BlinkML: Efficient Maximum Likelihood Estimation with Probabilistic Guarantees

The rising volume of datasets has made training machine learning (ML) models a major computational cost in the enterprise. Given the iterative nature of model and parameter tuning, many analysts use a small sample of their entire data during their initial stage of analysis to make quick decisions (e.g., what features or hyperparameters to use) and use the entire dataset only in later stages (i.e., when they have converged to a specific model). This sampling, however, is performed in an ad-hoc fashion. Most practitioners cannot precisely capture the effect of sampling on the quality of their model, and eventually on their decision-making process during the tuning phase. Moreover, without systematic support for sampling operators, many optimizations and reuse opportunities are lost. In this paper, we introduce BlinkML, a system for fast, quality-guaranteed ML training. BlinkML allows users to make error-computation tradeoffs: instead of training a model on their full data (i.e., full model), BlinkML can quickly train an approximate model with quality guarantees using a sample. The quality guarantees ensure that, with high probability, the approximate model makes the same predictions as the full model. BlinkML currently supports any ML model that relies on maximum likelihood estimation (MLE), which includes Generalized Linear Models (e.g., linear regression, logistic regression, max entropy classifier, Poisson regression) as well as PPCA (Probabilistic Principal Component Analysis). Our experiments show that BlinkML can speed up the training of large-scale ML tasks by 6.26x-629x while guaranteeing the same predictions, with 95% probability, as the full model.Comment: 22 pages, SIGMOD 201

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>