FlexHB: a More Efficient and Flexible Framework for Hyperparameter Optimization
Yang Zhang, Haiyang Wu, Yuekui Yang
TL;DR
FlexHB advances hyperparameter optimization by integrating a fine-grained multi-fidelity strategy with a redesigned Halving framework and global ranking across history. It introduces Fine-Grained Fidelity to collect richer intermediate data, GloSH to reuse past evaluations and revive promising configurations, and FlexBand to adaptively allocate SH brackets based on ranking correlations. Empirical results across neural networks and ML tasks show substantial speedups over state-of-the-art methods and improved anytime performance. The work highlights practical benefits for AutoML pipelines, enabling faster and more flexible exploration of complex hyperparameter spaces.
Abstract
Given a Hyperparameter Optimization(HPO) problem, how to design an algorithm to find optimal configurations efficiently? Bayesian Optimization(BO) and the multi-fidelity BO methods employ surrogate models to sample configurations based on history evaluations. More recent studies obtain better performance by integrating BO with HyperBand(HB), which accelerates evaluation by early stopping mechanism. However, these methods ignore the advantage of a suitable evaluation scheme over the default HyperBand, and the capability of BO is still constrained by skewed evaluation results. In this paper, we propose FlexHB, a new method pushing multi-fidelity BO to the limit as well as re-designing a framework for early stopping with Successive Halving(SH). Comprehensive study on FlexHB shows that (1) our fine-grained fidelity method considerably enhances the efficiency of searching optimal configurations, (2) our FlexBand framework (self-adaptive allocation of SH brackets, and global ranking of configurations in both current and past SH procedures) grants the algorithm with more flexibility and improves the anytime performance. Our method achieves superior efficiency and outperforms other methods on various HPO tasks. Empirical results demonstrate that FlexHB can achieve up to 6.9X and 11.1X speedups over the state-of-the-art MFES-HB and BOHB respectively.
