Iterative Deepening Hyperband
- URL: http://arxiv.org/abs/2302.00511v1
- Date: Wed, 1 Feb 2023 15:33:51 GMT
- Title: Iterative Deepening Hyperband
- Authors: Jasmin Brandt, Marcel Wever, Dimitrios Iliadis, Viktor Bengs, Eyke
H\"ullermeier
- Abstract summary: We show that incremental variants of Hyperband satisfy theoretical guarantees qualitatively similar to those for the original Hyperband with the "right" budget.
We demonstrate their practical utility in experiments with benchmark data sets.
- Score: 8.257520009686239
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Hyperparameter optimization (HPO) is concerned with the automated search for
the most appropriate hyperparameter configuration (HPC) of a parameterized
machine learning algorithm. A state-of-the-art HPO method is Hyperband, which,
however, has its own parameters that influence its performance. One of these
parameters, the maximal budget, is especially problematic: If chosen too small,
the budget needs to be increased in hindsight and, as Hyperband is not
incremental by design, the entire algorithm must be re-run. This is not only
costly but also comes with a loss of valuable knowledge already accumulated. In
this paper, we propose incremental variants of Hyperband that eliminate these
drawbacks, and show that these variants satisfy theoretical guarantees
qualitatively similar to those for the original Hyperband with the "right"
budget. Moreover, we demonstrate their practical utility in experiments with
benchmark data sets.
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