ACE: Adaptive Constraint-aware Early Stopping in Hyperparameter
Optimization
- URL: http://arxiv.org/abs/2208.02922v1
- Date: Thu, 4 Aug 2022 22:56:16 GMT
- Title: ACE: Adaptive Constraint-aware Early Stopping in Hyperparameter
Optimization
- Authors: Yi-Wei Chen, Chi Wang, Amin Saied, Rui Zhuang
- Abstract summary: We propose an Adaptive Constraint-aware Early stopping (ACE) method to incorporate constraint evaluation into trial pruning during HPO.
To minimize the overall optimization cost, ACE estimates the cost-effective constraint evaluation interval based on a theoretical analysis of the expected evaluation cost.
- Score: 18.81207777891714
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Deploying machine learning models requires high model quality and needs to
comply with application constraints. That motivates hyperparameter optimization
(HPO) to tune model configurations under deployment constraints. The
constraints often require additional computation cost to evaluate, and training
ineligible configurations can waste a large amount of tuning cost. In this
work, we propose an Adaptive Constraint-aware Early stopping (ACE) method to
incorporate constraint evaluation into trial pruning during HPO. To minimize
the overall optimization cost, ACE estimates the cost-effective constraint
evaluation interval based on a theoretical analysis of the expected evaluation
cost. Meanwhile, we propose a stratum early stopping criterion in ACE, which
considers both optimization and constraint metrics in pruning and does not
require regularization hyperparameters. Our experiments demonstrate superior
performance of ACE in hyperparameter tuning of classification tasks under
fairness or robustness constraints.
Related papers
- End-to-End Learning for Fair Multiobjective Optimization Under
Uncertainty [55.04219793298687]
The Predict-Then-Forecast (PtO) paradigm in machine learning aims to maximize downstream decision quality.
This paper extends the PtO methodology to optimization problems with nondifferentiable Ordered Weighted Averaging (OWA) objectives.
It shows how optimization of OWA functions can be effectively integrated with parametric prediction for fair and robust optimization under uncertainty.
arXiv Detail & Related papers (2024-02-12T16:33:35Z) - Landscape-Sketch-Step: An AI/ML-Based Metaheuristic for Surrogate
Optimization Problems [0.0]
We introduce a newimats for global optimization in scenarios where extensive evaluations of the cost function are expensive, inaccessible, or even prohibitive.
The method, which we call Landscape-Sketch-and-Step (LSS), combines Machine Learning, Replica Optimization, and Reinforcement Learning techniques.
arXiv Detail & Related papers (2023-09-14T01:53:45Z) - Enabling Fast Unit Commitment Constraint Screening via Learning Cost
Model [7.226144684379189]
Unit commitment (UC) are essential tools to transmission system operators for finding the most economical and feasible generation schedules and dispatch signals.
We propose a novel machine learning (ML) model to predict the most economical costs given load inputs.
arXiv Detail & Related papers (2022-12-01T13:19:00Z) - c-TPE: Tree-structured Parzen Estimator with Inequality Constraints for
Expensive Hyperparameter Optimization [45.67326752241075]
We propose constrained TPE (c-TPE), an extension of the widely-used versatile Bayesian optimization method, tree-structured Parzen estimator (TPE) to handle these constraints.
Our proposed extension goes beyond a simple combination of an existing acquisition function and the original TPE, and instead includes modifications that address issues that cause poor performance.
In the experiments, we demonstrate that c-TPE exhibits the best average rank performance among existing methods with statistical significance on 81 expensive HPO with inequality constraints.
arXiv Detail & Related papers (2022-11-26T00:25:11Z) - Quantization for decentralized learning under subspace constraints [61.59416703323886]
We consider decentralized optimization problems where agents have individual cost functions to minimize subject to subspace constraints.
We propose and study an adaptive decentralized strategy where the agents employ differential randomized quantizers to compress their estimates.
The analysis shows that, under some general conditions on the quantization noise, the strategy is stable both in terms of mean-square error and average bit rate.
arXiv Detail & Related papers (2022-09-16T09:38:38Z) - Faster Algorithm and Sharper Analysis for Constrained Markov Decision
Process [56.55075925645864]
The problem of constrained decision process (CMDP) is investigated, where an agent aims to maximize the expected accumulated discounted reward subject to multiple constraints.
A new utilities-dual convex approach is proposed with novel integration of three ingredients: regularized policy, dual regularizer, and Nesterov's gradient descent dual.
This is the first demonstration that nonconcave CMDP problems can attain the lower bound of $mathcal O (1/epsilon)$ for all complexity optimization subject to convex constraints.
arXiv Detail & Related papers (2021-10-20T02:57:21Z) - Amortized Auto-Tuning: Cost-Efficient Transfer Optimization for
Hyperparameter Recommendation [83.85021205445662]
We propose an instantiation--amortized auto-tuning (AT2) to speed up tuning of machine learning models.
We conduct a thorough analysis of the multi-task multi-fidelity Bayesian optimization framework, which leads to the best instantiation--amortized auto-tuning (AT2)
arXiv Detail & Related papers (2021-06-17T00:01:18Z) - Overfitting in Bayesian Optimization: an empirical study and
early-stopping solution [41.782410830989136]
We propose the first problem-adaptive and interpretable criterion to early stop BO.
We show that our approach can substantially reduce compute time with little to no loss of test accuracy.
arXiv Detail & Related papers (2021-04-16T15:26:23Z) - Cost-Efficient Online Hyperparameter Optimization [94.60924644778558]
We propose an online HPO algorithm that reaches human expert-level performance within a single run of the experiment.
Our proposed online HPO algorithm reaches human expert-level performance within a single run of the experiment, while incurring only modest computational overhead compared to regular training.
arXiv Detail & Related papers (2021-01-17T04:55:30Z) - Guided Constrained Policy Optimization for Dynamic Quadrupedal Robot
Locomotion [78.46388769788405]
We introduce guided constrained policy optimization (GCPO), an RL framework based upon our implementation of constrained policy optimization (CPPO)
We show that guided constrained RL offers faster convergence close to the desired optimum resulting in an optimal, yet physically feasible, robotic control behavior without the need for precise reward function tuning.
arXiv Detail & Related papers (2020-02-22T10:15:53Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.