Hyper Parameters are those parameters which we set for training. Hyperparameters have major impacts on accuracy and efficiency while training the model. Therefore it needed to be set accurately to get better and efficient results. Let’s first discuss some Exhaustive Search Methods to optimize the hyperparameter.
Exhaustive Search Methods
In Grid Search, the possible values of hyperparameters are defined into the set. Then these sets of possible values of hyperparameters are combined by using Cartesian product and form a multidimensional grid. Then we try all the parameters in the grid and select the hyperparameter setting with the best result.
This is another variant of Grid Search in which instead of trying all the points in the grid we try random points. This solves the couple of problems that are in Grid Search such as we don’t need to expand our search space exponentially every time adding new hyperparameter
Random Search and Grid Search are easy to implement and can run in parallel but here few drawbacks of these algorithm:
- If the hyperparameter search space is large, it takes a lot of time and computational power to optimize the hyperparameter.
- There is no guarantee that these algorithms find local maxima if the sample is not meticulously done.
Instead of random guess, In bayesian optimization we use our previous knowledge to guess the hyper parameter. They use these results to form a probabilistic model mapping hyperparameters to a probability function of a score on the objective function. These probability function is defined below.
This function is also called “surrogate” of objective function. It is much easier to optimize than Objective function. Below are the steps for applying Bayesian Optimization for hyperparameter optimization:
- Build a surrogate probability model of the objective function
- Find the hyperparameters that perform best on the surrogate
- Apply these hyperparameters to the original objective function
- Update the surrogate model by using the new results
- Repeat steps 2–4 until n number of iteration
Sequential Model-Based Optimization:
Sequential Model-Based Optimization (SMBO) is a method of applying Bayesian optimization. Here sequential refers to running trials one after another, each time improving hyperparameters by applying Bayesian probability model (surrogate).
There are 5 important parameters of SMBO:
- Domain of the hyperparameter over which .
- An objective function which outputs a score which we want to optimize.
- A surrogate distribution of objective function
- A selection function to select which hyperparameter to choose next. Generally we take Expected Improvement into the consideration
- A data structure contains history of previous (score, hyperparmeter) pairs which are used in previous iterations.
There are many different version SMBO hyperparameter optimization algorithm. These common difference between them is the surrogate functions. Some surrogate function such as Gaussian Process, Random Forest Regression, Tree Prazen Estimator. In this post we will discuss Tree Prazen Estimator below.
Tree Prazen Estimators:
Tree Prazen Estimators uses tree-structure for optimizing the hyperparameter. Many hyperprameter can be optimized by using this method such as number of layers, optimizer in the model, number of neurons in each layer. In tree prazen estimator instead of calculating P(y | x ) we calculate P(x|y) and P(y) (where y is an intermediate score that decides how good this hyperparameter values such as validation loss and x is hyperparameter).
In first of Tree Prazen Estimator, we sample the validation loss by random search in order to initialize the algorithm. Then we divide the observations into two groups: the best performing one (e.g. the upper quartile) and the rest, taking y* as the splitting value for the two groups.
Then we calculate the probability of hyperparameter being in each of these groups such as
The two densities and g are modelled using Parzen estimators (also known as kernel density estimators) which are a simple average of kernels centred on existing data points.
P(y) is calculated using the fact that p(y<y*)=? which defines the percentile split in the two categories.
Using Baye’s rule (i.e. p(x, y) = p(y) p(x|y) ), it can be shown ) that the definition of expected improvements equivalent to f(x)/g(x).
In this final step we try to maximize the f(x)/g(x)
The biggest disadvantage of Tree Prazen Estimator that it selects hyperparameter independently of each other, that somehow effects the efficiency and computation required because in most of the neural networks they are relationships between different hperparameters
Other Hyperparameter Estimation Algorithms:
The underlying principle of this algorithm is that if a hyperparameter configuration is destined to be the best after a large number of iterations, it is more likely to perform in the top half of configurations after a small number of iterations. Below is step-by-step implementation of Hyperband.
- Randomly sample n number of hyperparameter sets in the search space.
- After k iterations evaluate the validation loss of these hyperpameters.
- Discard the half of lowest performing hyperparameters .
- Run the good ones for k iterations more and evaluate and discard the bottom half.
- Repeat until we have only one model of hyperparameter left.
- If number of samples is large some good performing hyperparameter sets which required some time to converge may be discarded early in the optimization.
Population based Training (PBT):
Population based Training (PBT) starts similar to random based training by training many models in parallel. But rather than the networks training independently, it uses information from the remainder of the population to refine the hyperparameters and direct computational resources to models which show promise. This takes its inspiration from genetic algorithms where each member of the population, referred to as a worker, can exploit information from the rest of the population. for instance, a worker might copy the model parameters from a far better performing worker. It also can explore new hyperparameters by changing the present values randomly.
Bayesian Optimization and HyperBand (BOHB):
BOHB (Bayesian Optimization and HyperBand) is a combination of the Hyperband algorithm and Bayesian optimization. First, it uses Hyperband capability to sample many configurations with a small budget to explore quickly and efficiently the hyper-parameter search space and get very soon promising configurations, then it uses the Bayesian optimizer predictive capability to propose set of hyperparameters that are close to optimum.This algorithm can also be run in parallel (as Hyperband) which overcomes a strong drawback of Bayesian optimization.
- Random Search For Hyperparameter Optimization
- Algorithms for Hyper-Parameter Optimization
- Hyperband: A Novel Bandit-Based Approach to Hyperparameter Optimization
- PBT Deepmind Blog
- Difference Between Model Parameters VS HyperParameters
- Uni-variate Optimization vs Multivariate Optimization
- Introduction to Ant Colony Optimization
- Unconstrained Multivariate Optimization
- Multivariate Optimization - KKT Conditions
- Optimization for Data Science
- Nature-Inspired Optimization Algorithms
- Uni-variate Optimization - Data Science
- Optimization techniques for Gradient Descent
- Multivariate Optimization with Equality Constraint
- Multivariate Optimization - Gradient and Hessian
- Multivariate Optimization and its Types - Data Science
- Local and Global Optimum in Uni-variate Optimization
- ADAM (Adaptive Moment Estimation) Optimization | ML
- Introduction to Resampling methods
- Encoding Methods in Genetic Algorithm
- Difference between Parametric and Non-Parametric Methods
If you like GeeksforGeeks and would like to contribute, you can also write an article using contribute.geeksforgeeks.org or mail your article to email@example.com. See your article appearing on the GeeksforGeeks main page and help other Geeks.
Please Improve this article if you find anything incorrect by clicking on the "Improve Article" button below.