金)问题。第二个问题是神经黑盒优化挑战,其中多层感知(MLP)体系结构必须从一组相关的相关体系结构约束和超参数中选择。基准测试是使用六个现实世界数据集完成的。从实验中,我们发现Optuna在现金问题和MLP问题上具有更好的性能。

Most of the machine learning models have associated hyper-parameters along with their parameters. While the algorithm gives the solution for parameters, its utility for model performance is highly dependent on the choice of hyperparameters. For a robust performance of a model, it is necessary to find out the right hyper-parameter combination. Hyper-parameter optimization (HPO) is a systematic process that helps in finding the right values for them. The conventional methods for this purpose are grid search and random search and both methods create issues in industrial-scale applications. Hence a set of strategies have been recently proposed based on Bayesian optimization and evolutionary algorithm principles that help in runtime issues in a production environment and robust performance. In this paper, we compare the performance of four python libraries, namely Optuna, Hyper-opt, Optunity, and sequential model-based algorithm configuration (SMAC) that has been proposed for hyper-parameter optimization. The performance of these tools is tested using two benchmarks. The first one is to solve a combined algorithm selection and hyper-parameter optimization (CASH) problem The second one is the NeurIPS black-box optimization challenge in which a multilayer perception (MLP) architecture has to be chosen from a set of related architecture constraints and hyper-parameters. The benchmarking is done with six real-world datasets. From the experiments, we found that Optuna has better performance for CASH problem and HyperOpt for MLP problem.

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