Tree-Structured Parzen Estimator: Understanding Its Algorithm Components
and Their Roles for Better Empirical Performance
- URL: http://arxiv.org/abs/2304.11127v3
- Date: Fri, 26 May 2023 10:09:07 GMT
- Title: Tree-Structured Parzen Estimator: Understanding Its Algorithm Components
and Their Roles for Better Empirical Performance
- Authors: Shuhei Watanabe
- Abstract summary: Tree-structured Parzen estimator (TPE) is widely used in recent parameter tuning frameworks.
Despite its popularity, the roles of each control parameter and the algorithm intuition have not been discussed so far.
- Score: 1.370633147306388
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Recent advances in many domains require more and more complicated experiment
design. Such complicated experiments often have many parameters, which
necessitate parameter tuning. Tree-structured Parzen estimator (TPE), a
Bayesian optimization method, is widely used in recent parameter tuning
frameworks. Despite its popularity, the roles of each control parameter and the
algorithm intuition have not been discussed so far. In this tutorial, we will
identify the roles of each control parameter and their impacts on
hyperparameter optimization using a diverse set of benchmarks. We compare our
recommended setting drawn from the ablation study with baseline methods and
demonstrate that our recommended setting improves the performance of TPE. Our
TPE implementation is available at
https://github.com/nabenabe0928/tpe/tree/single-opt.
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