Targeted Hyperparameter Optimization with Lexicographic Preferences Over Multiple Objectives

Shaokun Zhang; Feiran Jia; Chi Wang; Qingyun Wu

ICLR 2023top-5%33 citations

Targeted Hyperparameter Optimization with Lexicographic Preferences Over Multiple Objectives

Shaokun Zhang, Feiran Jia, Chi Wang, Qingyun Wu

Abstract

Motivated by various practical applications, we propose a novel and general formulation of targeted multi-objective hyperparameter optimization. Our formulation allows a clear specification of an automatable optimization goal using lexicographic preference over multiple objectives. We then propose a randomized directed search method named LexiFlow to solve this problem. We demonstrate the strong empirical performance of the proposed algorithm in multiple hyperparameter optimization tasks.

Automatic Machine learningHyperparameter tuningLexicographic preference

BibTeX

@inproceedings{
zhang2023targeted,
title={Targeted Hyperparameter Optimization with Lexicographic Preferences Over Multiple Objectives},
author={Shaokun Zhang and Feiran Jia and Chi Wang and Qingyun Wu},
booktitle={The Eleventh International Conference on Learning Representations },
year={2023},
url={https://openreview.net/forum?id=0Ij9_q567Ma}
}