LABCAT: Locally adaptive Bayesian optimization using principal component-aligned trust regions

Bayesian optimization (BO) is a popular method for optimizing expensive black-box functions. BO has several well-documented shortcomings, including computational slowdown with longer optimization runs, poor suitability for non-stationary or ill-conditioned objective functions, and poor convergence characteristics. Several algorithms have been proposed that incorporate local strategies, such as trust regions, into BO to mitigate these limitations; however, none address all of them satisfactorily. To address these shortcomings, we propose the LABCAT algorithm, which extends trust-region-based BO by adding principal-component-aligned rotation and an adaptive rescaling strategy based on the length-scales of a local Gaussian process surrogate model with automatic relevance determination. Through extensive numerical experiments using a set of synthetic test functions and the well-known COCO benchmarking software, we show that the LABCAT algorithm outperforms several state-of-the-art BO and other black-box optimization algorithms

Efficient tuning in supervised machine learning

The tuning of learning algorithm parameters has become more and more important during the last years. With the fast growth of computational power and available memory databases have grown dramatically. This is very challenging for the tuning of parameters arising in machine learning, since the training can become very time-consuming for large datasets. For this reason efficient tuning methods are required, which are able to improve the predictions of the learning algorithms. In this thesis we incorporate model-assisted optimization techniques, for performing efficient optimization on noisy datasets with very limited budgets. Under this umbrella we also combine learning algorithms with methods for feature construction and selection. We propose to integrate a variety of elements into the learning process. E.g., can tuning be helpful in learning tasks like time series regression using state-of-the-art machine learning algorithms? Are statistical methods capable to reduce noise e ffects? Can surrogate models like Kriging learn a reasonable mapping of the parameter landscape to the quality measures, or are they deteriorated by disturbing factors? Summarizing all these parts, we analyze if superior learning algorithms can be created, with a special focus on efficient runtimes. Besides the advantages of systematic tuning approaches, we also highlight possible obstacles and issues of tuning. Di fferent tuning methods are compared and the impact of their features are exposed. It is a goal of this work to give users insights into applying state-of-the-art learning algorithms profitably in practiceBundesministerium f ür Bildung und Forschung (Germany), Cologne University of Applied Sciences (Germany), Kind-Steinm uller-Stiftung (Gummersbach, Germany)Algorithms and the Foundations of Software technolog

A survey of preference-based reinforcement learning methods

Reinforcement learning (RL) techniques optimize the accumulated long-term reward of a suitably chosen reward function. However, designing such a reward function often requires a lot of task- specific prior knowledge. The designer needs to consider different objectives that do not only influence the learned behavior but also the learning progress. To alleviate these issues, preference-based reinforcement learning algorithms (PbRL) have been proposed that can directly learn from an expert's preferences instead of a hand-designed numeric reward. PbRL has gained traction in recent years due to its ability to resolve the reward shaping problem, its ability to learn from non numeric rewards and the possibility to reduce the dependence on expert knowledge. We provide a unified framework for PbRL that describes the task formally and points out the different design principles that affect the evaluation task for the human as well as the computational complexity. The design principles include the type of feedback that is assumed, the representation that is learned to capture the preferences, the optimization problem that has to be solved as well as how the exploration/exploitation problem is tackled. Furthermore, we point out shortcomings of current algorithms, propose open research questions and briefly survey practical tasks that have been solved using PbRL

Case study of Hyperparameter Optimization framework Optuna on a Multi-column Convolutional Neural Network

To observe the condition of the flower growth during the blooming period and estimate the harvest forecast of the Canola crops, the ‘Flower Counter’ application has been developed by the researchers ofP2IRC at the University of Saskatchewan. The model has been developed using a Deep Learning based Multi-column Convolutional Neural Network (MCNN) algorithm and the TensorFlow framework, in order to count the Canola flowers from the images based on the learning from a given set of training images. To ensure better accuracy score with respect to flower prediction, proper training of the model is essential involving appropriate values of hyperparameters. Among numerous possible values of these hyperparameters, selecting the suitable ones is certainly a time-consuming and tedious task for humans. Ongoing research for developing Automated Hyperparameter Optimization (HPO) frameworks has attracted researchers and practitioners to develop and utilize such frameworks to give directions towards finding better hyperparameters according to their applications. The primary goal of this research work is to apply the Automated HPO Optuna on the Flower Counterapplication with the purpose of directing the researchers towards among the best observed hyperparameter configurations for good overall performance in terms of prediction accuracy and resource utilization. This work would help the researchers and plant scientists gain knowledge about the practicality of Optuna while treating it as a black-box and apply it for this application as well as other similar applications. In order to achieve this goal, three essential hyperparameters, batch size, learning rate and number of epochs, have been chosen for assessing their individual and combined impacts. Since the training of the model depends on the datasets collected during diverse weather conditions, there could be factors that could impact Optuna’s functionality and performance. The analysis of the results of the current work and comparison of the accuracy scores with the previous work have yielded almost equal scores while testing the model’s performance on different test populations. Moreover, for the tuned version of the model, the current work has shown the potential for achieving that result with substantially lower resource utilization. The findings have provided useful concepts about making the better usage of Optuna; the search space can be restricted ormore complicated objective functions can be implemented to ensure better stability of the models obtained when chosen parameters are used in trainin

Towards Better Integration of Surrogate Models and Optimizers

Surrogate-Assisted Evolutionary Algorithms (SAEAs) have been proven to be very effective in solving (synthetic and real-world) computationally expensive optimization problems with a limited number of function evaluations. The two main components of SAEAs are: the surrogate model and the evolutionary optimizer, both of which use parameters to control their respective behavior. These parameters are likely to interact closely, and hence the exploitation of any such relationships may lead to the design of an enhanced SAEA. In this chapter, as a first step, we focus on Kriging and the Efficient Global Optimization (EGO) framework. We discuss potentially profitable ways of a better integration of model and optimizer. Furthermore, we investigate in depth how different parameters of the model and the optimizer impact optimization results. In particular, we determine whether there are any interactions between these parameters, and how the problem characteristics impact optimization results. In the experimental study, we use the popular Black-Box Optimization Benchmarking (BBOB) testbed. Interestingly, the analysis finds no evidence for significant interactions between model and optimizer parameters, but independently their performance has a significant interaction with the objective function. Based on our results, we make recommendations on how best to configure EGO

Automatic machine learning:methods, systems, challenges

This open access book presents the first comprehensive overview of general methods in Automatic Machine Learning (AutoML), collects descriptions of existing systems based on these methods, and discusses the first international challenge of AutoML systems. The book serves as a point of entry into this quickly-developing field for researchers and advanced students alike, as well as providing a reference for practitioners aiming to use AutoML in their work. The recent success of commercial ML applications and the rapid growth of the field has created a high demand for off-the-shelf ML methods that can be used easily and without expert knowledge. Many of the recent machine learning successes crucially rely on human experts, who select appropriate ML architectures (deep learning architectures or more traditional ML workflows) and their hyperparameters; however the field of AutoML targets a progressive automation of machine learning, based on principles from optimization and machine learning itself