A Light-Weight Multi-Objective Asynchronous Hyper-Parameter Optimizer

Autor: Maher, Gabriel, Boyd, Stephen, Kochenderfer, Mykel, Matache, Cristian, Reuter, Dylan, Ulitsky, Alex, Yukhymuk, Slava, Kopman, Leonid
Rok vydání: 2022
Předmět:
Druh dokumentu: Working Paper
Popis: We describe a light-weight yet performant system for hyper-parameter optimization that approximately minimizes an overall scalar cost function that is obtained by combining multiple performance objectives using a target-priority-limit scalarizer. It also supports a trade-off mode, where the goal is to find an appropriate trade-off among objectives by interacting with the user. We focus on the common scenario where there are on the order of tens of hyper-parameters, each with various attributes such as a range of continuous values, or a finite list of values, and whether it should be treated on a linear or logarithmic scale. The system supports multiple asynchronous simulations and is robust to simulation stragglers and failures.
Databáze: arXiv