Targeted Hyperparameter Optimization with Lexicographic Preferences Over Multiple Objectives
Shaokun Zhang · Feiran Jia · Chi Wang · Qingyun Wu
Keywords:
Automatic Machine learning
Hyperparameter tuning
Lexicographic preference
General Machine Learning
2023 In-Person Poster 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.
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