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Meta-hyperband: Hyperparameter Optimization with Meta-learning and Coarse-to-Fine

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Intelligent Data Engineering and Automated Learning – IDEAL 2020 (IDEAL 2020)

Abstract

Hyperparameter optimization is one of the main pillars of machine learning algorithms. In this paper, we introduce Meta-Hyperband: a Hyperband based algorithm that improves the hyperparameter optimization by adding levels of exploitation. Unlike Hyperband method, which is a pure exploration bandit-based approach for hyperparameter optimization, our meta approach generates a trade-off between exploration and exploitation by combining the Hyperband method with meta-learning and Coarse-to-Fine modules. We analyze the performance of Meta-Hyperband on various datasets to tune the hyperparameters of CNN and SVM. The experiments indicate that in many cases Meta-Hyperband can discover hyperparameter configurations with higher quality than Hyperband, using similar amounts of resources. In particular, we discovered a CNN configuration for classifying CIFAR10 dataset which has a 3% higher performance than the configuration founded by Hyperband, and is also 0.3% more accurate than the best-reported configuration of the Bayesian optimization approach. Additionally, we release a publicly available pool of historically well-performed configurations on several datasets for CNN and SVM to ease the adoption of Meta-Hyperband.

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Notes

  1. 1.

    Our sources \(\rightarrow \) https://github.com/saminpayro/Meta_Hyperband_implementation.

  2. 2.

    See “example layers” directory in http://code.google.com/p/cuda-convnet/.

  3. 3.

    https://code.google.com/archive/p/cuda-convnet2/.

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Acknowledgments

This study is supported by MLwin (Maschinelles Lernen mit Wissensgraphen, GA 01IS18050F of the German Federal Ministry of Education and Research), by the EU project Cleopatra (GA 812997) and by the Marie Skłodowska-Curie GA 801522 at the ADAPT SFI Research Centre (grant 13/RC/2106).

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Correspondence to Afshin Sadeghi .

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Payrosangari, S., Sadeghi, A., Graux, D., Lehmann, J. (2020). Meta-hyperband: Hyperparameter Optimization with Meta-learning and Coarse-to-Fine. In: Analide, C., Novais, P., Camacho, D., Yin, H. (eds) Intelligent Data Engineering and Automated Learning – IDEAL 2020. IDEAL 2020. Lecture Notes in Computer Science(), vol 12490. Springer, Cham. https://doi.org/10.1007/978-3-030-62365-4_32

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  • DOI: https://doi.org/10.1007/978-3-030-62365-4_32

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  • Online ISBN: 978-3-030-62365-4

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