Philipp Müller

Khang Le, Joaquín Torres-Sospedra, Philipp Müller

Fixed Radius Near Neighbor (FRNN) search is an alternative to the widely used k Nearest Neighbors (kNN) search. Unlike kNN, FRNN determines a label or an estimate for a test sample based on all training samples within a predefined distance. While this approach is beneficial in certain scenarios, assuming a fixed maximum distance for all training samples can decrease the accuracy of the FRNN. Therefore, in this paper we propose the Adaptive Radius Near Neighbor (ARNN) and the Weighted ARNN (WARNN), which employ adaptive distances and in latter case weights. All three methods are compared to kNN and twelve of its variants for a regression problem, namely WiFi fingerprinting indoor positioning, using 22 different datasets to provide a comprehensive analysis. While the performances of the tested FRNN and ARNN versions were amongst the worse, three of the four best methods in the test were WARNN versions, indicating that using weights together with adaptive distances achieves performance comparable or even better than kNN variants.

Katharina Eggensperger, Philipp Müller, Neeratyoy Mallik et al.

To achieve peak predictive performance, hyperparameter optimization (HPO) is a crucial component of machine learning and its applications. Over the last years, the number of efficient algorithms and tools for HPO grew substantially. At the same time, the community is still lacking realistic, diverse, computationally cheap, and standardized benchmarks. This is especially the case for multi-fidelity HPO methods. To close this gap, we propose HPOBench, which includes 7 existing and 5 new benchmark families, with a total of more than 100 multi-fidelity benchmark problems. HPOBench allows to run this extendable set of multi-fidelity HPO benchmarks in a reproducible way by isolating and packaging the individual benchmarks in containers. It also provides surrogate and tabular benchmarks for computationally affordable yet statistically sound evaluations. To demonstrate HPOBench's broad compatibility with various optimization tools, as well as its usefulness, we conduct an exemplary large-scale study evaluating 13 optimizers from 6 optimization tools. We provide HPOBench here: https://github.com/automl/HPOBench.

Philipp Müller

The K Nearest Neighbors (KNN) classifier is widely used in many fields such as fingerprint-based localization or medicine. It determines the class membership of unlabelled sample based on the class memberships of the K labelled samples, the so-called nearest neighbors, that are closest to the unlabelled sample. The choice of K has been the topic of various studies and proposed KNN-variants. Yet no variant has been proven to outperform all other variants. In this paper a KNN-variant is discussed which ensures that the K nearest neighbors are indeed close to the unlabelled sample and finds K along the way. The algorithm is tested and compared to the standard KNN in theoretical scenarios and for indoor localization based on ion-mobility spectrometry fingerprints. It achieves a higher classification accuracy than the KNN in the tests, while having the same computational demand.

Noor Awad, Ayushi Sharma, Philipp Muller et al.

Hyperparameter optimization (HPO) is a powerful technique for automating the tuning of machine learning (ML) models. However, in many real-world applications, accuracy is only one of multiple performance criteria that must be considered. Optimizing these objectives simultaneously on a complex and diverse search space remains a challenging task. In this paper, we propose MO-DEHB, an effective and flexible multi-objective (MO) optimizer that extends the recent evolutionary Hyperband method DEHB. We validate the performance of MO-DEHB using a comprehensive suite of 15 benchmarks consisting of diverse and challenging MO problems, including HPO, neural architecture search (NAS), and joint NAS and HPO, with objectives including accuracy, latency and algorithmic fairness. A comparative study against state-of-the-art MO optimizers demonstrates that MO-DEHB clearly achieves the best performance across our 15 benchmarks.

Katharina Eggensperger, Kai Haase, Philipp Müller et al.

In many fields of study, we only observe lower bounds on the true response value of some experiments. When fitting a regression model to predict the distribution of the outcomes, we cannot simply drop these right-censored observations, but need to properly model them. In this work, we focus on the concept of censored data in the light of model-based optimization where prematurely terminating evaluations (and thus generating right-censored data) is a key factor for efficiency, e.g., when searching for an algorithm configuration that minimizes runtime of the algorithm at hand. Neural networks (NNs) have been demonstrated to work well at the core of model-based optimization procedures and here we extend them to handle these censored observations. We propose (i)~a loss function based on the Tobit model to incorporate censored samples into training and (ii) use an ensemble of networks to model the posterior distribution. To nevertheless be efficient in terms of optimization-overhead, we propose to use Thompson sampling s.t. we only need to train a single NN in each iteration. Our experiments show that our trained regression models achieve a better predictive quality than several baselines and that our approach achieves new state-of-the-art performance for model-based optimization on two optimization problems: minimizing the solution time of a SAT solver and the time-to-accuracy of neural networks.

Marius Lindauer, Katharina Eggensperger, Matthias Feurer et al.

Hyperparameter optimization and neural architecture search can become prohibitively expensive for regular black-box Bayesian optimization because the training and evaluation of a single model can easily take several hours. To overcome this, we introduce a comprehensive tool suite for effective multi-fidelity Bayesian optimization and the analysis of its runs. The suite, written in Python, provides a simple way to specify complex design spaces, a robust and efficient combination of Bayesian optimization and HyperBand, and a comprehensive analysis of the optimization process and its outcomes.