Automated hyperparameter optimization (HPO) has gained great popularity and is an important ingredient of most automated machine learning frameworks. The process of designing HPO algorithms, however, is still an unsystematic and manual process: Limitations of prior work are identified and the improvements proposed are -- even though guided by expert knowledge -- still somewhat arbitrary. This rarely allows for gaining a holistic understanding of which algorithmic components are driving performance, and carries the risk of overlooking good algorithmic design choices. We present a principled approach to automated benchmark-driven algorithm design applied to multifidelity HPO (MF-HPO): First, we formalize a rich space of MF-HPO candidates that includes, but is not limited to common HPO algorithms, and then present a configurable framework covering this space. To find the best candidate automatically and systematically, we follow a programming-by-optimization approach and search over the space of algorithm candidates via Bayesian optimization. We challenge whether the found design choices are necessary or could be replaced by more naive and simpler ones by performing an ablation analysis. We observe that using a relatively simple configuration, in some ways simpler than established methods, performs very well as long as some critical configuration parameters have the right value.
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In the last years predict-and-optimize approaches, also known as decision-focussed learning, have received increasing attention. In this setting, the predictions of machine learning models are used as estimated cost coefficients in the objective function of a discrete combinatorial optimization problems for decision making. Predict-and-optimize approaches propose to train the ML models, often neural network models, by directly optimizing the quality of decisions made by the optimization solvers. Based on recent work that proposed a Noise Contrastive Estimation loss over a subset of the solution space, we observe that predict-and-optimize can more generally be seen as a learning-to-rank problem. That is, the goal is to learn an objective function that ranks the feasible points correctly. This approach is independent of the optimization method used and of the form of the objective function. We develop pointwise, pairwise and listwise ranking loss functions, which can be differentiated in closed form given a subset of solutions. We empirically investigate the quality of our generic method compared to existing predict-and-optimize approaches with competitive results. Furthermore, controlling the subset of solutions allows controlling the runtime considerably, with limited effect on regret.
If the trend of learned components eventually outperforming their hand-crafted version continues, learned optimizers will eventually outperform hand-crafted optimizers like SGD or Adam. Even if learned optimizers (L2Os) eventually outpace hand-crafted ones in practice however, they are still not provably convergent and might fail out of distribution. These are the questions addressed here. Currently, learned optimizers frequently outperform generic hand-crafted optimizers (such as gradient descent) at the beginning of learning but they generally plateau after some time while the generic algorithms continue to make progress and often overtake the learned algorithm as Aesop's tortoise which overtakes the hare and are not. L2Os also still have a difficult time generalizing out of distribution. (Heaton et al., 2020) proposed Safeguarded L2O (GL2O) which can take a learned optimizer and safeguard it with a generic learning algorithm so that by conditionally switching between the two, the resulting algorithm is provably convergent. We propose a new class of Safeguarded L2O, called Loss-Guarded L2O (LGL2O), which is both conceptually simpler and computationally less expensive. The guarding mechanism decides solely based on the expected future loss value of both optimizers. Furthermore, we show theoretical proof of LGL2O's convergence guarantee and empirical results comparing to GL2O and other baselines showing that it combines the best of both L2O and SGD and and in practice converges much better than GL2O.
The choices of hyperparameters have critical effects on the performance of machine learning models. In this paper, we present a general framework that is able to construct an adaptive optimizer, which automatically adjust the appropriate algorithm and parameters in the process of optimization. Examining the method of adaptive optimizer, we product an example of using genetic algorithm to construct an adaptive optimizer based on Bayesian Optimizer and compared effectiveness with original optimizer. Especially, It has great advantages in parallel optimization.
The framework of Simulation-to-real learning, i.e, learning policies in simulation and transferring those policies to the real world is one of the most promising approaches towards data-efficient learning in robotics. However, due to the inevitable reality gap between the simulation and the real world, a policy learned in the simulation may not always generate a safe behaviour on the real robot. As a result, during adaptation of the policy in the real world, the robot may damage itself or cause harm to its surroundings. In this work, we introduce a novel learning algorithm called SafeAPT that leverages a diverse repertoire of policies evolved in the simulation and transfers the most promising safe policy to the real robot through episodic interaction. To achieve this, SafeAPT iteratively learns a probabilistic reward model as well as a safety model using real-world observations combined with simulated experiences as priors. Then, it performs Bayesian optimization on the repertoire with the reward model while maintaining the specified safety constraint using the safety model. SafeAPT allows a robot to adapt to a wide range of goals safely with the same repertoire of policies evolved in the simulation. We compare SafeAPT with several baselines, both in simulated and real robotic experiments and show that SafeAPT finds high-performance policies within a few minutes in the real world while minimizing safety violations during the interactions.
The combination of Reinforcement Learning (RL) with deep learning has led to a series of impressive feats, with many believing (deep) RL provides a path towards generally capable agents. However, the success of RL agents is often highly sensitive to design choices in the training process, which may require tedious and error-prone manual tuning. This makes it challenging to use RL for new problems, while also limits its full potential. In many other areas of machine learning, AutoML has shown it is possible to automate such design choices and has also yielded promising initial results when applied to RL. However, Automated Reinforcement Learning (AutoRL) involves not only standard applications of AutoML but also includes additional challenges unique to RL, that naturally produce a different set of methods. As such, AutoRL has been emerging as an important area of research in RL, providing promise in a variety of applications from RNA design to playing games such as Go. Given the diversity of methods and environments considered in RL, much of the research has been conducted in distinct subfields, ranging from meta-learning to evolution. In this survey we seek to unify the field of AutoRL, we provide a common taxonomy, discuss each area in detail and pose open problems which would be of interest to researchers going forward.
We address the issue of tuning hyperparameters (HPs) for imitation learning algorithms in the context of continuous-control, when the underlying reward function of the demonstrating expert cannot be observed at any time. The vast literature in imitation learning mostly considers this reward function to be available for HP selection, but this is not a realistic setting. Indeed, would this reward function be available, it could then directly be used for policy training and imitation would not be necessary. To tackle this mostly ignored problem, we propose a number of possible proxies to the external reward. We evaluate them in an extensive empirical study (more than 10'000 agents across 9 environments) and make practical recommendations for selecting HPs. Our results show that while imitation learning algorithms are sensitive to HP choices, it is often possible to select good enough HPs through a proxy to the reward function.
Since deep neural networks were developed, they have made huge contributions to everyday lives. Machine learning provides more rational advice than humans are capable of in almost every aspect of daily life. However, despite this achievement, the design and training of neural networks are still challenging and unpredictable procedures. To lower the technical thresholds for common users, automated hyper-parameter optimization (HPO) has become a popular topic in both academic and industrial areas. This paper provides a review of the most essential topics on HPO. The first section introduces the key hyper-parameters related to model training and structure, and discusses their importance and methods to define the value range. Then, the research focuses on major optimization algorithms and their applicability, covering their efficiency and accuracy especially for deep learning networks. This study next reviews major services and toolkits for HPO, comparing their support for state-of-the-art searching algorithms, feasibility with major deep learning frameworks, and extensibility for new modules designed by users. The paper concludes with problems that exist when HPO is applied to deep learning, a comparison between optimization algorithms, and prominent approaches for model evaluation with limited computational resources.
Deep learning has penetrated all aspects of our lives and brought us great convenience. However, the process of building a high-quality deep learning system for a specific task is not only time-consuming but also requires lots of resources and relies on human expertise, which hinders the development of deep learning in both industry and academia. To alleviate this problem, a growing number of research projects focus on automated machine learning (AutoML). In this paper, we provide a comprehensive and up-to-date study on the state-of-the-art AutoML. First, we introduce the AutoML techniques in details according to the machine learning pipeline. Then we summarize existing Neural Architecture Search (NAS) research, which is one of the most popular topics in AutoML. We also compare the models generated by NAS algorithms with those human-designed models. Finally, we present several open problems for future research.
We consider the task of learning the parameters of a {\em single} component of a mixture model, for the case when we are given {\em side information} about that component, we call this the "search problem" in mixture models. We would like to solve this with computational and sample complexity lower than solving the overall original problem, where one learns parameters of all components. Our main contributions are the development of a simple but general model for the notion of side information, and a corresponding simple matrix-based algorithm for solving the search problem in this general setting. We then specialize this model and algorithm to four common scenarios: Gaussian mixture models, LDA topic models, subspace clustering, and mixed linear regression. For each one of these we show that if (and only if) the side information is informative, we obtain parameter estimates with greater accuracy, and also improved computation complexity than existing moment based mixture model algorithms (e.g. tensor methods). We also illustrate several natural ways one can obtain such side information, for specific problem instances. Our experiments on real data sets (NY Times, Yelp, BSDS500) further demonstrate the practicality of our algorithms showing significant improvement in runtime and accuracy.
We develop an approach to risk minimization and stochastic optimization that provides a convex surrogate for variance, allowing near-optimal and computationally efficient trading between approximation and estimation error. Our approach builds off of techniques for distributionally robust optimization and Owen's empirical likelihood, and we provide a number of finite-sample and asymptotic results characterizing the theoretical performance of the estimator. In particular, we show that our procedure comes with certificates of optimality, achieving (in some scenarios) faster rates of convergence than empirical risk minimization by virtue of automatically balancing bias and variance. We give corroborating empirical evidence showing that in practice, the estimator indeed trades between variance and absolute performance on a training sample, improving out-of-sample (test) performance over standard empirical risk minimization for a number of classification problems.
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