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CMA-ES for Hyperparameter Optimization of Deep Neural Networks (1604.07269v1)

Published 25 Apr 2016 in cs.NE and cs.LG

Abstract: Hyperparameters of deep neural networks are often optimized by grid search, random search or Bayesian optimization. As an alternative, we propose to use the Covariance Matrix Adaptation Evolution Strategy (CMA-ES), which is known for its state-of-the-art performance in derivative-free optimization. CMA-ES has some useful invariance properties and is friendly to parallel evaluations of solutions. We provide a toy example comparing CMA-ES and state-of-the-art Bayesian optimization algorithms for tuning the hyperparameters of a convolutional neural network for the MNIST dataset on 30 GPUs in parallel.

Citations (183)

Summary

  • The paper introduces CMA-ES as an effective method for optimizing DNN hyperparameters, achieving notable performance improvements on the MNIST dataset.
  • It leverages 30 GPUs in parallel to reach validation errors below 0.3% within a brief training period, showcasing superior convergence compared to traditional searches.
  • Its comparative study with Bayesian optimization techniques highlights CMA-ES’s scalability and computational efficiency in derivative-free, high-dimensional settings.

CMA-ES for Hyperparameter Optimization of Deep Neural Networks

This paper explores the potential of the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) as a robust method for optimizing hyperparameters in deep neural networks (DNNs). The traditional approaches such as grid search, random search, and Bayesian optimization, which have been widely used, often face limitations in the evaluation of continuous hyperparameters due to computational inefficiencies, particularly in sequential settings. CMA-ES, renowned for its efficiency in derivative-free optimization tasks, offers unique advantages in terms of invariance properties and facilitates parallel evaluation, making it a promising alternative.

The authors present a detailed comparative paper using CMA-ES against state-of-the-art Bayesian optimization methods, specifically targeting the optimization of hyperparameters for convolutional neural networks trained on the MNIST dataset. The implementation utilizes 30 GPUs in parallel, providing an empirical basis for performance evaluation across varying resource constraints. Key findings demonstrate that CMA-ES consistently improved validation error over time, achieving notable results with validation errors below 0.3% for networks trained briefly, even when allocated limited computational time (5 minutes vs. 30 minutes).

Performance evaluations also extend to the comparison with Bayesian optimization strategies, employing Spearmint with acquisition functions such as Expected Improvement (EI) and Predictive Entropy Search (PES), as well as tree-based methods like TPE and SMAC. CMA-ES exhibited superior results particularly in the parallel setting, highlighting its efficiency and scalability, achieving lower validation errors than most other methods under extensive computational budgets. Notably, the computational overhead associated with EI and PES detracted from their efficacy, especially in noise-prone, high-dimensional spaces, which presented challenges for traditional GP-based models.

The implications of this research for hyperparameter optimization are substantial. CMA-ES provides a viable, computationally efficient alternative capable of leveraging parallel processing capabilities to effectively optimize hyperparameters. For theoretical development, embracing strategies like CMA-ES could enhance optimization frameworks for DNNs, unlocking potentials across various machine learning applications. As future work, expanding comparative analyses across diverse problem sets and algorithm modifications could further solidify the role of CMA-ES within hyperparameter optimization.

This paper contributes to the existing research by not only challenging the established paradigms but also offering concrete empirical evidence supporting the integration of CMA-ES into practical DNN training processes. It lays foundational insights that pave the way for more comprehensive explorations of DNN optimization strategies, particularly for those reliant on parallel computation frameworks.