In contrast, in non-private settings, practitioners commonly utilize "adaptive" hyperparameter optimization methods such as Gaussian process-based optimization, which select the next candidate based on information gathered from previous outputs. This substantial contrast between private and non-private hyperparameter optimization underscores a critical concern. In our paper, we introduce DP-HyPO, a pioneering framework for "adaptive"

Hyperparameter optimization, also known as hyperparameter tuning, is a widely recognized technique for improving model performance. Regrettably, when training private ML models, many practitioners often overlook the privacy risks associated with hyperparameter optimization, which could potentially expose sensitive information about the underlying dataset.Currently, the sole existing approach to allow privacy-preserving hyperparameter optimization is to uniformly and randomly select hyperparameters for a number of runs, subsequently reporting the best-performing hyperparameter.In contrast, in non-private settings, practitioners commonly utilize adaptive hyperparameter optimization methods such as Gaussian Process-based optimization, which select the next candidate based on information gathered from previous outputs.This substantial contrast between private and non-private hyperparameter optimization underscores a critical concern. In our paper, we introduce DP-HyPO, a pioneering framework for adaptive private hyperparameter optimization, aiming to bridge the gap between private and non-private hyperparameter optimization. To accomplish this, we provide a comprehensive differential privacy analysis of our framework. Furthermore, we empirically demonstrate the effectiveness of DP-HyPO on a diverse set of real-world datasets.

Hyperparameters of Deep Learning (DL) pipelines are crucial for their downstream performance. While a large number of methods for Hyperparameter Optimization (HPO) have been developed, their incurred costs are often untenable for modern DL.Consequently, manual experimentation is still the most prevalent approach to optimize hyperparameters, relying on the researcher's intuition, domain knowledge, and cheap preliminary explorations.To resolve this misalignment between HPO algorithms and DL researchers, we propose PriorBand, an HPO algorithm tailored to DL, able to utilize both expert beliefs and cheap proxy tasks. Empirically, we demonstrate PriorBand's efficiency across a range of DL benchmarks and show its gains under informative expert input and robustness against poor expert beliefs.

Recent empirical work shows that inconsistent results based on choice of hyperparameter optimization (HPO) configuration are a widespread problem in ML research. When comparing two algorithms J and K searching one subspace can yield the conclusion that J outperforms K, whereas searching another can entail the opposite. In short, the way we choose hyperparameters can deceive us. We provide a theoretical complement to this prior work, arguing that, to avoid such deception, the process of drawing conclusions from HPO should be made more rigorous. We call this process epistemic hyperparameter optimization (EHPO), and put forth a logical framework to capture its semantics and how it can lead to inconsistent conclusions about performance. Our framework enables us to prove EHPO methods that are guaranteed to be defended against deception, given bounded compute time budget t. We demonstrate our framework's utility by proving and empirically validating a defended variant of random search.

Hyperparameter Optimization (HPO) plays a pivotal role in unleashing the potential of iterative machine learning models. This paper addresses a crucial aspect that has largely been overlooked in HPO: the impact of uncertainty in ML model training. The paper introduces the concept of uncertainty-aware HPO and presents a novel approach called the UQ-guided scheme for quantifying uncertainty. This scheme offers a principled and versatile method to empower HPO techniques in handling model uncertainty during their exploration of the candidate space.By constructing a probabilistic model and implementing probability-driven candidate selection and budget allocation, this approach enhances the quality of the resulting model hyperparameters. It achieves a notable performance improvement of over 50\% in terms of accuracy regret and exploration time.

Real-world datasets often exhibit temporal dynamics characterized by evolving data distributions. Disregarding this phenomenon, commonly referred to as concept drift, can significantly diminish a model's predictive accuracy. Furthermore, the presence of hyperparameters in online models exacerbates this issue. These parameters are typically fixed and cannot be dynamically adjusted by the user in response to the evolving data distribution. Gaussian Process (GP) models offer powerful non-parametric regression capabilities with uncertainty quantification, making them ideal for modeling complex data relationships in an online setting. However, conventional online GP methods face several critical limitations, including a lack of drift-awareness, reliance on fixed hyperparameters, vulnerability to data snooping, absence of a principled decay mechanism, and memory inefficiencies. In response, we propose DAO-GP (Drift-Aware Online Gaussian Process), a novel, fully adaptive, hyperparameter-free, decayed, and sparse non-linear regression model. DAO-GP features a built-in drift detection and adaptation mechanism that dynamically adjusts model behavior based on the severity of drift. Extensive empirical evaluations confirm DAO-GP's robustness across stationary conditions, diverse drift types (abrupt, incremental, gradual), and varied data characteristics. Analyses demonstrate its dynamic adaptation, efficient in-memory and decay-based management, and evolving inducing points. Compared with state-of-the-art parametric and non-parametric models, DAO-GP consistently achieves superior or competitive performance, establishing it as a drift-resilient solution for online non-linear regression.

Abstract--The widespread adoption of complex machine learning models in high-stakes domains has brought the "black-box" problem to the forefront of responsible AI research. This paper aims at addressing this issue by improving the Explainable Boosting Machine (EBM), a state-of-the-art glassbox model that delivers both high accuracy and complete transparency. The paper outlines three distinct enhancement methodologies: targeted hyperparameter optimization with Bayesian methods, the implementation of a custom multi-objective function for fairness for hyperparameter optimization, and a novel self-supervised pre-training pipeline for cold-start scenarios. All three methodologies are evaluated across standard benchmark datasets, including the Adult Income, Credit Card Fraud Detection, and UCI Heart Disease datasets. The analysis indicates that while the tuning process yielded marginal improvements in the primary ROC AUC metric, it led to a subtle but important shift in the model's decision-making behavior, demonstrating the value of a multi-faceted evaluation beyond a single performance score. This work is positioned as a critical step toward developing machine learning systems that are not only accurate but also robust, equitable, and transparent, meeting the growing demands of regulatory and ethical compliance. A. The Black-Box Problem in High-Stakes Domains The remarkable surge in the performance of machine learning models has led to their pervasive adoption across a multitude of domains, from retail and finance to medicine and judicial systems. Complex, high-performing models, such as deep neural networks and ensemble methods like Random Forest and XGBoost, have become the de facto standard for many tasks.

We introduce milearn, a Python package for multi-instance learning (MIL) that follows the familiar scikit-learn fit/predict interface while providing a unified framework for both classical and neural-network-based MIL algorithms for regression and classification. The package also includes built-in hyperparameter optimization designed specifically for small MIL datasets, enabling robust model selection in data-scarce scenarios. We demonstrate the versatility of milearn across a broad range of synthetic MIL benchmark datasets, including digit classification and regression, molecular property prediction, and protein-protein interaction (PPI) prediction. Special emphasis is placed on the key instance detection (KID) problem, for which the package provides dedicated support.

Hyperparameter optimization (HPO), as a central paradigm of AutoML, is crucial for leveraging the full potential of machine learning (ML) models; yet its complexity poses challenges in understanding and debugging the optimization process. We present DeepCAVE, a tool for interactive visualization and analysis, providing insights into HPO. Through an interactive dashboard, researchers, data scientists, and ML engineers can explore various aspects of the HPO process and identify issues, untouched potentials, and new insights about the ML model being tuned. By empowering users with actionable insights, DeepCAVE contributes to the interpretability of HPO and ML on a design level and aims to foster the development of more robust and efficient methodologies in the future.

Here, we propose to use neural networks as a powerful and scalable parametric model, while staying as close to a truly Bayesian treatment as possible.