LGJan 28
Conditional PED-ANOVA: Hyperparameter Importance in Hierarchical & Dynamic Search SpacesKaito Baba, Yoshihiko Ozaki, Shuhei Watanabe
We propose conditional PED-ANOVA (condPED-ANOVA), a principled framework for estimating hyperparameter importance (HPI) in conditional search spaces, where the presence or domain of a hyperparameter can depend on other hyperparameters. Although the original PED-ANOVA provides a fast and efficient way to estimate HPI within the top-performing regions of the search space, it assumes a fixed, unconditional search space and therefore cannot properly handle conditional hyperparameters. To address this, we introduce a conditional HPI for top-performing regions and derive a closed-form estimator that accurately reflects conditional activation and domain changes. Experiments show that naive adaptations of existing HPI estimators yield misleading or uninterpretable importance estimates in conditional settings, whereas condPED-ANOVA consistently provides meaningful importances that reflect the underlying conditional structure.
LGOct 3, 2025
OptunaHub: A Platform for Black-Box OptimizationYoshihiko Ozaki, Shuhei Watanabe, Toshihiko Yanase
Black-box optimization (BBO) drives advances in domains such as AutoML and Materials Informatics, yet research efforts often remain fragmented across domains. We introduce OptunaHub (https://hub.optuna.org/), a community platform that centralizes BBO methods and benchmarks. OptunaHub provides unified Python APIs, a contributor package registry, and a web interface to promote searchability and cross-domain research. OptunaHub aims to foster a virtuous cycle of contributions and applications. The source code is publicly available in the optunahub, optunahub-registry, and optunahub-web repositories under the Optuna organization on GitHub (https://github.com/optuna/).
LGDec 13, 2020
Warm Starting CMA-ES for Hyperparameter OptimizationMasahiro Nomura, Shuhei Watanabe, Youhei Akimoto et al.
Hyperparameter optimization (HPO), formulated as black-box optimization (BBO), is recognized as essential for automation and high performance of machine learning approaches. The CMA-ES is a promising BBO approach with a high degree of parallelism, and has been applied to HPO tasks, often under parallel implementation, and shown superior performance to other approaches including Bayesian optimization (BO). However, if the budget of hyperparameter evaluations is severely limited, which is often the case for end users who do not deserve parallel computing, the CMA-ES exhausts the budget without improving the performance due to its long adaptation phase, resulting in being outperformed by BO approaches. To address this issue, we propose to transfer prior knowledge on similar HPO tasks through the initialization of the CMA-ES, leading to significantly shortening the adaptation time. The knowledge transfer is designed based on the novel definition of task similarity, with which the correlation of the performance of the proposed approach is confirmed on synthetic problems. The proposed warm starting CMA-ES, called WS-CMA-ES, is applied to different HPO tasks where some prior knowledge is available, showing its superior performance over the original CMA-ES as well as BO approaches with or without using the prior knowledge.