hyperparameter optimization

**Hyperparameter Optimization (HPO)** is the **systematic search for the best configuration of training settings (learning rate, batch size, architecture choices, regularization) that maximizes model performance** — automating what was traditionally a manual trial-and-error process, with methods ranging from simple grid search to sophisticated Bayesian optimization that can efficiently explore high-dimensional configuration spaces. **Common Hyperparameters** | Category | Parameters | Typical Range | |----------|-----------|---------------| | Optimization | Learning rate, weight decay, momentum | LR: 1e-5 to 1e-1 | | Architecture | Hidden size, num layers, num heads | Problem-dependent | | Regularization | Dropout, label smoothing, data augmentation | 0.0 to 0.5 | | Training | Batch size, epochs, warmup steps | 16 to 4096 | | LR Schedule | Cosine, linear, step decay | Schedule type + params | **Search Strategies** **Grid Search** - Evaluate all combinations of pre-specified values. - Cost: Exponential in number of hyperparameters — $O(V^D)$ for V values per D dimensions. - Effective only for 1-3 hyperparameters. **Random Search (Bergstra & Bengio 2012)** - Sample configurations randomly from distributions. - Provably more efficient than grid search: Better at finding narrow optima. - Widely used as a strong baseline. **Bayesian Optimization** - Build a **surrogate model** (Gaussian Process, Tree-structured Parzen Estimator) of the objective function. - **Acquisition function** (Expected Improvement, UCB) selects next configuration to try. - After each trial: Update surrogate model with new result. - Efficient: Finds good configurations in 20-100 trials — 10-50x fewer than random search. **Multi-Fidelity Methods** - **Hyperband / ASHA**: Train many configurations for a few epochs → prune bad ones → train survivors longer. - Successive halving: Start 81 configs for 1 epoch → keep top 27 for 3 epochs → top 9 for 9 epochs → top 3 for 27 epochs → best 1 for 81 epochs. - Dramatically reduces total compute compared to full training of each configuration. **HPO Frameworks** | Framework | Backend | Highlights | |-----------|---------|------------| | Optuna | TPE, CMA-ES | Pythonic, pruning, visualization | | Ray Tune | Any (Optuna, BO, PBT) | Distributed, multi-GPU support | | Weights & Biases Sweeps | Bayes, Random, Grid | Integrated experiment tracking | | Ax (Meta) | Bayesian (BoTorch) | Multi-objective, neural BO | **Population-Based Training (PBT)** - Run multiple training runs in parallel. - Periodically: Poorly performing runs copy weights and hyperparameters from top performers, with random perturbation. - Hyperparameters evolve during training — adapts LR schedule automatically. Hyperparameter optimization is **a critical but often undervalued component of ML development** — a well-tuned baseline model frequently outperforms a poorly-tuned novel architecture, making systematic HPO one of the highest-ROI investments in any machine learning project.

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