# Practical and sample efficient zero-shot HPO

arXiv: https://arxiv.org/abs/2007.13382 · HTML: https://mlsanity.com/paper/2007.13382/

## Key facts

- Cited by 9 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 27 Jul 2020.

## Built on by (most cited first, 9 of 9)

- [Challenges and Applications of Large Language Models](https://mlsanity.com/paper/2307.10169/) (2023)
- [XTab: Cross-table Pretraining for Tabular Transformers](https://mlsanity.com/paper/2305.06090/) (2023)
- [TabRepo: A Large Scale Repository of Tabular Model Evaluations and its AutoML Applications](https://mlsanity.com/paper/2311.02971/) (2023)
- [Quick-Tune: Quickly Learning Which Pretrained Model to Finetune and How](https://mlsanity.com/paper/2306.03828/) (2023)
- [Zero-Shot AutoML with Pretrained Models](https://mlsanity.com/paper/2206.08476/) (2022)
- [Multi-Objective Model Selection for Time Series Forecasting](https://mlsanity.com/paper/2202.08485/) (2022)
- [A resource-efficient method for repeated HPO and NAS problems](https://mlsanity.com/paper/2103.16111/) (2021)
- [Meta-Learning for Symbolic Hyperparameter Defaults](https://mlsanity.com/paper/2106.05767/) (2021)
- [Hyperparameter Optimization with Differentiable Metafeatures](https://mlsanity.com/paper/2102.03776/) (2021)

## Abstract (arXiv)

Zero-shot hyperparameter optimization (HPO) is a simple yet effective use of transfer learning for constructing a small list of hyperparameter (HP) configurations that complement each other. That is to say, for any given dataset, at least one of them is expected to perform well. Current techniques for obtaining this list are computationally expensive as they rely on running training jobs on a diverse collection of datasets and a large collection of randomly drawn HPs. This cost is especially problematic in environments where the space of HPs is regularly changing due to new algorithm versions, or changing architectures of deep networks. We provide an overview of available approaches and introduce two novel techniques to handle the problem. The first is based on a surrogate model and adaptively chooses pairs of dataset, configuration to query. The second, for settings where finding, tuning and testing a surrogate model is problematic, is a multi-fidelity technique combining HyperBand with submodular optimization. We benchmark our methods experimentally on five tasks (XGBoost, LightGBM, CatBoost, MLP and AutoML) and show significant improvement in accuracy compared to standard zero-shot HPO with the same training budget. In addition to contributing new algorithms, we provide an extensive study of the zero-shot HPO technique resulting in (1) default hyper-parameters for popular algorithms that would benefit the community using them, (2) massive lookup tables to further the research of hyper-parameter tuning.
