Efficient Bayesian Learning Curve Extrapolation using Prior-Data Fitted Networks

Learning curve extrapolation aims to predict model performance in later epochs of training, based on the performance in earlier epochs. In this work, we argue that, while the inherent uncertainty in the extrapolation of learning curves warrants a Bayesian approach, existing methods are (i) overly restrictive, and/or (ii) computationally expensive. We describe the first application of prior-data fitted neural networks (PFNs) in this context. A PFN is a transformer, pre-trained on data generated from a prior, to perform approximate Bayesian inference in a single forward pass. We propose LC-PFN, a PFN trained to extrapolate 10 million artificial right-censored learning curves generated from a parametric prior proposed in prior art using MCMC. We demonstrate that LC-PFN can approximate the posterior predictive distribution more accurately than MCMC, while being over 10 000 times faster. We also show that the same LC-PFN achieves competitive performance extrapolating a total of 20 000 real learning curves from four learning curve benchmarks (LCBench, NAS-Bench-201, Taskset, and PD1) that stem from training a wide range of model architectures (MLPs, CNNs, RNNs, and Transformers) on 53 different datasets with varying input modalities (tabular, image, text, and protein data). Finally, we investigate its potential in the context of model selection and find that a simple LC-PFN based predictive early stopping criterion obtains 2 - 6x speed-ups on 45 of these datasets, at virtually no overhead

Supervising the Multi-Fidelity Race of Hyperparameter Configurations

Multi-fidelity (gray-box) hyperparameter optimization techniques (HPO) have recently emerged as a promising direction for tuning Deep Learning methods. However, existing methods suffer from a sub-optimal allocation of the HPO budget to the hyperparameter configurations. In this work, we introduce DyHPO, a Bayesian Optimization method that learns to decide which hyperparameter configuration to train further in a dynamic race among all feasible configurations. We propose a new deep kernel for Gaussian Processes that embeds the learning curve dynamics, and an acquisition function that incorporates multi-budget information. We demonstrate the significant superiority of DyHPO against state-of-the-art hyperparameter optimization methods through large-scale experiments comprising 50 datasets (Tabular, Image, NLP) and diverse architectures (MLP, CNN/NAS, RNN).Comment: Accepted at NeurIPS 202

Scaling Laws for Hyperparameter Optimization

Hyperparameter optimization is an important subfield of machine learning that focuses on tuning the hyperparameters of a chosen algorithm to achieve peak performance. Recently, there has been a stream of methods that tackle the issue of hyperparameter optimization, however, most of the methods do not exploit the dominant power law nature of learning curves for Bayesian optimization. In this work, we propose Deep Power Laws (DPL), an ensemble of neural network models conditioned to yield predictions that follow a power-law scaling pattern. Our method dynamically decides which configurations to pause and train incrementally by making use of gray-box evaluations. We compare our method against 7 state-of-the-art competitors on 3 benchmarks related to tabular, image, and NLP datasets covering 59 diverse tasks. Our method achieves the best results across all benchmarks by obtaining the best any-time results compared to all competitors.Comment: Accepted at NeurIPS 202

Practical Block-wise Neural Network Architecture Generation

Convolutional neural networks have gained a remarkable success in computer vision. However, most usable network architectures are hand-crafted and usually require expertise and elaborate design. In this paper, we provide a block-wise network generation pipeline called BlockQNN which automatically builds high-performance networks using the Q-Learning paradigm with epsilon-greedy exploration strategy. The optimal network block is constructed by the learning agent which is trained sequentially to choose component layers. We stack the block to construct the whole auto-generated network. To accelerate the generation process, we also propose a distributed asynchronous framework and an early stop strategy. The block-wise generation brings unique advantages: (1) it performs competitive results in comparison to the hand-crafted state-of-the-art networks on image classification, additionally, the best network generated by BlockQNN achieves 3.54% top-1 error rate on CIFAR-10 which beats all existing auto-generate networks. (2) in the meanwhile, it offers tremendous reduction of the search space in designing networks which only spends 3 days with 32 GPUs, and (3) moreover, it has strong generalizability that the network built on CIFAR also performs well on a larger-scale ImageNet dataset.Comment: Accepted to CVPR 201