Hyperparameter Tuning in Bandit-Based Adaptive Operator Selection

EvoApplications 2012: EvoCOMNET, EvoCOMPLEX, EvoFIN, EvoGAMES, EvoHOT, EvoIASP, EvoNUM, EvoPAR, EvoRISK, EvoSTIM, and EvoSTOC, Málaga, Spain, April 11-13, 2012, ProceedingsWe are using bandit-based adaptive operator selection while autotuning parallel computer programs. The autotuning, which uses evolutionary algorithm-based stochastic sampling, takes place over an extended duration and occurs in situ as programs execute. The environment or context during tuning is either largely static in one scenario or dynamic in another. We rely upon adaptive operator selection to dynamically generate worthy test configurations of the program. In this paper, we study how the choice of hyperparameters, which control the trade-off between exploration and exploitation, affects the effectiveness of adaptive operator selection which in turn affects the performance of the autotuner. We show that while the optimal assignment of hyperparameters varies greatly between different benchmarks, there exists a single assignment, for a context, of hyperparameters that performs well regardless of the program being tuned

An Analysis of the Value of Information when Exploring Stochastic, Discrete Multi-Armed Bandits

In this paper, we propose an information-theoretic exploration strategy for stochastic, discrete multi-armed bandits that achieves optimal regret. Our strategy is based on the value of information criterion. This criterion measures the trade-off between policy information and obtainable rewards. High amounts of policy information are associated with exploration-dominant searches of the space and yield high rewards. Low amounts of policy information favor the exploitation of existing knowledge. Information, in this criterion, is quantified by a parameter that can be varied during search. We demonstrate that a simulated-annealing-like update of this parameter, with a sufficiently fast cooling schedule, leads to an optimal regret that is logarithmic with respect to the number of episodes.Comment: Entrop

Toward Optimal Run Racing: Application to Deep Learning Calibration

This paper aims at one-shot learning of deep neural nets, where a highly parallel setting is considered to address the algorithm calibration problem - selecting the best neural architecture and learning hyper-parameter values depending on the dataset at hand. The notoriously expensive calibration problem is optimally reduced by detecting and early stopping non-optimal runs. The theoretical contribution regards the optimality guarantees within the multiple hypothesis testing framework. Experimentations on the Cifar10, PTB and Wiki benchmarks demonstrate the relevance of the approach with a principled and consistent improvement on the state of the art with no extra hyper-parameter