.. _sec_custom_advancedhpo: Getting started with Advanced HPO Algorithms ============================================ This tutorial provides a complete example of how to use AutoGluon's state-of-the-art hyperparameter optimization (HPO) algorithms to tune a basic Multi-Layer Perceptron (MLP) model, which is the most basic type of neural network. Loading libraries ----------------- .. code:: python # Basic utils for folder manipulations etc import time import multiprocessing # to count the number of CPUs available # External tools to load and process data import numpy as np import pandas as pd # MXNet (NeuralNets) import mxnet as mx from mxnet import gluon, autograd from mxnet.gluon import nn # AutoGluon and HPO tools import autogluon.core as ag from autogluon.mxnet.utils import load_and_split_openml_data Check the version of MxNet, you should be fine with version >= 1.5 .. code:: python mx.__version__ .. parsed-literal:: :class: output '1.7.0' You can also check the version of AutoGluon and the specific commit and check that it matches what you want. .. code:: python import autogluon.core.version ag.version.__version__ .. parsed-literal:: :class: output '0.2.0b20210429' Hyperparameter Optimization of a 2-layer MLP -------------------------------------------- Setting up the context ~~~~~~~~~~~~~~~~~~~~~~ Here we declare a few "environment variables" setting the context for what we're doing .. code:: python OPENML_TASK_ID = 6 # describes the problem we will tackle RATIO_TRAIN_VALID = 0.33 # split of the training data used for validation RESOURCE_ATTR_NAME = 'epoch' # how do we measure resources (will become clearer further) REWARD_ATTR_NAME = 'objective' # how do we measure performance (will become clearer further) NUM_CPUS = multiprocessing.cpu_count() Preparing the data ~~~~~~~~~~~~~~~~~~ We will use a multi-way classification task from OpenML. Data preparation includes: - Missing values are imputed, using the 'mean' strategy of ``sklearn.impute.SimpleImputer`` - Split training set into training and validation - Standardize inputs to mean 0, variance 1 .. code:: python X_train, X_valid, y_train, y_valid, n_classes = load_and_split_openml_data( OPENML_TASK_ID, RATIO_TRAIN_VALID, download_from_openml=False) n_classes .. parsed-literal:: :class: output 100%|██████████| 704/704 [00:00<00:00, 44093.21KB/s] 100%|██████████| 2521/2521 [00:00<00:00, 12276.11KB/s] 3KB [00:00, 3636.68KB/s] 8KB [00:00, 10211.33KB/s] 15KB [00:00, 17365.32KB/s] 2998KB [00:00, 26843.40KB/s] 881KB [00:00, 41516.10KB/s] 3KB [00:00, 2433.36KB/s] .. parsed-literal:: :class: output 26 The problem has 26 classes. Declaring a model specifying a hyperparameter space with AutoGluon ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Two layer MLP where we optimize over: - the number of units on the first layer - the number of units on the second layer - the dropout rate after each layer - the learning rate - the scaling - the ``@ag.args`` decorator allows us to specify the space we will optimize over, this matches the `ConfigSpace `__ syntax The body of the function ``run_mlp_openml`` is pretty simple: - it reads the hyperparameters given via the decorator - it defines a 2 layer MLP with dropout - it declares a trainer with the 'adam' loss function and a provided learning rate - it trains the NN with a number of epochs (most of that is boilerplate code from ``mxnet``) - the ``reporter`` at the end is used to keep track of training history in the hyperparameter optimization **Note**: The number of epochs and the hyperparameter space are reduced to make for a shorter experiment .. code:: python @ag.args(n_units_1=ag.space.Int(lower=16, upper=128), n_units_2=ag.space.Int(lower=16, upper=128), dropout_1=ag.space.Real(lower=0, upper=.75), dropout_2=ag.space.Real(lower=0, upper=.75), learning_rate=ag.space.Real(lower=1e-6, upper=1, log=True), batch_size=ag.space.Int(lower=8, upper=128), scale_1=ag.space.Real(lower=0.001, upper=10, log=True), scale_2=ag.space.Real(lower=0.001, upper=10, log=True), epochs=9) def run_mlp_openml(args, reporter, **kwargs): # Time stamp for elapsed_time ts_start = time.time() # Unwrap hyperparameters n_units_1 = args.n_units_1 n_units_2 = args.n_units_2 dropout_1 = args.dropout_1 dropout_2 = args.dropout_2 scale_1 = args.scale_1 scale_2 = args.scale_2 batch_size = args.batch_size learning_rate = args.learning_rate ctx = mx.cpu() net = nn.Sequential() with net.name_scope(): # Layer 1 net.add(nn.Dense(n_units_1, activation='relu', weight_initializer=mx.initializer.Uniform(scale=scale_1))) # Dropout net.add(gluon.nn.Dropout(dropout_1)) # Layer 2 net.add(nn.Dense(n_units_2, activation='relu', weight_initializer=mx.initializer.Uniform(scale=scale_2))) # Dropout net.add(gluon.nn.Dropout(dropout_2)) # Output net.add(nn.Dense(n_classes)) net.initialize(ctx=ctx) trainer = gluon.Trainer(net.collect_params(), 'adam', {'learning_rate': learning_rate}) for epoch in range(args.epochs): ts_epoch = time.time() train_iter = mx.io.NDArrayIter( data={'data': X_train}, label={'label': y_train}, batch_size=batch_size, shuffle=True) valid_iter = mx.io.NDArrayIter( data={'data': X_valid}, label={'label': y_valid}, batch_size=batch_size, shuffle=False) metric = mx.metric.Accuracy() loss = gluon.loss.SoftmaxCrossEntropyLoss() for batch in train_iter: data = batch.data[0].as_in_context(ctx) label = batch.label[0].as_in_context(ctx) with autograd.record(): output = net(data) L = loss(output, label) L.backward() trainer.step(data.shape[0]) metric.update([label], [output]) name, train_acc = metric.get() metric = mx.metric.Accuracy() for batch in valid_iter: data = batch.data[0].as_in_context(ctx) label = batch.label[0].as_in_context(ctx) output = net(data) metric.update([label], [output]) name, val_acc = metric.get() print('Epoch %d ; Time: %f ; Training: %s=%f ; Validation: %s=%f' % ( epoch + 1, time.time() - ts_start, name, train_acc, name, val_acc)) ts_now = time.time() eval_time = ts_now - ts_epoch elapsed_time = ts_now - ts_start # The resource reported back (as 'epoch') is the number of epochs # done, starting at 1 reporter( epoch=epoch + 1, objective=float(val_acc), eval_time=eval_time, time_step=ts_now, elapsed_time=elapsed_time) **Note**: The annotation ``epochs=9`` specifies the maximum number of epochs for training. It becomes available as ``args.epochs``. Importantly, it is also processed by ``HyperbandScheduler`` below in order to set its ``max_t`` attribute. **Recommendation**: Whenever writing training code to be passed as ``train_fn`` to a scheduler, if this training code reports a resource (or time) attribute, the corresponding maximum resource value should be included in ``train_fn.args``: - If the resource attribute (``time_attr`` of scheduler) in ``train_fn`` is ``epoch``, make sure to include ``epochs=XYZ`` in the annotation. This allows the scheduler to read ``max_t`` from ``train_fn.args.epochs``. This case corresponds to our example here. - If the resource attribute is something else than ``epoch``, you can also include the annotation ``max_t=XYZ``, which allows the scheduler to read ``max_t`` from ``train_fn.args.max_t``. Annotating the training function by the correct value for ``max_t`` simplifies scheduler creation (since ``max_t`` does not have to be passed), and avoids inconsistencies between ``train_fn`` and the scheduler. Running the Hyperparameter Optimization ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ You can use the following schedulers: - FIFO (``fifo``) - Hyperband (either the stopping (``hbs``) or promotion (``hbp``) variant) And the following searchers: - Random search (``random``) - Gaussian process based Bayesian optimization (``bayesopt``) - SkOpt Bayesian optimization (``skopt``; only with FIFO scheduler) Note that the method known as (asynchronous) Hyperband is using random search. Combining Hyperband scheduling with the ``bayesopt`` searcher uses a novel method called asynchronous BOHB. Pick the combination you're interested in (doing the full experiment takes around 120 seconds, see the ``time_out`` parameter), running everything with multiple runs can take a fair bit of time. In real life, you will want to choose a larger ``time_out`` in order to obtain good performance. .. code:: python SCHEDULER = "hbs" SEARCHER = "bayesopt" .. code:: python def compute_error(df): return 1.0 - df["objective"] def compute_runtime(df, start_timestamp): return df["time_step"] - start_timestamp def process_training_history(task_dicts, start_timestamp, runtime_fn=compute_runtime, error_fn=compute_error): task_dfs = [] for task_id in task_dicts: task_df = pd.DataFrame(task_dicts[task_id]) task_df = task_df.assign(task_id=task_id, runtime=runtime_fn(task_df, start_timestamp), error=error_fn(task_df), target_epoch=task_df["epoch"].iloc[-1]) task_dfs.append(task_df) result = pd.concat(task_dfs, axis="index", ignore_index=True, sort=True) # re-order by runtime result = result.sort_values(by="runtime") # calculate incumbent best -- the cumulative minimum of the error. result = result.assign(best=result["error"].cummin()) return result resources = dict(num_cpus=NUM_CPUS, num_gpus=0) .. code:: python search_options = { 'num_init_random': 2, 'debug_log': True} if SCHEDULER == 'fifo': myscheduler = ag.scheduler.FIFOScheduler( run_mlp_openml, resource=resources, searcher=SEARCHER, search_options=search_options, time_out=120, time_attr=RESOURCE_ATTR_NAME, reward_attr=REWARD_ATTR_NAME) else: # This setup uses rung levels at 1, 3, 9 epochs. We just use a single # bracket, so this is in fact successive halving (Hyperband would use # more than 1 bracket). # Also note that since we do not use the max_t argument of # HyperbandScheduler, this value is obtained from train_fn.args.epochs. sch_type = 'stopping' if SCHEDULER == 'hbs' else 'promotion' myscheduler = ag.scheduler.HyperbandScheduler( run_mlp_openml, resource=resources, searcher=SEARCHER, search_options=search_options, time_out=120, time_attr=RESOURCE_ATTR_NAME, reward_attr=REWARD_ATTR_NAME, type=sch_type, grace_period=1, reduction_factor=3, brackets=1) # run tasks myscheduler.run() myscheduler.join_jobs() results_df = process_training_history( myscheduler.training_history.copy(), start_timestamp=myscheduler._start_time) .. parsed-literal:: :class: output The meaning of 'time_out' has changed. Previously, jobs started before 'time_out' were allowed to continue until stopped by other means. Now, we stop jobs once 'time_out' is passed (at the next metric reporting). If you like to keep the old behaviour, use 'stop_jobs_after_time_out=False' /var/lib/jenkins/workspace/workspace/autogluon-tutorial-course-v3/venv/lib/python3.7/site-packages/distributed/worker.py:3587: UserWarning: Large object of size 1.24 MiB detected in task graph: (0, , { ... sReporter}, []) Consider scattering large objects ahead of time with client.scatter to reduce scheduler burden and keep data on workers future = client.submit(func, big_data) # bad big_future = client.scatter(big_data) # good future = client.submit(func, big_future) # good % (format_bytes(len(b)), s) .. parsed-literal:: :class: output Epoch 1 ; Time: 0.551913 ; Training: accuracy=0.260079 ; Validation: accuracy=0.531250 Epoch 2 ; Time: 1.010221 ; Training: accuracy=0.496365 ; Validation: accuracy=0.655247 Epoch 3 ; Time: 1.441771 ; Training: accuracy=0.559650 ; Validation: accuracy=0.694686 Epoch 4 ; Time: 1.871930 ; Training: accuracy=0.588896 ; Validation: accuracy=0.711063 Epoch 5 ; Time: 2.303676 ; Training: accuracy=0.609385 ; Validation: accuracy=0.726939 Epoch 6 ; Time: 2.731652 ; Training: accuracy=0.628139 ; Validation: accuracy=0.745321 Epoch 7 ; Time: 3.167528 ; Training: accuracy=0.641193 ; Validation: accuracy=0.750501 Epoch 8 ; Time: 3.618814 ; Training: accuracy=0.653751 ; Validation: accuracy=0.763202 Epoch 9 ; Time: 4.053248 ; Training: accuracy=0.665482 ; Validation: accuracy=0.766043 Epoch 1 ; Time: 0.492952 ; Training: accuracy=0.066969 ; Validation: accuracy=0.135966 Epoch 1 ; Time: 0.407260 ; Training: accuracy=0.207723 ; Validation: accuracy=0.468099 Epoch 2 ; Time: 0.752409 ; Training: accuracy=0.388241 ; Validation: accuracy=0.577211 Epoch 3 ; Time: 1.091997 ; Training: accuracy=0.446209 ; Validation: accuracy=0.640846 Epoch 1 ; Time: 0.642028 ; Training: accuracy=0.392118 ; Validation: accuracy=0.623620 Epoch 2 ; Time: 1.125357 ; Training: accuracy=0.483358 ; Validation: accuracy=0.621445 Epoch 3 ; Time: 1.600750 ; Training: accuracy=0.525170 ; Validation: accuracy=0.631315 Epoch 1 ; Time: 0.504050 ; Training: accuracy=0.059619 ; Validation: accuracy=0.109844 Epoch 1 ; Time: 3.790277 ; Training: accuracy=0.091097 ; Validation: accuracy=0.183546 Epoch 1 ; Time: 3.844794 ; Training: accuracy=0.036472 ; Validation: accuracy=0.037180 Epoch 1 ; Time: 0.413669 ; Training: accuracy=0.375920 ; Validation: accuracy=0.665834 Epoch 2 ; Time: 0.757706 ; Training: accuracy=0.508145 ; Validation: accuracy=0.720473 Epoch 3 ; Time: 1.116523 ; Training: accuracy=0.541636 ; Validation: accuracy=0.740130 Epoch 4 ; Time: 1.453819 ; Training: accuracy=0.562061 ; Validation: accuracy=0.752457 Epoch 5 ; Time: 1.791678 ; Training: accuracy=0.581245 ; Validation: accuracy=0.759787 Epoch 6 ; Time: 2.133008 ; Training: accuracy=0.591086 ; Validation: accuracy=0.746960 Epoch 7 ; Time: 2.474904 ; Training: accuracy=0.602167 ; Validation: accuracy=0.774779 Epoch 8 ; Time: 2.816282 ; Training: accuracy=0.618457 ; Validation: accuracy=0.764951 Epoch 9 ; Time: 3.153015 ; Training: accuracy=0.617547 ; Validation: accuracy=0.779777 Epoch 1 ; Time: 0.478136 ; Training: accuracy=0.040683 ; Validation: accuracy=0.038423 Epoch 1 ; Time: 0.535245 ; Training: accuracy=0.287879 ; Validation: accuracy=0.597138 Epoch 2 ; Time: 0.979881 ; Training: accuracy=0.516145 ; Validation: accuracy=0.700000 Epoch 3 ; Time: 1.485907 ; Training: accuracy=0.574764 ; Validation: accuracy=0.757912 Epoch 4 ; Time: 1.924792 ; Training: accuracy=0.611028 ; Validation: accuracy=0.777609 Epoch 5 ; Time: 2.367511 ; Training: accuracy=0.637440 ; Validation: accuracy=0.796970 Epoch 6 ; Time: 2.818012 ; Training: accuracy=0.659298 ; Validation: accuracy=0.811616 Epoch 7 ; Time: 3.259929 ; Training: accuracy=0.677430 ; Validation: accuracy=0.824579 Epoch 8 ; Time: 3.719176 ; Training: accuracy=0.692582 ; Validation: accuracy=0.835017 Epoch 9 ; Time: 4.163785 ; Training: accuracy=0.702765 ; Validation: accuracy=0.846465 Epoch 1 ; Time: 0.415025 ; Training: accuracy=0.193786 ; Validation: accuracy=0.508235 Epoch 1 ; Time: 0.426751 ; Training: accuracy=0.393377 ; Validation: accuracy=0.707333 Epoch 2 ; Time: 0.811320 ; Training: accuracy=0.585927 ; Validation: accuracy=0.759667 Epoch 3 ; Time: 1.178658 ; Training: accuracy=0.640232 ; Validation: accuracy=0.779667 Epoch 4 ; Time: 1.674079 ; Training: accuracy=0.652152 ; Validation: accuracy=0.798000 Epoch 5 ; Time: 2.055665 ; Training: accuracy=0.673179 ; Validation: accuracy=0.805833 Epoch 6 ; Time: 2.453770 ; Training: accuracy=0.683692 ; Validation: accuracy=0.824000 Epoch 7 ; Time: 2.855500 ; Training: accuracy=0.701656 ; Validation: accuracy=0.824667 Epoch 8 ; Time: 3.247274 ; Training: accuracy=0.707285 ; Validation: accuracy=0.838833 Epoch 9 ; Time: 3.640722 ; Training: accuracy=0.702815 ; Validation: accuracy=0.838333 Epoch 1 ; Time: 0.369572 ; Training: accuracy=0.361873 ; Validation: accuracy=0.523308 Epoch 1 ; Time: 0.473391 ; Training: accuracy=0.655592 ; Validation: accuracy=0.804829 Epoch 2 ; Time: 0.945737 ; Training: accuracy=0.801988 ; Validation: accuracy=0.868712 Epoch 3 ; Time: 1.362050 ; Training: accuracy=0.835708 ; Validation: accuracy=0.892186 Epoch 4 ; Time: 1.775351 ; Training: accuracy=0.852775 ; Validation: accuracy=0.890845 Epoch 5 ; Time: 2.187504 ; Training: accuracy=0.864374 ; Validation: accuracy=0.896881 Epoch 6 ; Time: 2.604181 ; Training: accuracy=0.875559 ; Validation: accuracy=0.908954 Epoch 7 ; Time: 3.023310 ; Training: accuracy=0.883430 ; Validation: accuracy=0.910127 Epoch 8 ; Time: 3.605531 ; Training: accuracy=0.889312 ; Validation: accuracy=0.924547 Epoch 9 ; Time: 4.072795 ; Training: accuracy=0.893621 ; Validation: accuracy=0.919852 Epoch 1 ; Time: 0.482494 ; Training: accuracy=0.536816 ; Validation: accuracy=0.731846 Epoch 2 ; Time: 0.910899 ; Training: accuracy=0.687313 ; Validation: accuracy=0.766896 Epoch 3 ; Time: 1.335477 ; Training: accuracy=0.709867 ; Validation: accuracy=0.784840 Epoch 4 ; Time: 1.757668 ; Training: accuracy=0.727612 ; Validation: accuracy=0.783331 Epoch 5 ; Time: 2.183848 ; Training: accuracy=0.743449 ; Validation: accuracy=0.797082 Epoch 6 ; Time: 2.621294 ; Training: accuracy=0.747927 ; Validation: accuracy=0.795740 Epoch 7 ; Time: 3.045213 ; Training: accuracy=0.755970 ; Validation: accuracy=0.803958 Epoch 8 ; Time: 3.471366 ; Training: accuracy=0.764511 ; Validation: accuracy=0.813517 Epoch 9 ; Time: 3.891623 ; Training: accuracy=0.767828 ; Validation: accuracy=0.803287 Epoch 1 ; Time: 0.539090 ; Training: accuracy=0.233784 ; Validation: accuracy=0.553291 Epoch 1 ; Time: 0.519054 ; Training: accuracy=0.403108 ; Validation: accuracy=0.650538 Epoch 2 ; Time: 0.971895 ; Training: accuracy=0.559524 ; Validation: accuracy=0.680444 Epoch 3 ; Time: 1.417608 ; Training: accuracy=0.591849 ; Validation: accuracy=0.725134 Epoch 1 ; Time: 0.435248 ; Training: accuracy=0.622195 ; Validation: accuracy=0.785167 Epoch 2 ; Time: 0.805448 ; Training: accuracy=0.827578 ; Validation: accuracy=0.853500 Epoch 3 ; Time: 1.172561 ; Training: accuracy=0.873872 ; Validation: accuracy=0.886833 Epoch 4 ; Time: 1.544706 ; Training: accuracy=0.905342 ; Validation: accuracy=0.888000 Epoch 5 ; Time: 1.954413 ; Training: accuracy=0.918923 ; Validation: accuracy=0.913833 Epoch 6 ; Time: 2.322272 ; Training: accuracy=0.931843 ; Validation: accuracy=0.918333 Epoch 7 ; Time: 2.685062 ; Training: accuracy=0.943106 ; Validation: accuracy=0.925333 Epoch 8 ; Time: 3.128999 ; Training: accuracy=0.948323 ; Validation: accuracy=0.923833 Epoch 9 ; Time: 3.495181 ; Training: accuracy=0.952464 ; Validation: accuracy=0.921667 Epoch 1 ; Time: 0.389614 ; Training: accuracy=0.711310 ; Validation: accuracy=0.798942 Epoch 2 ; Time: 0.646255 ; Training: accuracy=0.834077 ; Validation: accuracy=0.865906 Epoch 3 ; Time: 0.899171 ; Training: accuracy=0.880291 ; Validation: accuracy=0.876157 Epoch 4 ; Time: 1.162825 ; Training: accuracy=0.895503 ; Validation: accuracy=0.883929 Epoch 5 ; Time: 1.411408 ; Training: accuracy=0.905837 ; Validation: accuracy=0.893849 Epoch 6 ; Time: 1.661289 ; Training: accuracy=0.907821 ; Validation: accuracy=0.897321 Epoch 7 ; Time: 1.946922 ; Training: accuracy=0.915675 ; Validation: accuracy=0.900132 Epoch 8 ; Time: 2.267820 ; Training: accuracy=0.918403 ; Validation: accuracy=0.891204 Epoch 9 ; Time: 2.539390 ; Training: accuracy=0.909970 ; Validation: accuracy=0.899802 Epoch 1 ; Time: 0.458344 ; Training: accuracy=0.704348 ; Validation: accuracy=0.821256 Epoch 2 ; Time: 0.858968 ; Training: accuracy=0.867743 ; Validation: accuracy=0.877894 Epoch 3 ; Time: 1.263540 ; Training: accuracy=0.900952 ; Validation: accuracy=0.915376 Epoch 4 ; Time: 1.680543 ; Training: accuracy=0.923975 ; Validation: accuracy=0.898051 Epoch 5 ; Time: 2.094674 ; Training: accuracy=0.929275 ; Validation: accuracy=0.906380 Epoch 6 ; Time: 2.491814 ; Training: accuracy=0.945010 ; Validation: accuracy=0.919207 Epoch 7 ; Time: 2.889010 ; Training: accuracy=0.952050 ; Validation: accuracy=0.934533 Epoch 8 ; Time: 3.284588 ; Training: accuracy=0.957350 ; Validation: accuracy=0.927869 Epoch 9 ; Time: 3.680094 ; Training: accuracy=0.950228 ; Validation: accuracy=0.927703 Epoch 1 ; Time: 0.346220 ; Training: accuracy=0.487318 ; Validation: accuracy=0.708554 Epoch 2 ; Time: 0.641563 ; Training: accuracy=0.757046 ; Validation: accuracy=0.806863 Epoch 3 ; Time: 0.942064 ; Training: accuracy=0.827752 ; Validation: accuracy=0.850796 Epoch 4 ; Time: 1.215577 ; Training: accuracy=0.866462 ; Validation: accuracy=0.874834 Epoch 5 ; Time: 1.569674 ; Training: accuracy=0.889920 ; Validation: accuracy=0.887765 Epoch 6 ; Time: 1.852072 ; Training: accuracy=0.903432 ; Validation: accuracy=0.888097 Epoch 7 ; Time: 2.145360 ; Training: accuracy=0.917523 ; Validation: accuracy=0.912798 Epoch 8 ; Time: 2.421490 ; Training: accuracy=0.929460 ; Validation: accuracy=0.917938 Epoch 9 ; Time: 2.690420 ; Training: accuracy=0.928548 ; Validation: accuracy=0.904509 Epoch 1 ; Time: 0.338700 ; Training: accuracy=0.221284 ; Validation: accuracy=0.448120 Epoch 1 ; Time: 0.302172 ; Training: accuracy=0.287171 ; Validation: accuracy=0.536403 Epoch 1 ; Time: 0.690578 ; Training: accuracy=0.389091 ; Validation: accuracy=0.593603 Epoch 1 ; Time: 0.636078 ; Training: accuracy=0.038793 ; Validation: accuracy=0.036789 Epoch 1 ; Time: 3.832486 ; Training: accuracy=0.591346 ; Validation: accuracy=0.748149 Epoch 2 ; Time: 7.810733 ; Training: accuracy=0.798326 ; Validation: accuracy=0.835128 Epoch 3 ; Time: 11.792056 ; Training: accuracy=0.858256 ; Validation: accuracy=0.869953 Epoch 4 ; Time: 15.833877 ; Training: accuracy=0.886025 ; Validation: accuracy=0.878701 Epoch 5 ; Time: 19.821762 ; Training: accuracy=0.904758 ; Validation: accuracy=0.900740 Epoch 6 ; Time: 23.823801 ; Training: accuracy=0.916197 ; Validation: accuracy=0.909993 Epoch 7 ; Time: 28.159303 ; Training: accuracy=0.927387 ; Validation: accuracy=0.922779 Epoch 8 ; Time: 32.123492 ; Training: accuracy=0.934019 ; Validation: accuracy=0.923620 Epoch 9 ; Time: 36.094179 ; Training: accuracy=0.937997 ; Validation: accuracy=0.916386 Analysing the results ~~~~~~~~~~~~~~~~~~~~~ The training history is stored in the ``results_df``, the main fields are the runtime and ``'best'`` (the objective). **Note**: You will get slightly different curves for different pairs of scheduler/searcher, the ``time_out`` here is a bit too short to really see the difference in a significant way (it would be better to set it to >1000s). Generally speaking though, hyperband stopping / promotion + model will tend to significantly outperform other combinations given enough time. .. code:: python results_df.head() .. raw:: html
bracket elapsed_time epoch error eval_time objective runtime target_epoch task_id terminated time_step best
0 0 0.554390 1 0.468750 0.548989 0.531250 1.053647 9 0 NaN 1.619658e+09 0.468750
1 0 1.011912 2 0.344753 0.452909 0.655247 1.511168 9 0 NaN 1.619658e+09 0.344753
2 0 1.443527 3 0.305314 0.429090 0.694686 1.942784 9 0 NaN 1.619658e+09 0.305314
3 0 1.873573 4 0.288937 0.427487 0.711063 2.372830 9 0 NaN 1.619658e+09 0.288937
4 0 2.305264 5 0.273061 0.429003 0.726939 2.804521 9 0 NaN 1.619658e+09 0.273061
.. code:: python import matplotlib.pyplot as plt plt.figure(figsize=(12, 8)) runtime = results_df['runtime'].values objective = results_df['best'].values plt.plot(runtime, objective, lw=2) plt.xticks(fontsize=12) plt.xlim(0, 120) plt.ylim(0, 0.5) plt.yticks(fontsize=12) plt.xlabel("Runtime [s]", fontsize=14) plt.ylabel("Objective", fontsize=14) .. parsed-literal:: :class: output Text(0, 0.5, 'Objective') Diving Deeper ------------- Now, you are ready to try HPO on your own machine learning models (if you use PyTorch, have a look at :ref:`sec_customstorch`). While AutoGluon comes with well-chosen defaults, it can pay off to tune it to your specific needs. Here are some tips which may come useful. Logging the Search Progress ~~~~~~~~~~~~~~~~~~~~~~~~~~~ First, it is a good idea in general to switch on ``debug_log``, which outputs useful information about the search progress. This is already done in the example above. The outputs show which configurations are chosen, stopped, or promoted. For BO and BOHB, a range of information is displayed for every ``get_config`` decision. This log output is very useful in order to figure out what is going on during the search. Configuring ``HyperbandScheduler`` ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ The most important knobs to turn with ``HyperbandScheduler`` are ``max_t``, ``grace_period``, ``reduction_factor``, ``brackets``, and ``type``. The first three determine the rung levels at which stopping or promotion decisions are being made. - The maximum resource level ``max_t`` (usually, resource equates to epochs, so ``max_t`` is the maximum number of training epochs) is typically hardcoded in ``train_fn`` passed to the scheduler (this is ``run_mlp_openml`` in the example above). As already noted above, the value is best fixed in the ``ag.args`` decorator as ``epochs=XYZ``, it can then be accessed as ``args.epochs`` in the ``train_fn`` code. If this is done, you do not have to pass ``max_t`` when creating the scheduler. - ``grace_period`` and ``reduction_factor`` determine the rung levels, which are ``grace_period``, ``grace_period * reduction_factor``, ``grace_period * (reduction_factor ** 2)``, etc. All rung levels must be less or equal than ``max_t``. It is recommended to make ``max_t`` equal to the largest rung level. For example, if ``grace_period = 1``, ``reduction_factor = 3``, it is in general recommended to use ``max_t = 9``, ``max_t = 27``, or ``max_t = 81``. Choosing a ``max_t`` value "off the grid" works against the successive halving principle that the total resources spent in a rung should be roughly equal between rungs. If in the example above, you set ``max_t = 10``, about a third of configurations reaching 9 epochs are allowed to proceed, but only for one more epoch. - With ``reduction_factor``, you tune the extent to which successive halving filtering is applied. The larger this integer, the fewer configurations make it to higher number of epochs. Values 2, 3, 4 are commonly used. - Finally, ``grace_period`` should be set to the smallest resource (number of epochs) for which you expect any meaningful differentiation between configurations. While ``grace_period = 1`` should always be explored, it may be too low for any meaningful stopping decisions to be made at the first rung. - ``brackets`` sets the maximum number of brackets in Hyperband (make sure to study the Hyperband paper or follow-ups for details). For ``brackets = 1``, you are running successive halving (single bracket). Higher brackets have larger effective ``grace_period`` values (so runs are not stopped until later), yet are also chosen with less probability. We recommend to always consider successive halving (``brackets = 1``) in a comparison. - Finally, with ``type`` (values ``stopping``, ``promotion``) you are choosing different ways of extending successive halving scheduling to the asynchronous case. The method for the default ``stopping`` is simpler and seems to perform well, but ``promotion`` is more careful promoting configurations to higher resource levels, which can work better in some cases. Asynchronous BOHB ~~~~~~~~~~~~~~~~~ Finally, here are some ideas for tuning asynchronous BOHB, apart from tuning its ``HyperbandScheduling`` component. You need to pass these options in ``search_options``. - We support a range of different surrogate models over the criterion functions across resource levels. All of them are jointly dependent Gaussian process models, meaning that data collected at all resource levels are modelled together. The surrogate model is selected by ``gp_resource_kernel``, values are ``matern52``, ``matern52-res-warp``, ``exp-decay-sum``, ``exp-decay-combined``, ``exp-decay-delta1``. These are variants of either a joint Matern 5/2 kernel over configuration and resource, or the exponential decay model. Details about the latter can be found `here `__. - Fitting a Gaussian process surrogate model to data encurs a cost which scales cubically with the number of datapoints. When applied to expensive deep learning workloads, even multi-fidelity asynchronous BOHB is rarely running up more than 100 observations or so (across all rung levels and brackets), and the GP computations are subdominant. However, if you apply it to cheaper ``train_fn`` and find yourself beyond 2000 total evaluations, the cost of GP fitting can become painful. In such a situation, you can explore the options ``opt_skip_period`` and ``opt_skip_num_max_resource``. The basic idea is as follows. By far the most expensive part of a ``get_config`` call (picking the next configuration) is the refitting of the GP model to past data (this entails re-optimizing hyperparameters of the surrogate model itself). The options allow you to skip this expensive step for most ``get_config`` calls, after some initial period. Check the docstrings for details about these options. If you find yourself in such a situation and gain experience with these skipping features, make sure to contact the AutoGluon developers -- we would love to learn about your use case.