In-Context Freeze-Thaw Bayesian Optimization for Hyperparameter Optimization
With the increasing computational costs associated with deep learning, automated hyperparameter optimization methods, strongly relying on black-box Bayesian optimization (BO), face limitations. Freeze-thaw BO offers a promising grey-box alternative, strategically allocating scarce resources incrementally to different configurations. However, the frequent surrogate model updates inherent to this approach pose challenges for existing methods, requiring retraining or fine-tuning their neural network surrogates online, introducing overhead, instability, and hyper-hyperparameters. In this work, we propose FT-PFN, a novel surrogate for Freeze-thaw style BO. FT-PFN is a prior-data fitted network (PFN) that leverages the transformers' in-context learning ability to efficiently and reliably do Bayesian learning curve extrapolation in a single forward pass. Our empirical analysis across three benchmark suites shows that the predictions made by FT-PFN are more accurate and 10-100 times faster than those of the deep Gaussian process and deep ensemble surrogates used in previous work. Furthermore, we show that, when combined with our novel acquisition mechanism (MFPI-random), the resulting in-context freeze-thaw BO method (ifBO), yields new state-of-the-art performance in the same three families of deep learning HPO benchmarks considered in prior work.
Code (2)
Tasks
Bayesian OptimizationHyperparameter OptimizationIn-Context LearningMethods 이 논문이 사용한 방법론
Similar Papers 제목 키워드 기반
Cost-Sensitive Freeze-thaw Bayesian Optimization for Efficient Hyperparameter Tuning
In this paper, we address the problem of \emph{cost-sensitive} hyperparameter optimization (HPO) built upon freeze-thaw Bayesian optimization (BO). Specifically, we assume a scenario where users want to early-stop the HP…
Hyperparameter OptimizationTransfer LearningTune My Adam, Please!
The Adam optimizer remains one of the most widely used optimizers in deep learning, and effectively tuning its hyperparameters is key to optimizing performance. However, tuning can be tedious and costly. Freeze-thaw Baye…
Hyperparameter OptimizationFreeze-Thaw Bayesian Optimization
In this paper we develop a dynamic form of Bayesian optimization for machine learning models with the goal of rapidly finding good hyperparameter settings. Our method uses the partial information gained during the traini…
Bayesian OptimizationBIG-bench Machine LearningXylem embolism and bubble formation during freezing suggest complex dynamics of pressure-tension in Betula pendula stems
Freeze-thaw-induced embolism is a key limiting factor for perennial plants in frost-exposed environments. Gas bubbles are formed during freezing and expand during thawing resulting in xylem embolism. However, when water …
An Autoencoder Architecture for L-band Passive Microwave Retrieval of Landscape Freeze-Thaw Cycle
Estimating the landscape and soil freeze-thaw (FT) dynamics in the Northern Hemisphere is crucial for understanding permafrost response to global warming and changes in regional and global carbon budgets. A new framework…
Anomaly DetectionRetrievalTime SeriesTime Series Anomaly Detection