After developer adjustments to a machine learning (ML) algorithm, how can the results of an old hyperparameter optimization (HPO) automatically be used to speedup a new HPO? This question poses a challenging problem, as developer adjustments can change which hyperparameter settings perform well, or even the hyperparameter search space itself. While many approaches exist that leverage knowledge obtained on previous tasks, so far, knowledge from previous development steps remains entirely untapped. In this work, we remedy this situation and propose a new research framework: hyperparameter transfer across adjustments (HT-AA). To lay a solid foundation for this research framework, we provide four simple HT-AA baseline algorithms and eight benchmarks changing various aspects of ML algorithms, their hyperparameter search spaces, and the neural architectures used. The best baseline, on average and depending on the budgets for the old and new HPO, reaches a given performance 1.2--2.6x faster than a prominent HPO algorithm without transfer. As HPO is a crucial step in ML development but requires extensive computational resources, this speedup would lead to faster development cycles, lower costs, and reduced environmental impacts. To make these benefits available to ML developers off-the-shelf and to facilitate future research on HT-AA, we provide python packages for our baselines and benchmarks.
Hyperparameter optimization of neural networks can be elegantly formulated as a bilevel optimization problem. While research on bilevel optimization of neural networks has been dominated by implicit differentiation and unrolling, hypernetworks such as Self-Tuning Networks (STNs) have recently gained traction due to their ability to amortize the optimization of the inner objective. In this paper, we diagnose several subtle pathologies in the training of STNs. Based on these observations, we propose the $\Delta$-STN, an improved hypernetwork architecture which stabilizes training and optimizes hyperparameters much more efficiently than STNs. The key idea is to focus on accurately approximating the best-response Jacobian rather than the full best-response function; we achieve this by reparameterizing the hypernetwork and linearizing the network around the current parameters. We demonstrate empirically that our $\Delta$-STN can tune regularization hyperparameters (e.g. weight decay, dropout, number of cutout holes) with higher accuracy, faster convergence, and improved stability compared to existing approaches.
Bilevel optimization has arisen as a powerful tool for many machine learning problems such as meta-learning, hyperparameter optimization, and reinforcement learning. In this paper, we investigate the nonconvex-strongly-convex bilevel optimization problem. For deterministic bilevel optimization, we provide a comprehensive convergence rate analysis for two popular algorithms respectively based on approximate implicit differentiation (AID) and iterative differentiation (ITD). For the AID-based method, we orderwisely improve the previous convergence rate analysis due to a more practical parameter selection as well as a warm start strategy, and for the ITD-based method we establish the first theoretical convergence rate. Our analysis also provides a quantitative comparison between ITD and AID based approaches. For stochastic bilevel optimization, we propose a novel algorithm named stocBiO, which features a sample-efficient hypergradient estimator using efficient Jacobian- and Hessian-vector product computations. We provide the convergence rate guarantee for stocBiO, and show that stocBiO outperforms the best known computational complexities orderwisely with respect to the condition number $\kappa$ and the target accuracy $\epsilon$. We further validate our theoretical results and demonstrate the efficiency of bilevel optimization algorithms by the experiments on meta-learning and hyperparameter optimization.
Gravitational-wave detection strategies are based on a signal analysis technique known as matched filtering. Despite the success of matched filtering, due to its computational cost, there has been recent interest in developing deep convolutional neural networks (CNNs) for signal detection. Designing these networks remains a challenge as most procedures adopt a trial and error strategy to set the hyperparameter values. We propose a new method for hyperparameter optimization based on genetic algorithms (GAs). We compare six different GA variants and explore different choices for the GA-optimized fitness score. We show that the GA can discover high-quality architectures when the initial hyperparameter seed values are far from a good solution as well as refining already good networks. For example, when starting from the architecture proposed by George and Huerta, the network optimized over the 20-dimensional hyperparameter space has 78% fewer trainable parameters while obtaining an 11% increase in accuracy for our test problem. Using genetic algorithm optimization to refine an existing network should be especially useful if the problem context (e.g. statistical properties of the noise, signal model, etc) changes and one needs to rebuild a network. In all of our experiments, we find the GA discovers significantly less complicated networks as compared to the seed network, suggesting it can be used to prune wasteful network structures. While we have restricted our attention to CNN classifiers, our GA hyperparameter optimization strategy can be applied within other machine learning settings.
Website classification is a convenient starting point for building an intelligent web browser and social networking sites that can understand the favorite categories of a user and also detect adult or harmful websites perfectly. Classifying the web sites using the information of the Uniform Resource Locator (URL) is an important and fast technique. A perfect result is needed for URL classification to make it usable in the real world applications. So we have proposed an improved approach for URL classification that is able to provide a better result. We have introduced the word-based multiple n-gram models for efficient feature extraction and multinomial distribution for Naive Bayes classifier under the Random Search pipeline for hyperparameter optimization that finds the best parameters of the URL features. The experimental result of our research is compared with the result of previous research works and we have shown a better result than the existing result. Our experimental result provides 88.77% in recall and 87.63% in F1-Score which is the best performance so far.
Considerable research effort has been guided towards algorithmic fairness but there is still no major breakthrough. In practice, an exhaustive search over all possible techniques and hyperparameters is needed to find optimal fairness-accuracy trade-offs. Hence, coupled with the lack of tools for ML practitioners, real-world adoption of bias reduction methods is still scarce. To address this, we present Fairband, a bandit-based fairness-aware hyperparameter optimization (HO) algorithm. Fairband is conceptually simple, resource-efficient, easy to implement, and agnostic to both the objective metrics, model types and the hyperparameter space being explored. Moreover, by introducing fairness notions into HO, we enable seamless and efficient integration of fairness objectives into real-world ML pipelines. We compare Fairband with popular HO methods on four real-world decision-making datasets. We show that Fairband can efficiently navigate the fairness-accuracy trade-off through hyperparameter optimization. Furthermore, without extra training cost, it consistently finds configurations attaining substantially improved fairness at a comparatively small decrease in predictive accuracy.
Recent semi-supervised learning algorithms have demonstrated greater success with higher overall performance due to better-unlabeled data representations. Nonetheless, recent research suggests that the performance of the SSL algorithm can be degraded when the unlabeled set contains out-of-distribution examples (OODs). This work addresses the following question: How do out-of-distribution (OOD) data adversely affect semi-supervised learning algorithms? To answer this question, we investigate the critical causes of OOD's negative effect on SSL algorithms. In particular, we found that 1) certain kinds of OOD data instances that are close to the decision boundary have a more significant impact on performance than those that are further away, and 2) Batch Normalization (BN), a popular module, may degrade rather than improve performance when the unlabeled set contains OODs. In this context, we developed a unified weighted robust SSL framework that can be easily extended to many existing SSL algorithms and improve their robustness against OODs. More specifically, we developed an efficient bi-level optimization algorithm that could accommodate high-order approximations of the objective and scale to multiple inner optimization steps to learn a massive number of weight parameters while outperforming existing low-order approximations of bi-level optimization. Further, we conduct a theoretical study of the impact of faraway OODs in the BN step and propose a weighted batch normalization (WBN) procedure for improved performance. Finally, we discuss the connection between our approach and low-order approximation techniques. Our experiments on synthetic and real-world datasets demonstrate that our proposed approach significantly enhances the robustness of four representative SSL algorithms against OODs compared to four state-of-the-art robust SSL strategies.
Multivariate time series (MTS) data are becoming increasingly ubiquitous in diverse domains, e.g., IoT systems, health informatics, and 5G networks. To obtain an effective representation of MTS data, it is not only essential to consider unpredictable dynamics and highly variable lengths of these data but also important to address the irregularities in the sampling rates of MTS. Existing parametric approaches rely on manual hyperparameter tuning and may cost a huge amount of labor effort. Therefore, it is desirable to learn the representation automatically and efficiently. To this end, we propose an autonomous representation learning approach for multivariate time series (TimeAutoML) with irregular sampling rates and variable lengths. As opposed to previous works, we first present a representation learning pipeline in which the configuration and hyperparameter optimization are fully automatic and can be tailored for various tasks, e.g., anomaly detection, clustering, etc. Next, a negative sample generation approach and an auxiliary classification task are developed and integrated within TimeAutoML to enhance its representation capability. Extensive empirical studies on real-world datasets demonstrate that the proposed TimeAutoML outperforms competing approaches on various tasks by a large margin. In fact, it achieves the best anomaly detection performance among all comparison algorithms on 78 out of all 85 UCR datasets, acquiring up to 20% performance improvement in terms of AUC score.
Word2vec is a powerful machine learning tool that emerged from Natural Lan-guage Processing (NLP) and is now applied in multiple domains, including recom-mender systems, forecasting, and network analysis. As Word2vec is often used offthe shelf, we address the question of whether the default hyperparameters are suit-able for recommender systems. The answer is emphatically no. In this paper, wefirst elucidate the importance of hyperparameter optimization and show that un-constrained optimization yields an average 221% improvement in hit rate over thedefault parameters. However, unconstrained optimization leads to hyperparametersettings that are very expensive and not feasible for large scale recommendationtasks. To this end, we demonstrate 138% average improvement in hit rate with aruntime budget-constrained hyperparameter optimization. Furthermore, to makehyperparameter optimization applicable for large scale recommendation problemswhere the target dataset is too large to search over, we investigate generalizinghyperparameters settings from samples. We show that applying constrained hy-perparameter optimization using only a 10% sample of the data still yields a 91%average improvement in hit rate over the default parameters when applied to thefull datasets. Finally, we apply hyperparameters learned using our method of con-strained optimization on a sample to the Who To Follow recommendation serviceat Twitter and are able to increase follow rates by 15%.
Background and Objective: Accurate and reliable segmentation of the prostate gland in MR images can support the clinical assessment of prostate cancer, as well as the planning and monitoring of focal and loco-regional therapeutic interventions. Despite the availability of multi-planar MR scans due to standardized protocols, the majority of segmentation approaches presented in the literature consider the axial scans only. Methods: We propose an anisotropic 3D multi-stream CNN architecture, which processes additional scan directions to produce a higher-resolution isotropic prostate segmentation. We investigate two variants of our architecture, which work on two (dual-plane) and three (triple-plane) image orientations, respectively. We compare them with the standard baseline (single-plane) used in literature, i.e., plain axial segmentation. To realize a fair comparison, we employ a hyperparameter optimization strategy to select optimal configurations for the individual approaches. Results: Training and evaluation on two datasets spanning multiple sites obtain statistical significant improvement over the plain axial segmentation ($p<0.05$ on the Dice similarity coefficient). The improvement can be observed especially at the base ($0.898$ single-plane vs. $0.906$ triple-plane) and apex ($0.888$ single-plane vs. $0.901$ dual-plane). Conclusion: This study indicates that models employing two or three scan directions are superior to plain axial segmentation. The knowledge of precise boundaries of the prostate is crucial for the conservation of risk structures. Thus, the proposed models have the potential to improve the outcome of prostate cancer diagnosis and therapies.
With neural networks having demonstrated their versatility and benefits, the need for their optimal performance is as prevalent as ever. A defining characteristic, hyperparameters, can greatly affect its performance. Thus engineers go through a process, tuning, to identify and implement optimal hyperparameters. That being said, excess amounts of manual effort are required for tuning network architectures, training configurations, and preprocessing settings such as Byte Pair Encoding (BPE). In this study, we propose an automatic tuning method modeled after Darwin's Survival of the Fittest Theory via a Genetic Algorithm (GA). Research results show that the proposed method, a GA, outperforms a random selection of hyperparameters.
Hyperparameter optimization (HPO) plays a central role in the automated machine learning (AutoML). It is a challenging task as the response surfaces of hyperparameters are generally unknown, hence essentially a global optimization problem. This paper reformulates HPO as a computer experiment and proposes a novel sequential uniform design (SeqUD) strategy with three-fold advantages: a) the hyperparameter space is adaptively explored with evenly spread design points, without the need of expensive meta-modeling and acquisition optimization; b) the batch-by-batch design points are sequentially generated with parallel processing support; c) a new augmented uniform design algorithm is developed for the efficient real-time generation of follow-up design points. Extensive experiments are conducted on both global optimization tasks and HPO applications. The numerical results show that the proposed SeqUD strategy outperforms benchmark HPO methods, and it can be therefore a promising and competitive alternative to existing AutoML tools.
To mitigate the pain of manually tuning hyperparameters of deep neural networks, automated machine learning (AutoML) methods have been developed to search for an optimal set of hyperparameters in large combinatorial search spaces. However, the search results of AutoML methods significantly depend on initial configurations, making it a non-trivial task to find a proper configuration. Therefore, human intervention via a visual analytic approach bears huge potential in this task. In response, we propose HyperTendril, a web-based visual analytics system that supports user-driven hyperparameter tuning processes in a model-agnostic environment. HyperTendril takes a novel approach to effectively steering hyperparameter optimization through an iterative, interactive tuning procedure that allows users to refine the search spaces and the configuration of the AutoML method based on their own insights from given results. Using HyperTendril, users can obtain insights into the complex behaviors of various hyperparameter search algorithms and diagnose their configurations. In addition, HyperTendril supports variable importance analysis to help the users refine their search spaces based on the analysis of relative importance of different hyperparameters and their interaction effects. We present the evaluation demonstrating how HyperTendril helps users steer their tuning processes via a longitudinal user study based on the analysis of interaction logs and in-depth interviews while we deploy our system in a professional industrial environment.
Despite significant progress in challenging problems across various domains, applying state-of-the-art deep reinforcement learning (RL) algorithms remains challenging due to their sensitivity to the choice of hyperparameters. This sensitivity can partly be attributed to the non-stationarity of the RL problem, potentially requiring different hyperparameter settings at various stages of the learning process. Additionally, in the RL setting, hyperparameter optimization (HPO) requires a large number of environment interactions, hindering the transfer of the successes in RL to real-world applications. In this work, we tackle the issues of sample-efficient and dynamic HPO in RL. We propose a population-based automated RL (AutoRL) framework to meta-optimize arbitrary off-policy RL algorithms. In this framework, we optimize the hyperparameters and also the neural architecture while simultaneously training the agent. By sharing the collected experience across the population, we substantially increase the sample efficiency of the meta-optimization. We demonstrate the capabilities of our sample-efficient AutoRL approach in a case study with the popular TD3 algorithm in the MuJoCo benchmark suite, where we reduce the number of environment interactions needed for meta-optimization by up to an order of magnitude compared to population-based training.
Machine learning (ML) offers a collection of powerful approaches for detecting and modeling associations, often applied to data having a large number of features and/or complex associations. Currently, there are many tools to facilitate implementing custom ML analyses (e.g. scikit-learn). Interest is also increasing in automated ML packages, which can make it easier for non-experts to apply ML and have the potential to improve model performance. ML permeates most subfields of biomedical research with varying levels of rigor and correct usage. Tremendous opportunities offered by ML are frequently offset by the challenge of assembling comprehensive analysis pipelines, and the ease of ML misuse. In this work we have laid out and assembled a complete, rigorous ML analysis pipeline focused on binary classification (i.e. case/control prediction), and applied this pipeline to both simulated and real world data. At a high level, this 'automated' but customizable pipeline includes a) exploratory analysis, b) data cleaning and transformation, c) feature selection, d) model training with 9 established ML algorithms, each with hyperparameter optimization, and e) thorough evaluation, including appropriate metrics, statistical analyses, and novel visualizations. This pipeline organizes the many subtle complexities of ML pipeline assembly to illustrate best practices to avoid bias and ensure reproducibility. Additionally, this pipeline is the first to compare established ML algorithms to 'ExSTraCS', a rule-based ML algorithm with the unique capability of interpretably modeling heterogeneous patterns of association. While designed to be widely applicable we apply this pipeline to an epidemiological investigation of established and newly identified risk factors for pancreatic cancer to evaluate how different sources of bias might be handled by ML algorithms.
Gaussian processes regression models are an appealing machine learning method as they learn expressive non-linear models from exemplar data with minimal parameter tuning and estimate both the mean and covariance of unseen points. However, exponential computational complexity growth with the number of training samples has been a long standing challenge. During training, one has to compute and invert an $N \times N$ kernel matrix at every iteration. Regression requires computation of an $m \times N$ kernel where $N$ and $m$ are the number of training and test points respectively. In this work we show how approximating the covariance kernel using eigenvalues and functions leads to an approximate Gaussian process with significant reduction in training and regression complexity. Training with the proposed approach requires computing only a $N \times n$ eigenfunction matrix and a $n \times n$ inverse where $n$ is a selected number of eigenvalues. Furthermore, regression now only requires an $m \times n$ matrix. Finally, in a special case the hyperparameter optimization is completely independent form the number of training samples. The proposed method can regress over multiple outputs, estimate the derivative of the regressor of any order, and learn the correlations between them. The computational complexity reduction, regression capabilities, and multioutput correlation learning are demonstrated in simulation examples.
Non-parametric supervised learning algorithms represent a succinct class of supervised learning algorithms where the learning parameters are highly flexible and whose values are directly dependent on the size of the training data. In this paper, we comparatively study the properties of four nonparametric algorithms, K-Nearest Neighbours (KNNs), Support Vector Machines (SVMs), Decision trees and Random forests. The supervised learning task is a regression estimate of the time-lapse in medical insurance reimbursement. Our study is concerned precisely with how well each of the nonparametric regression models fits the training data. We quantify the goodness of fit using the R-squared metric. The results are presented with a focus on the effect of the size of the training data, the feature space dimension and hyperparameter optimization.
Identifying optimal values for a high-dimensional set of hyperparameters is a problem that has received growing attention given its importance to large-scale machine learning applications such as neural architecture search. Recently developed optimization methods can be used to select thousands or even millions of hyperparameters. Such methods often yield overfit models, however, leading to poor performance on unseen data. We argue that this overfitting results from using the standard hyperparameter optimization objective function. Here we present an alternative objective that is equivalent to a Probably Approximately Correct-Bayes (PAC-Bayes) bound on the expected out-of-sample error. We then devise an efficient gradient-based algorithm to minimize this objective; the proposed method has asymptotic space and time complexity equal to or better than other gradient-based hyperparameter optimization methods. We show that this new method significantly reduces out-of-sample error when applied to hyperparameter optimization problems known to be prone to overfitting.
How does a user's prior experience with deep learning impact accuracy? We present an initial study based on 31 participants with different levels of experience. Their task is to perform hyperparameter optimization for a given deep learning architecture. The results show a strong positive correlation between the participant's experience and the final performance. They additionally indicate that an experienced participant finds better solutions using fewer resources on average. The data suggests furthermore that participants with no prior experience follow random strategies in their pursuit of optimal hyperparameters. Our study investigates the subjective human factor in comparisons of state of the art results and scientific reproducibility in deep learning.
Machine learning algorithms have been used widely in various applications and areas. To fit a machine learning model into different problems, its hyper-parameters must be tuned. Selecting the best hyper-parameter configuration for machine learning models has a direct impact on the model's performance. It often requires deep knowledge of machine learning algorithms and appropriate hyper-parameter optimization techniques. Although several automatic optimization techniques exist, they have different strengths and drawbacks when applied to different types of problems. In this paper, optimizing the hyper-parameters of common machine learning models is studied. We introduce several state-of-the-art optimization techniques and discuss how to apply them to machine learning algorithms. Many available libraries and frameworks developed for hyper-parameter optimization problems are provided, and some open challenges of hyper-parameter optimization research are also discussed in this paper. Moreover, experiments are conducted on benchmark datasets to compare the performance of different optimization methods and provide practical examples of hyper-parameter optimization. This survey paper will help industrial users, data analysts, and researchers to better develop machine learning models by identifying the proper hyper-parameter configurations effectively.