A Comparative study of Hyper-Parameter Optimization Tools
This study addresses the need for efficient hyper-parameter optimization in machine learning, particularly for industrial-scale applications, but it is incremental as it compares existing tools without introducing new methods.
The paper compares four hyper-parameter optimization tools (Optuna, Hyper-opt, Optunity, and SMAC) on benchmarks including a CASH problem and a NeurIPS black-box optimization challenge using six real-world datasets, finding that Optuna performs better for the CASH problem and HyperOpt for the MLP problem.
Most of the machine learning models have associated hyper-parameters along with their parameters. While the algorithm gives the solution for parameters, its utility for model performance is highly dependent on the choice of hyperparameters. For a robust performance of a model, it is necessary to find out the right hyper-parameter combination. Hyper-parameter optimization (HPO) is a systematic process that helps in finding the right values for them. The conventional methods for this purpose are grid search and random search and both methods create issues in industrial-scale applications. Hence a set of strategies have been recently proposed based on Bayesian optimization and evolutionary algorithm principles that help in runtime issues in a production environment and robust performance. In this paper, we compare the performance of four python libraries, namely Optuna, Hyper-opt, Optunity, and sequential model-based algorithm configuration (SMAC) that has been proposed for hyper-parameter optimization. The performance of these tools is tested using two benchmarks. The first one is to solve a combined algorithm selection and hyper-parameter optimization (CASH) problem The second one is the NeurIPS black-box optimization challenge in which a multilayer perception (MLP) architecture has to be chosen from a set of related architecture constraints and hyper-parameters. The benchmarking is done with six real-world datasets. From the experiments, we found that Optuna has better performance for CASH problem and HyperOpt for MLP problem.