论文标题

HPO X ELA:通过探索性景观分析研究高参数优化景观

HPO X ELA: Investigating Hyperparameter Optimization Landscapes by Means of Exploratory Landscape Analysis

论文作者

Schneider, Lennart, Schäpermeier, Lennart, Prager, Raphael Patrick, Bischl, Bernd, Trautmann, Heike, Kerschke, Pascal

论文摘要

超参数优化(HPO)是用于实现峰值预测性能的机器学习模型的关键组成部分。尽管在过去几年中提出了许多HPO的方法和算法,但在照明和检查这些黑盒优化问题的实际结构方面几乎没有取得进展。探索性景观分析(ELA)包含一组技术,可用于获得有关未知优化问题的特性的知识。在本文中,我们评估了30个HPO问题的五个不同黑盒优化器的性能,这些功能包括在10个不同数据集中训练的XGBoost学习者的两维连续搜索空间。这与在黑盒优化基准(BBOB)中对360个问题实例进行评估的相同优化器的性能形成鲜明对比。然后,我们计算HPO和BBOB问题上的ELA特征,并检查相似性和差异。 ELA特征空间中HPO和BBOB问题的聚类分析使我们能够确定HPO问题与结构元级别上的BBOB问题相比。我们确定了与ELA特征空间中HPO问题接近的BBOB问题的子集,并表明优化器性能在这两组基准问题上相似。我们重点介绍了ELA对HPO的公开挑战,并讨论了未来研究和应用的潜在方向。

Hyperparameter optimization (HPO) is a key component of machine learning models for achieving peak predictive performance. While numerous methods and algorithms for HPO have been proposed over the last years, little progress has been made in illuminating and examining the actual structure of these black-box optimization problems. Exploratory landscape analysis (ELA) subsumes a set of techniques that can be used to gain knowledge about properties of unknown optimization problems. In this paper, we evaluate the performance of five different black-box optimizers on 30 HPO problems, which consist of two-, three- and five-dimensional continuous search spaces of the XGBoost learner trained on 10 different data sets. This is contrasted with the performance of the same optimizers evaluated on 360 problem instances from the black-box optimization benchmark (BBOB). We then compute ELA features on the HPO and BBOB problems and examine similarities and differences. A cluster analysis of the HPO and BBOB problems in ELA feature space allows us to identify how the HPO problems compare to the BBOB problems on a structural meta-level. We identify a subset of BBOB problems that are close to the HPO problems in ELA feature space and show that optimizer performance is comparably similar on these two sets of benchmark problems. We highlight open challenges of ELA for HPO and discuss potential directions of future research and applications.

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