There is a consensus that focusing only on accuracy in searching for optimal machine learning models amplifies biases contained in the data, leading to unfair predictions and decision supports. Recently, multi-objective hyperparameter optimization has been proposed to search for machine learning models which offer equally Pareto-efficient trade-offs between accuracy and fairness. Although these approaches proved to be more versatile than fairness-aware machine learning algorithms -- which optimize accuracy constrained to some threshold on fairness -- they could drastically increase the energy consumption in the case of large datasets. In this paper we propose FanG-HPO, a Fair and Green Hyperparameter Optimization (HPO) approach based on both multi-objective and multiple information source Bayesian optimization. FanG-HPO uses subsets of the large dataset (aka information sources) to obtain cheap approximations of both accuracy and fairness, and multi-objective Bayesian Optimization to efficiently identify Pareto-efficient machine learning models. Experiments consider two benchmark (fairness) datasets and two machine learning algorithms (XGBoost and Multi-Layer Perceptron), and provide an assessment of FanG-HPO against both fairness-aware machine learning algorithms and hyperparameter optimization via a multi-objective single-source optimization algorithm in BoTorch, a state-of-the-art platform for Bayesian Optimization.
Since the deep learning model is highly dependent on hyperparameters, hyperparameter optimization is essential in developing deep learning model-based applications, even if it takes a long time. As service development using deep learning models has gradually become competitive, many developers highly demand rapid hyperparameter optimization algorithms. In order to keep pace with the needs of faster hyperparameter optimization algorithms, researchers are focusing on improving the speed of hyperparameter optimization algorithm. However, the huge time consumption of hyperparameter optimization due to the high computational cost of the deep learning model itself has not been dealt with in-depth. Like using surrogate model in Bayesian optimization, to solve this problem, it is necessary to consider proxy model for a neural network (N_B) to be used for hyperparameter optimization. Inspired by the main goal of neural network pruning, i.e., high computational cost reduction and performance preservation, we presumed that the neural network (N_P) obtained through neural network pruning would be a good proxy model of N_B. In order to verify our idea, we performed extensive experiments by using CIFAR10, CFIAR100, and TinyImageNet datasets and three generally-used neural networks and three representative hyperparameter optmization methods. Through these experiments, we verified that N_P can be a good proxy model of N_B for rapid hyperparameter optimization. The proposed hyperparameter optimization framework can reduce the amount of time up to 37%.
Scheduling the batch size to increase is an effective strategy to control gradient noise when training deep neural networks. Current approaches implement scheduling heuristics that neglect structure within the optimization procedure, limiting their flexibility to the training dynamics and capacity to discern the impact of their adaptations on generalization. We introduce Arbiter as a new hyperparameter optimization algorithm to perform batch size adaptations for learnable scheduling heuristics using gradients from a meta-objective function, which overcomes previous heuristic constraints by enforcing a novel learning process called hyper-learning. With hyper-learning, Arbiter formulates a neural network agent to generate optimal batch size samples for an inner deep network by learning an adaptive heuristic through observing concomitant responses over T inner descent steps. Arbiter avoids unrolled optimization, and does not require hypernetworks to facilitate gradients, making it reasonably cheap, simple to implement, and versatile to different tasks. We demonstrate Arbiter's effectiveness in several illustrative experiments: to act as a stand-alone batch size scheduler; to complement fixed batch size schedules with greater flexibility; and to promote variance reduction during stochastic meta-optimization of the learning rate.
Knowledge graph embedding research has mainly focused on learning continuous representations of entities and relations tailored towards the link prediction problem. Recent results indicate an ever increasing predictive ability of current approaches on benchmark datasets. However, this effectiveness often comes with the cost of over-parameterization and increased computationally complexity. The former induces extensive hyperparameter optimization to mitigate malicious overfitting. The latter magnifies the importance of winning the hardware lottery. Here, we investigate a remedy for the first problem. We propose a technique based on Kronecker decomposition to reduce the number of parameters in a knowledge graph embedding model, while retaining its expressiveness. Through Kronecker decomposition, large embedding matrices are split into smaller embedding matrices during the training process. Hence, embeddings of knowledge graphs are not plainly retrieved but reconstructed on the fly. The decomposition ensures that elementwise interactions between three embedding vectors are extended with interactions within each embedding vector. This implicitly reduces redundancy in embedding vectors and encourages feature reuse. To quantify the impact of applying Kronecker decomposition on embedding matrices, we conduct a series of experiments on benchmark datasets. Our experiments suggest that applying Kronecker decomposition on embedding matrices leads to an improved parameter efficiency on all benchmark datasets. Moreover, empirical evidence suggests that reconstructed embeddings entail robustness against noise in the input knowledge graph. To foster reproducible research, we provide an open-source implementation of our approach, including training and evaluation scripts as well as pre-trained models in our knowledge graph embedding framework (https://github.com/dice-group/dice-embeddings).
Image recognition is one of the primary applications of machine learning algorithms. Nevertheless, machine learning models used in modern image recognition systems consist of millions of parameters that usually require significant computational time to be adjusted. Moreover, adjustment of model hyperparameters leads to additional overhead. Because of this, new developments in machine learning models and hyperparameter optimization techniques are required. This paper presents a quantum-inspired hyperparameter optimization technique and a hybrid quantum-classical machine learning model for supervised learning. We benchmark our hyperparameter optimization method over standard black-box objective functions and observe performance improvements in the form of reduced expected run times and fitness in response to the growth in the size of the search space. We test our approaches in a car image classification task and demonstrate a full-scale implementation of the hybrid quantum ResNet model with the tensor train hyperparameter optimization. Our tests show a qualitative and quantitative advantage over the corresponding standard classical tabular grid search approach used with a deep neural network ResNet34. A classification accuracy of 0.97 was obtained by the hybrid model after 18 iterations, whereas the classical model achieved an accuracy of 0.92 after 75 iterations.
We propose the generative adversarial neural operator (GANO), a generative model paradigm for learning probabilities on infinite-dimensional function spaces. The natural sciences and engineering are known to have many types of data that are sampled from infinite-dimensional function spaces, where classical finite-dimensional deep generative adversarial networks (GANs) may not be directly applicable. GANO generalizes the GAN framework and allows for the sampling of functions by learning push-forward operator maps in infinite-dimensional spaces. GANO consists of two main components, a generator neural operator and a discriminator neural functional. The inputs to the generator are samples of functions from a user-specified probability measure, e.g., Gaussian random field (GRF), and the generator outputs are synthetic data functions. The input to the discriminator is either a real or synthetic data function. In this work, we instantiate GANO using the Wasserstein criterion and show how the Wasserstein loss can be computed in infinite-dimensional spaces. We empirically study GANO in controlled cases where both input and output functions are samples from GRFs and compare its performance to the finite-dimensional counterpart GAN. We empirically study the efficacy of GANO on real-world function data of volcanic activities and show its superior performance over GAN.
A method of interpolating the acoustic transfer function (ATF) between regions that takes into account both the physical properties of the ATF and the directionality of region configurations is proposed. Most spatial ATF interpolation methods are limited to estimation in the region of receivers. A kernel method for region-to-region ATF interpolation makes it possible to estimate the ATFs for both source and receiver regions from a discrete set of ATF measurements. We newly formulate the reproducing kernel Hilbert space and associated kernel function incorporating directional weight to enhance the interpolation accuracy. We also investigate hyperparameter optimization methods for this kernel function. Numerical experiments indicate that the proposed method outperforms the method without the use of directional weighting.
Standard federated optimization methods successfully apply to stochastic problems with single-level structure. However, many contemporary ML problems -- including adversarial robustness, hyperparameter tuning, and actor-critic -- fall under nested bilevel programming that subsumes minimax and compositional optimization. In this work, we propose \fedblo: A federated alternating stochastic gradient method to address general nested problems. We establish provable convergence rates for \fedblo in the presence of heterogeneous data and introduce variations for bilevel, minimax, and compositional optimization. \fedblo introduces multiple innovations including federated hypergradient computation and variance reduction to address inner-level heterogeneity. We complement our theory with experiments on hyperparameter \& hyper-representation learning and minimax optimization that demonstrate the benefits of our method in practice. Code is available at https://github.com/ucr-optml/FedNest.
Dendritic microstructures are ubiquitous in nature and are the primary solidification morphologies in metallic materials. Techniques such as x-ray computed tomography (XCT) have provided new insights into dendritic phase transformation phenomena. However, manual identification of dendritic morphologies in microscopy data can be both labor intensive and potentially ambiguous. The analysis of 3D datasets is particularly challenging due to their large sizes (terabytes) and the presence of artifacts scattered within the imaged volumes. In this study, we trained 3D convolutional neural networks (CNNs) to segment 3D datasets. Three CNN architectures were investigated, including a new 3D version of FCDense. We show that using hyperparameter optimization (HPO) and fine-tuning techniques, both 2D and 3D CNN architectures can be trained to outperform the previous state of the art. The 3D U-Net architecture trained in this study produced the best segmentations according to quantitative metrics (pixel-wise accuracy of 99.84% and a boundary displacement error of 0.58 pixels), while 3D FCDense produced the smoothest boundaries and best segmentations according to visual inspection. The trained 3D CNNs are able to segment entire 852 x 852 x 250 voxel 3D volumes in only ~60 seconds, thus hastening the progress towards a deeper understanding of phase transformation phenomena such as dendritic solidification.
The goal of Quality Diversity Optimization is to generate a collection of diverse yet high-performing solutions to a given problem at hand. Typical benchmark problems are, for example, finding a repertoire of robot arm configurations or a collection of game playing strategies. In this paper, we propose a set of Quality Diversity Optimization problems that tackle hyperparameter optimization of machine learning models - a so far underexplored application of Quality Diversity Optimization. Our benchmark problems involve novel feature functions, such as interpretability or resource usage of models. To allow for fast and efficient benchmarking, we build upon YAHPO Gym, a recently proposed open source benchmarking suite for hyperparameter optimization that makes use of high performing surrogate models and returns these surrogate model predictions instead of evaluating the true expensive black box function. We present results of an initial experimental study comparing different Quality Diversity optimizers on our benchmark problems. Furthermore, we discuss future directions and challenges of Quality Diversity Optimization in the context of hyperparameter optimization.
Convolutional Neural Networks (CNNs) are one of the most studied family of deep learning models for signal classification, including modulation, technology, detection, and identification. In this work, we focus on technology classification based on raw I/Q samples collected from multiple synchronized receivers. As an example use case, we study protocol identification of Wi-Fi, LTE-LAA, and 5G NR-U technologies that coexist over the 5 GHz Unlicensed National Information Infrastructure (U-NII) bands. Designing and training accurate CNN classifiers involve significant time and effort that goes into fine-tuning a model's architectural settings and determining the appropriate hyperparameter configurations, such as learning rate and batch size. We tackle the former by defining architectural settings themselves as hyperparameters. We attempt to automatically optimize these architectural parameters, along with other preprocessing (e.g., number of I/Q samples within each classifier input) and learning hyperparameters, by forming a Hyperparameter Optimization (HyperOpt) problem, which we solve in a near-optimal fashion using the Hyperband algorithm. The resulting near-optimal CNN (OCNN) classifier is then used to study classification accuracy for OTA as well as simulations datasets, considering various SNR values. We show that the number of receivers to construct multi-channel inputs for CNNs should be defined as a preprocessing hyperparameter to be optimized via Hyperband. OTA results reveal that our OCNN classifiers improve classification accuracy by 24.58% compared to manually tuned CNNs. We also study the effect of min-max normalization of I/Q samples within each classifier's input on generalization accuracy over simulated datasets with SNRs other than training set's SNR and show an average of 108.05% improvement when I/Q samples are normalized.
Bayesian optimization (BO) has become an established framework and popular tool for hyperparameter optimization (HPO) of machine learning (ML) algorithms. While known for its sample-efficiency, vanilla BO can not utilize readily available prior beliefs the practitioner has on the potential location of the optimum. Thus, BO disregards a valuable source of information, reducing its appeal to ML practitioners. To address this issue, we propose $\pi$BO, an acquisition function generalization which incorporates prior beliefs about the location of the optimum in the form of a probability distribution, provided by the user. In contrast to previous approaches, $\pi$BO is conceptually simple and can easily be integrated with existing libraries and many acquisition functions. We provide regret bounds when $\pi$BO is applied to the common Expected Improvement acquisition function and prove convergence at regular rates independently of the prior. Further, our experiments show that $\pi$BO outperforms competing approaches across a wide suite of benchmarks and prior characteristics. We also demonstrate that $\pi$BO improves on the state-of-the-art performance for a popular deep learning task, with a 12.5 $\times$ time-to-accuracy speedup over prominent BO approaches.
Although remarkable progress has been made by existing federated learning (FL) platforms to provide infrastructures for development, these platforms may not well tackle the challenges brought by various types of heterogeneity, including the heterogeneity in participants' local data, resources, behaviors and learning goals. To fill this gap, in this paper, we propose a novel FL platform, named FederatedScope, which employs an event-driven architecture to provide users with great flexibility to independently describe the behaviors of different participants. Such a design makes it easy for users to describe participants with various local training processes, learning goals and backends, and coordinate them into an FL course with synchronous or asynchronous training strategies. Towards an easy-to-use and flexible platform, FederatedScope enables rich types of plug-in operations and components for efficient further development, and we have implemented several important components to better help users with privacy protection, attack simulation and auto-tuning. We have released FederatedScope at https://github.com/alibaba/FederatedScope to promote academic research and industrial deployment of federated learning in a wide range of scenarios.
Deep-learning-based data-driven forecasting methods have produced impressive results for traffic forecasting. A major limitation of these methods, however, is that they provide forecasts without estimates of uncertainty, which are critical for real-time deployments. We focus on a diffusion convolutional recurrent neural network (DCRNN), a state-of-the-art method for short-term traffic forecasting. We develop a scalable deep ensemble approach to quantify uncertainties for DCRNN. Our approach uses a scalable Bayesian optimization method to perform hyperparameter optimization, selects a set of high-performing configurations, fits a generative model to capture the joint distributions of the hyperparameter configurations, and trains an ensemble of models by sampling a new set of hyperparameter configurations from the generative model. We demonstrate the efficacy of the proposed methods by comparing them with other uncertainty estimation techniques. We show that our generic and scalable approach outperforms the current state-of-the-art Bayesian and a number of other commonly used frequentist techniques.
Neural networks have been successfully employed in various domains such as classification, regression and clustering, etc. Generally, the back propagation (BP) based iterative approaches are used to train the neural networks, however, it results in the issues of local minima, sensitivity to learning rate and slow convergence. To overcome these issues, randomization based neural networks such as random vector functional link (RVFL) network have been proposed. RVFL model has several characteristics such as fast training speed, direct links, simple architecture, and universal approximation capability, that make it a viable randomized neural network. This article presents the first comprehensive review of the evolution of RVFL model, which can serve as the extensive summary for the beginners as well as practitioners. We discuss the shallow RVFLs, ensemble RVFLs, deep RVFLs and ensemble deep RVFL models. The variations, improvements and applications of RVFL models are discussed in detail. Moreover, we discuss the different hyperparameter optimization techniques followed in the literature to improve the generalization performance of the RVFL model. Finally, we give potential future research directions/opportunities that can inspire the researchers to improve the RVFL's architecture and learning algorithm further.
Federated learning (FL) is a distributed machine learning technique that enables collaborative model training while avoiding explicit data sharing. The inherent privacy-preserving property of FL algorithms makes them especially attractive to the medical field. However, in case of heterogeneous client data distributions, standard FL methods are unstable and require intensive hyperparameter tuning to achieve optimal performance. Conventional hyperparameter optimization algorithms are impractical in real-world FL applications as they involve numerous training trials, which are often not affordable with limited compute budgets. In this work, we propose an efficient reinforcement learning (RL)-based federated hyperparameter optimization algorithm, termed Auto-FedRL, in which an online RL agent can dynamically adjust hyperparameters of each client based on the current training progress. Extensive experiments are conducted to investigate different search strategies and RL agents. The effectiveness of the proposed method is validated on a heterogeneous data split of the CIFAR-10 dataset as well as two real-world medical image segmentation datasets for COVID-19 lesion segmentation in chest CT and pancreas segmentation in abdominal CT.
New micro-grid design with renewable energy sources and battery storage systems can help improve greenhouse gas emissions and reduce the operational cost. To provide an effective short-/long-term forecasting of both energy generation and load demand, time series predictive modeling has been one of the key tools to guide the optimal decision-making for planning and operation. One of the critical challenges of time series renewable energy forecasting is the lack of historical data to train an adequate predictive model. Moreover, the performance of a machine learning model is sensitive to the choice of its corresponding hyperparameters. Bearing these considerations in mind, this paper develops a BiLO-Auto-TSF/ML framework that automates the optimal design of a few-shot learning pipeline from a bi-level programming perspective. Specifically, the lower-level meta-learning helps boost the base-learner to mitigate the small data challenge while the hyperparameter optimization at the upper level proactively searches for the optimal hyperparameter configurations for both base- and meta-learners. Note that the proposed framework is so general that any off-the-shelf machine learning method can be used in a plug-in manner. Comprehensive experiments fully demonstrate the effectiveness of our proposed BiLO-Auto-TSF/ML framework to search for a high-performance few-shot learning pipeline for various energy sources.
We consider a generic min-max multi-objective bilevel optimization problem with applications in robust machine learning such as representation learning and hyperparameter optimization. We design MORBiT, a novel single-loop gradient descent-ascent bilevel optimization algorithm, to solve the generic problem and present a novel analysis showing that MORBiT converges to the first-order stationary point at a rate of $\widetilde{\mathcal{O}}(n^{1/2} K^{-2/5})$ for a class of weakly convex problems with $n$ objectives upon $K$ iterations of the algorithm. Our analysis utilizes novel results to handle the non-smooth min-max multi-objective setup and to obtain a sublinear dependence in the number of objectives $n$. Experimental results on robust representation learning and robust hyperparameter optimization showcase (i) the advantages of considering the min-max multi-objective setup, and (ii) convergence properties of the proposed MORBiT. Our code is at https://github.com/minimario/MORBiT.
Advanced programmatic hyperparameter optimization (HPO) methods, such as Bayesian optimization, have high sample efficiency in reproducibly finding optimal hyperparameter values of machine learning (ML) models. Yet, ML practitioners often apply less sample-efficient HPO methods, such as grid search, which often results in under-optimized ML models. As a reason for this behavior, we suspect practitioners choose HPO methods based on individual motives, consisting of contextual factors and individual goals. However, practitioners' motives still need to be clarified, hindering the evaluation of HPO methods for achieving specific goals and the user-centered development of HPO tools. To understand practitioners' motives for using specific HPO methods, we used a mixed-methods approach involving 20 semi-structured interviews and a survey study with 71 ML experts to gather evidence of the external validity of the interview results. By presenting six main goals (e.g., improving model understanding) and 14 contextual factors affecting practitioners' selection of HPO methods (e.g., available computer resources), our study explains why practitioners use HPO methods that seem inappropriate at first glance. This study lays a foundation for designing user-centered and context-adaptive HPO tools and, thus, linking social and technical research on HPO.
Bilevel optimization has found extensive applications in modern machine learning problems such as hyperparameter optimization, neural architecture search, meta-learning, etc. While bilevel problems with a unique inner minimal point (e.g., where the inner function is strongly convex) are well understood, such a problem with multiple inner minimal points remains to be challenging and open. Existing algorithms designed for such a problem were applicable to restricted situations and do not come with a full guarantee of convergence. In this paper, we adopt a reformulation of bilevel optimization to constrained optimization, and solve the problem via a primal-dual bilevel optimization (PDBO) algorithm. PDBO not only addresses the multiple inner minima challenge, but also features fully first-order efficiency without involving second-order Hessian and Jacobian computations, as opposed to most existing gradient-based bilevel algorithms. We further characterize the convergence rate of PDBO, which serves as the first known non-asymptotic convergence guarantee for bilevel optimization with multiple inner minima. Our experiments demonstrate desired performance of the proposed approach.