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

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.</p

Route planning for a fleet of electric vehicles with waiting times at charging stations

Singapore National Research Foundation Singapore under iCorp Lab @ University; Fujitsu Limite

Insights into the feature selection problem using local optima networks

The binary feature selection problem is investigated in this paper. Feature selection fitness landscape analysis is done, which allows for a better understanding of the behaviour of feature selection algorithms. Local optima networks are employed as a tool to visualise and characterise the fitness landscapes of the feature selection problem in the context of classification. An analysis of the fitness landscape global structure is provided, based on seven real-world datasets with up to 17 features. Formation of neutral global optima plateaus are shown to indicate the existence of irrelevant features in the datasets. Removal of irrelevant features resulted in a reduction of neutrality and the ratio of local optima to the size of the search space, resulting in improved performance of genetic algorithm search in finding the global optimum