Basic Enhancement Strategies When Using Bayesian Optimization for Hyperparameter Tuning of Deep Neural Networks

Compared to the traditional machine learning models, deep neural networks (DNN) are known to be highly sensitive to the choice of hyperparameters. While the required time and effort for manual tuning has been rapidly decreasing for the well developed and commonly used DNN architectures, undoubtedly DNN hyperparameter optimization will continue to be a major burden whenever a new DNN architecture needs to be designed, a new task needs to be solved, a new dataset needs to be addressed, or an existing DNN needs to be improved further. For hyperparameter optimization of general machine learning problems, numerous automated solutions have been developed where some of the most popular solutions are based on Bayesian Optimization (BO). In this work, we analyze four fundamental strategies for enhancing BO when it is used for DNN hyperparameter optimization. Specifically, diversification, early termination, parallelization, and cost function transformation are investigated. Based on the analysis, we provide a simple yet robust algorithm for DNN hyperparameter optimization - DEEP-BO (Diversified, Early-termination-Enabled, and Parallel Bayesian Optimization). When evaluated over six DNN benchmarks, DEEP-BO mostly outperformed well-known solutions including GP-Hedge, BOHB, and the speed-up variants that use Median Stopping Rule or Learning Curve Extrapolation. In fact, DEEP-BO consistently provided the top, or at least close to the top, performance over all the benchmark types that we have tested. This indicates that DEEP-BO is a robust solution compared to the existing solutions. The DEEP-BO code is publicly available at <uri>https://github.com/snu-adsl/DEEP-BO</uri>

Truncated Variance Reduction: A Unified Approach to Bayesian Optimization and Level-Set Estimation

We present a new algorithm, truncated variance reduction (TruVaR), that treats Bayesian optimization (BO) and level-set estimation (LSE) with Gaussian processes in a unified fashion. The algorithm greedily shrinks a sum of truncated variances within a set of potential maximizers (BO) or unclassified points (LSE), which is updated based on confidence bounds. TruVaR is effective in several important settings that are typically non-trivial to incorporate into myopic algorithms, including pointwise costs and heteroscedastic noise. We provide a general theoretical guarantee for TruVaR covering these aspects, and use it to recover and strengthen existing results on BO and LSE. Moreover, we provide a new result for a setting where one can select from a number of noise levels having associated costs. We demonstrate the effectiveness of the algorithm on both synthetic and real-world data sets.Comment: Accepted to NIPS 201

Practical Bayesian Optimization of Machine Learning Algorithms

Machine learning algorithms frequently require careful tuning of model hyperparameters, regularization terms, and optimization parameters. Unfortunately, this tuning is often a "black art" that requires expert experience, unwritten rules of thumb, or sometimes brute-force search. Much more appealing is the idea of developing automatic approaches which can optimize the performance of a given learning algorithm to the task at hand. In this work, we consider the automatic tuning problem within the framework of Bayesian optimization, in which a learning algorithm's generalization performance is modeled as a sample from a Gaussian process (GP). The tractable posterior distribution induced by the GP leads to efficient use of the information gathered by previous experiments, enabling optimal choices about what parameters to try next. Here we show how the effects of the Gaussian process prior and the associated inference procedure can have a large impact on the success or failure of Bayesian optimization. We show that thoughtful choices can lead to results that exceed expert-level performance in tuning machine learning algorithms. We also describe new algorithms that take into account the variable cost (duration) of learning experiments and that can leverage the presence of multiple cores for parallel experimentation. We show that these proposed algorithms improve on previous automatic procedures and can reach or surpass human expert-level optimization on a diverse set of contemporary algorithms including latent Dirichlet allocation, structured SVMs and convolutional neural networks