BROOD: Bilevel and Robust Optimization and Outlier Detection for Efficient Tuning of High-Energy Physics Event Generators

The parameters in Monte Carlo (MC) event generators are tuned on experimental measurements by evaluating the goodness of fit between the data and the MC predictions. The relative importance of each measurement is adjusted manually in an often time consuming, iterative process to meet different experimental needs. In this work, we introduce several optimization formulations and algorithms with new decision criteria for streamlining and automating this process. These algorithms are designed for two formulations: bilevel optimization and robust optimization. Both formulations are applied to the datasets used in the ATLAS A14 tune and to the dedicated hadronization datasets generated by the SHERPA generator, respectively. The corresponding tuned generator parameters are compared using three metrics. We compare the quality of our automatic tunes to the published ATLAS A14 tune. Moreover, we analyze the impact of a pre-processing step that excludes data that cannot be described by the physics models used in the MC event generators

LambdaOpt: Learn to Regularize Recommender Models in Finer Levels

Recommendation models mainly deal with categorical variables, such as user/item ID and attributes. Besides the high-cardinality issue, the interactions among such categorical variables are usually long-tailed, with the head made up of highly frequent values and a long tail of rare ones. This phenomenon results in the data sparsity issue, making it essential to regularize the models to ensure generalization. The common practice is to employ grid search to manually tune regularization hyperparameters based on the validation data. However, it requires non-trivial efforts and large computation resources to search the whole candidate space; even so, it may not lead to the optimal choice, for which different parameters should have different regularization strengths. In this paper, we propose a hyperparameter optimization method, LambdaOpt, which automatically and adaptively enforces regularization during training. Specifically, it updates the regularization coefficients based on the performance of validation data. With LambdaOpt, the notorious tuning of regularization hyperparameters can be avoided; more importantly, it allows fine-grained regularization (i.e. each parameter can have an individualized regularization coefficient), leading to better generalized models. We show how to employ LambdaOpt on matrix factorization, a classical model that is representative of a large family of recommender models. Extensive experiments on two public benchmarks demonstrate the superiority of our method in boosting the performance of top-K recommendation.Comment: Accepted by KDD 201

Automatic Data Augmentation Learning using Bilevel Optimization for Histopathological Images

Training a deep learning model to classify histopathological images is challenging, because of the color and shape variability of the cells and tissues, and the reduced amount of available data, which does not allow proper learning of those variations. Variations can come from the image acquisition process, for example, due to different cell staining protocols or tissue deformation. To tackle this challenge, Data Augmentation (DA) can be used during training to generate additional samples by applying transformations to existing ones, to help the model become invariant to those color and shape transformations. The problem with DA is that it is not only dataset-specific but it also requires domain knowledge, which is not always available. Without this knowledge, selecting the right transformations can only be done using heuristics or through a computationally demanding search. To address this, we propose an automatic DA learning method. In this method, the DA parameters, i.e. the transformation parameters needed to improve the model training, are considered learnable and are learned automatically using a bilevel optimization approach in a quick and efficient way using truncated backpropagation. We validated the method on six different datasets. Experimental results show that our model can learn color and affine transformations that are more helpful to train an image classifier than predefined DA transformations, which are also more expensive as they need to be selected before the training by grid search on a validation set. We also show that similarly to a model trained with RandAugment, our model has also only a few method-specific hyperparameters to tune but is performing better. This makes our model a good solution for learning the best DA parameters, especially in the context of histopathological images, where defining potentially useful transformation heuristically is not trivial.Comment: arXiv admin note: text overlap with arXiv:2006.1469

A Globally Convergent Gradient-based Bilevel Hyperparameter Optimization Method

Hyperparameter optimization in machine learning is often achieved using naive techniques that only lead to an approximate set of hyperparameters. Although techniques such as Bayesian optimization perform an intelligent search on a given domain of hyperparameters, it does not guarantee an optimal solution. A major drawback of most of these approaches is an exponential increase of their search domain with number of hyperparameters, increasing the computational cost and making the approaches slow. The hyperparameter optimization problem is inherently a bilevel optimization task, and some studies have attempted bilevel solution methodologies for solving this problem. However, these studies assume a unique set of model weights that minimize the training loss, which is generally violated by deep learning architectures. This paper discusses a gradient-based bilevel method addressing these drawbacks for solving the hyperparameter optimization problem. The proposed method can handle continuous hyperparameters for which we have chosen the regularization hyperparameter in our experiments. The method guarantees convergence to the set of optimal hyperparameters that this study has theoretically proven. The idea is based on approximating the lower-level optimal value function using Gaussian process regression. As a result, the bilevel problem is reduced to a single level constrained optimization task that is solved using the augmented Lagrangian method. We have performed an extensive computational study on the MNIST and CIFAR-10 datasets on multi-layer perceptron and LeNet architectures that confirms the efficiency of the proposed method. A comparative study against grid search, random search, Bayesian optimization, and HyberBand method on various hyperparameter problems shows that the proposed algorithm converges with lower computation and leads to models that generalize better on the testing set

CPMLHO:Hyperparameter Tuning via Cutting Plane and Mixed-Level Optimization

The hyperparameter optimization of neural network can be expressed as a bilevel optimization problem. The bilevel optimization is used to automatically update the hyperparameter, and the gradient of the hyperparameter is the approximate gradient based on the best response function. Finding the best response function is very time consuming. In this paper we propose CPMLHO, a new hyperparameter optimization method using cutting plane method and mixed-level objective function.The cutting plane is added to the inner layer to constrain the space of the response function. To obtain more accurate hypergradient,the mixed-level can flexibly adjust the loss function by using the loss of the training set and the verification set. Compared to existing methods, the experimental results show that our method can automatically update the hyperparameters in the training process, and can find more superior hyperparameters with higher accuracy and faster convergence

BiERL: A Meta Evolutionary Reinforcement Learning Framework via Bilevel Optimization

Evolutionary reinforcement learning (ERL) algorithms recently raise attention in tackling complex reinforcement learning (RL) problems due to high parallelism, while they are prone to insufficient exploration or model collapse without carefully tuning hyperparameters (aka meta-parameters). In the paper, we propose a general meta ERL framework via bilevel optimization (BiERL) to jointly update hyperparameters in parallel to training the ERL model within a single agent, which relieves the need for prior domain knowledge or costly optimization procedure before model deployment. We design an elegant meta-level architecture that embeds the inner-level's evolving experience into an informative population representation and introduce a simple and feasible evaluation of the meta-level fitness function to facilitate learning efficiency. We perform extensive experiments in MuJoCo and Box2D tasks to verify that as a general framework, BiERL outperforms various baselines and consistently improves the learning performance for a diversity of ERL algorithms.Comment: Published as a conference paper at European Conference on Artificial Intelligence (ECAI) 202