In-Person Oral presentation / top 5% paper

Targeted Hyperparameter Optimization with Lexicographic Preferences Over Multiple Objectives

Shaokun Zhang · Feiran Jia · Chi Wang · Qingyun Wu

[ Abstract ] [ Livestream: Visit Oral 2 Track 2: General Machine Learning ]
Mon 1 May 6:20 a.m. — 6:30 a.m. PDT

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.

Chat is not available.