In-Person Oral presentation / top 5% paper

Targeted Hyperparameter Optimization with Lexicographic Preferences Over Multiple Objectives

Shaokun Zhang ⋅ Feiran Jia ⋅ Chi Wang ⋅ Qingyun Wu

Keywords: General Machine Learning Lexicographic preference Hyperparameter tuning Automatic Machine learning

2023 In-Person Oral presentation / top 5% paper

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.

Video

Chat is not available.