Targeted hyperparameter optimization with lexicographic preferences over multiple objectives
The Eleventh international conference on learning representations, 2023•openreview.net
Motivated by various practical applications, we propose a novel and general formulation of
targeted multi-objective hyperparameter optimization. Our formulation allows a clear
specification of an automatable optimization goal using lexicographic preference over
multiple objectives. We then propose a randomized directed search method named
LexiFlow to solve this problem. We demonstrate the strong empirical performance of the
proposed algorithm in multiple hyperparameter optimization tasks.
targeted multi-objective hyperparameter optimization. Our formulation allows a clear
specification of an automatable optimization goal using lexicographic preference over
multiple objectives. We then propose a randomized directed search method named
LexiFlow to solve this problem. We demonstrate the strong empirical performance of the
proposed algorithm in multiple hyperparameter optimization tasks.
Motivated by various practical applications, we propose a novel and general formulation of targeted multi-objective hyperparameter optimization. Our formulation allows a clear specification of an automatable optimization goal using lexicographic preference over multiple objectives. We then propose a randomized directed search method named LexiFlow to solve this problem. We demonstrate the strong empirical performance of the proposed algorithm in multiple hyperparameter optimization tasks.
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