DEHB: Evolutionary Hyberband for Scalable, Robust and Efficient
Hyperparameter Optimization
- URL: http://arxiv.org/abs/2105.09821v1
- Date: Thu, 20 May 2021 15:13:30 GMT
- Title: DEHB: Evolutionary Hyberband for Scalable, Robust and Efficient
Hyperparameter Optimization
- Authors: Noor Awad, Neeratyoy Mallik, Frank Hutter
- Abstract summary: We present a new HPO method which we call DEHB.
It achieves strong performance far more robustly than all previous HPO methods.
It is also efficient in computational time, conceptually simple and easy to implement, positioning it well to become a new default HPO method.
- Score: 33.80873355096445
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Modern machine learning algorithms crucially rely on several design decisions
to achieve strong performance, making the problem of Hyperparameter
Optimization (HPO) more important than ever. Here, we combine the advantages of
the popular bandit-based HPO method Hyperband (HB) and the evolutionary search
approach of Differential Evolution (DE) to yield a new HPO method which we call
DEHB. Comprehensive results on a very broad range of HPO problems, as well as a
wide range of tabular benchmarks from neural architecture search, demonstrate
that DEHB achieves strong performance far more robustly than all previous HPO
methods we are aware of, especially for high-dimensional problems with discrete
input dimensions. For example, DEHB is up to 1000x faster than random search.
It is also efficient in computational time, conceptually simple and easy to
implement, positioning it well to become a new default HPO method.
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