Hyperparameters are configuration variables controlling the behavior of machine learning algorithms. They are ubiquitous in machine learning and artificial intelligence and the choice of their values determine the effectiveness of systems based on these technologies. Manual hyperparameter search is often unsatisfactory and becomes unfeasible when the number of hyperparameters is large. Automating the search is an important step towards automating machine learning, freeing researchers and practitioners alike from the burden of finding a good set of hyperparameters by trial and error. In this survey, we present a unified treatment of hyperparameter optimization, providing the reader with examples and insights into the state-of-the-art. We cover the main families of techniques to automate hyperparameter search, often referred to as hyperparameter optimization or tuning, including random and quasi-random search, bandit-, model- and gradient- based approaches. We further discuss extensions, including online, constrained, and multi-objective formulations, touch upon connections with other fields such as meta-learning and neural architecture search, and conclude with open questions and future research directions.

Pre-trained language models (PLM), for example BERT or RoBERTa, mark the state-of-the-art for natural language understanding task when fine-tuned on labeled data. However, their large size poses challenges in deploying them for inference in real-world applications, due to significant GPU memory requirements and high inference latency. This paper explores neural architecture search (NAS) for structural pruning to find sub-parts of the fine-tuned network that optimally trade-off efficiency, for example in terms of model size or latency, and generalization performance. We also show how we can utilize more recently developed two-stage weight-sharing NAS approaches in this setting to accelerate the search process. Unlike traditional pruning methods with fixed thresholds, we propose to adopt a multi-objective approach that identifies the Pareto optimal set of sub-networks, allowing for a more flexible and automated compression process.

Bayesian optimization (BO) is a popular method for optimizing expensive-to-evaluate black-box functions. BO budgets are typically given in iterations, which implicitly assumes each evaluation has the same cost. In fact, in many BO applications, evaluation costs vary significantly in different regions of the search space. In hyperparameter optimization, the time spent on neural network training increases with layer size; in clinical trials, the monetary cost of drug compounds vary; and in optimal control, control actions have differing complexities. Cost-constrained BO measures convergence with alternative cost metrics such as time, money, or energy, for which the sample efficiency of standard BO methods is ill-suited. For cost-constrained BO, cost efficiency is far more important than sample efficiency. In this paper, we formulate cost-constrained BO as a constrained Markov decision process (CMDP), and develop an efficient rollout approximation to the optimal CMDP policy that takes both the cost and future iterations into account. We validate our method on a collection of hyperparameter optimization problems as well as a sensor set selection application.

Bayesian Optimization (BO) is a successful methodology to tune the hyperparameters of machine learning algorithms. The user defines a metric of interest, such as the validation error, and BO finds the optimal hyperparameters that minimize it. However, the metric improvements on the validation set may not translate to the test set, especially on small datasets. In other words, BO can overfit. While cross-validation mitigates this, it comes with high computational cost. In this paper, we carry out the first systematic investigation of overfitting in BO and demonstrate that this is a serious yet often overlooked concern in practice. We propose the first problem-adaptive and interpretable criterion to early stop BO, reducing overfitting while mitigating the cost of cross-validation. Experimental results on real-world hyperparameter optimization tasks show that our approach can substantially reduce compute time with little to no loss of test accuracy,demonstrating a clear practical advantage over existing techniques.

Tuning complex machine learning systems is challenging. Machine learning models typically expose a set of hyperparameters, be it regularization, architecture, or optimization parameters, whose careful tuning is critical to achieve good performance. To democratize access to such systems, it is essential to automate this tuning process. This paper presents Amazon SageMaker Automatic Model Tuning (AMT), a fully managed system for black-box optimization at scale. AMT finds the best version of a machine learning model by repeatedly training it with different hyperparameter configurations. It leverages either random search or Bayesian optimization to choose the hyperparameter values resulting in the best-performing model, as measured by the metric chosen by the user. AMT can be used with built-in algorithms, custom algorithms, and Amazon SageMaker pre-built containers for machine learning frameworks. We discuss the core functionality, system architecture and our design principles. We also describe some more advanced features provided by AMT, such as automated early stopping and warm-starting, demonstrating their benefits in experiments.

Bayesian optimization (BO) is a popular method to optimize expensive black-box functions. It efficiently tunes machine learning algorithms under the implicit assumption that hyperparameter evaluations cost approximately the same. In reality, the cost of evaluating different hyperparameters, be it in terms of time, dollars or energy, can span several orders of magnitude of difference. While a number of heuristics have been proposed to make BO cost-aware, none of these have been proven to work robustly. In this work, we reformulate cost-aware BO in terms of Pareto efficiency and introduce the cost Pareto Front, a mathematical object allowing us to highlight the shortcomings of commonly used acquisition functions. Based on this, we propose a novel Pareto-efficient adaptation of the expected improvement. On 144 real-world black-box function optimization problems we show that our Pareto-efficient acquisition functions significantly outperform previous solutions, bringing up to 50% speed-ups while providing finer control over the cost-accuracy trade-off. We also revisit the common choice of Gaussian process cost models, showing that simple, low-variance cost models predict training times effectively.

Given the increasing importance of machine learning (ML) in our lives, algorithmic fairness techniques have been proposed to mitigate biases that can be amplified by ML. Commonly, these specialized techniques apply to a single family of ML models and a specific definition of fairness, limiting their effectiveness in practice. We introduce a general constrained Bayesian optimization (BO) framework to optimize the performance of any ML model while enforcing one or multiple fairness constraints. BO is a global optimization method that has been successfully applied to automatically tune the hyperparameters of ML models. We apply BO with fairness constraints to a range of popular models, including random forests, gradient boosting, and neural networks, showing that we can obtain accurate and fair solutions by acting solely on the hyperparameters. We also show empirically that our approach is competitive with specialized techniques that explicitly enforce fairness constraints during training, and outperforms preprocessing methods that learn unbiased representations of the input data. Moreover, our method can be used in synergy with such specialized fairness techniques to tune their hyperparameters. Finally, we study the relationship between hyperparameters and fairness of the generated model. We observe a correlation between regularization and unbiased models, explaining why acting on the hyperparameters leads to ML models that generalize well and are fair.

Bayesian optimization (BO) is a popular methodology to tune the hyperparameters of expensive black-box functions. Despite its success, standard BO focuses on a single task at a time and is not designed to leverage information from related functions, such as tuning performance metrics of the same algorithm across multiple datasets. In this work, we introduce a novel approach to achieve transfer learning across different datasets as well as different metrics. The main idea is to regress the mapping from hyperparameter to metric quantiles with a semi-parametric Gaussian Copula distribution, which provides robustness against different scales or outliers that can occur in different tasks. We introduce two methods to leverage this estimation: a Thompson sampling strategy as well as a Gaussian Copula process using such quantile estimate as a prior. We show that these strategies can combine the estimation of multiple metrics such as runtime and accuracy, steering the optimization toward cheaper hyperparameters for the same level of accuracy. Experiments on an extensive set of hyperparameter tuning tasks demonstrate significant improvements over state-of-the-art methods.

Bayesian optimization (BO) is a successful methodology to optimize black-box functions that are expensive to evaluate. While traditional methods optimize each black-box function in isolation, there has been recent interest in speeding up BO by transferring knowledge across multiple related black-box functions. In this work, we introduce a method to automatically design the BO search space by relying on evaluations of previous black-box functions. We depart from the common practice of defining a set of arbitrary search ranges a priori by considering search space geometries that are learned from historical data. This simple, yet effective strategy can be used to endow many existing BO methods with transfer learning properties. Despite its simplicity, we show that our approach considerably boosts BO by reducing the size of the search space, thus accelerating the optimization of a variety of black-box optimization problems. In particular, the proposed approach combined with random search results in a parameter-free, easy-to-implement, robust hyperparameter optimization strategy. We hope it will constitute a natural baseline for further research attempting to warm-start BO.

Word meaning changes over time, depending on linguistic and extra-linguistic factors. Associating a word's correct meaning in its historical context is a critical challenge in diachronic research, and is relevant to a range of NLP tasks, including information retrieval and semantic search in historical texts. Bayesian models for semantic change have emerged as a powerful tool to address this challenge, providing explicit and interpretable representations of semantic change phenomena. However, while corpora typically come with rich metadata, existing models are limited by their inability to exploit contextual information (such as text genre) beyond the document time-stamp. This is particularly critical in the case of ancient languages, where lack of data and long diachronic span make it harder to draw a clear distinction between polysemy and semantic change, and current systems perform poorly on these languages. We develop GASC, a dynamic semantic change model that leverages categorical metadata about the texts' genre information to boost inference and uncover the evolution of meanings in Ancient Greek corpora. In a new evaluation framework, we show that our model achieves improved predictive performance compared to the state of the art.