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This works if you already understand ahead of time how tuning parameters changes performance. If your model is weak, then it looks like this falls back to norm
by orasis 9y ago
This works if you already understand ahead of time how tuning parameters changes performance.
If your model is weak, then it looks like this falls back to normal Bayesian Optimization based on a Gaussian Process, which has performance of O(N^3), which means in practice you can't do more than a couple thousand samples.
- xoroshiro 9y ago>if you already understand ahead of time how tuning parameters changes performance. I thought the whole point of automated tuning was because it's difficult to tell how some things change performance? Can you expound on this a bit? I have some idea in optimization, but never got a grip of how it works with probabilistic and large scale stuff.
- orasis 9y agoThe linked paper is specifically about using modeling to speed up runtime. Developer hours are typically more valuable than CPU hours so I think the paper is misguided in its approach.
- steviedc 9y agoFrom a standard Bayesian Optimisation approach, without having the need for in-depth knowledge into the relationship between the individual parameters and the overall performance, BO algorithms can be shown to converge on the global maximum of an application's configuration parameters (N>10) in significantly fewer than 1000 iterations, while also yielding large performance gains. This is of course, provided the choice of kernel and hyper parameters are a true representation of both the continuous and categorical configuration space.
- elcritch 9y agoIt appears that while the specific relationship doesn't need to be known, modeling the general relationship between some of the parameters helps speed up the search. Another way of thinking about it, this seems to be a somewhat straightforward approach to encoding prior information into the BO approach. How is that different than what you mention as the choice of kernel? Or do they relate?
- steviedc 9y agoI don't think they directly relate. The premise of the paper seems quite an interesting one and anything that can encodes prior knowledge about the objective function while improving the convergence rate is always welcomed, particularly when it is expensive to evaluate. In terms of my original comment I was referring to standard Bayesian Opt (GP) and my experiences with convergence rates when optimising applications. In these algorithms the kernel underlies the accuracy of future predictions and it is important that is reflects the configuration space. For the majority (if not all) applications the parameter space will consist of continuous and categorical parameters. It is vital that the kernel or choices of kernels over various dimensions encodes the structure of these encoded variables.
- elcritch 9y agoOk, thanks for the feedback! It's good to know to keep an eye out for the choice of kernel (esp. continuous vs categorical) with respect to the structure of the encoded variables. I've been tossing around ideas in particular for how to encode PID feedback control set points, but I'm still befuddled as to what kernel's to use which would give good convergence rates. It feels like it should be something straightforward, but just haven't cracked it yet. Granted, thats only after haphazardly reviewing the literature.