# Amortized Auto-Tuning: Cost-Efficient Bayesian Transfer Optimization for Hyperparameter Recommendation

arXiv: https://arxiv.org/abs/2106.09179 · HTML: https://mlsanity.com/paper/2106.09179/

## Key facts

- Cited by 4 papers in the map (data through 14 Oct 2026).
- Builds on 37 of its 94 references that are in the map.
- First posted on arXiv 17 Jun 2021.

## Builds on (most cited first, 30 of 37)

- [Deep Residual Learning for Image Recognition](https://mlsanity.com/paper/1512.03385/) (2015)
- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [ImageNet Large Scale Visual Recognition Challenge](https://mlsanity.com/paper/1409.0575/) (2014)
- [SGDR: Stochastic Gradient Descent with Warm Restarts](https://mlsanity.com/paper/1608.03983/) (2016)
- [Remote Sensing Image Scene Classification: Benchmark and State of the Art](https://mlsanity.com/paper/1703.00121/) (2017)
- [Hyperband: A Novel Bandit-Based Approach to Hyperparameter Optimization](https://mlsanity.com/paper/1603.06560/) (2016)
- [Cyclical Learning Rates for Training Neural Networks](https://mlsanity.com/paper/1506.01186/) (2015)
- [GPyTorch: Blackbox Matrix-Matrix Gaussian Process Inference with GPU Acceleration](https://mlsanity.com/paper/1809.11165/) (2018)
- [Zero-Shot Learning -- A Comprehensive Evaluation of the Good, the Bad and the Ugly](https://mlsanity.com/paper/1707.00600/) (2017)
- [BOHB: Robust and Efficient Hyperparameter Optimization at Scale](https://mlsanity.com/paper/1807.01774/) (2018)
- [Deep Metric Learning via Lifted Structured Feature Embedding](https://mlsanity.com/paper/1511.06452/) (2015)
- [AutoML: A Survey of the State-of-the-Art](https://mlsanity.com/paper/1908.00709/) (2019)
- [Scalable Bayesian Optimization Using Deep Neural Networks](https://mlsanity.com/paper/1502.05700/) (2015)
- [Scalable Variational Gaussian Process Classification](https://mlsanity.com/paper/1411.2005/) (2014)
- [Task2Vec: Task Embedding for Meta-Learning](https://mlsanity.com/paper/1902.03545/) (2019)
- [Large Scale Fine-Grained Categorization and Domain-Specific Transfer Learning](https://mlsanity.com/paper/1806.06193/) (2018)
- [Fast Bayesian Optimization of Machine Learning Hyperparameters on Large Datasets](https://mlsanity.com/paper/1605.07079/) (2016)
- [Multi-fidelity Bayesian Optimisation with Continuous Approximations](https://mlsanity.com/paper/1703.06240/) (2017)
- [Practical Multi-fidelity Bayesian Optimization for Hyperparameter Tuning](https://mlsanity.com/paper/1903.04703/) (2019)
- [Freeze-Thaw Bayesian Optimization](https://mlsanity.com/paper/1406.3896/) (2014)
- [An Open Source AutoML Benchmark](https://mlsanity.com/paper/1907.00909/) (2019)
- [Few-Shot Bayesian Optimization with Deep Kernel Surrogates](https://mlsanity.com/paper/2101.07667/) (2021)
- [Tuning Hyperparameters without Grad Students: Scalable and Robust Bayesian Optimisation with Dragonfly](https://mlsanity.com/paper/1903.06694/) (2019)
- [Auto-PyTorch Tabular: Multi-Fidelity MetaLearning for Efficient and Robust AutoDL](https://mlsanity.com/paper/2006.13799/) (2020)
- [Learning search spaces for Bayesian optimization: Another view of hyperparameter transfer learning](https://mlsanity.com/paper/1909.12552/) (2019)
- [Multi-Fidelity Bayesian Optimization via Deep Neural Networks](https://mlsanity.com/paper/2007.03117/) (2020)
- [Probabilistic Matrix Factorization for Automated Machine Learning](https://mlsanity.com/paper/1705.05355/) (2017)
- [OBOE: Collaborative Filtering for AutoML Model Selection](https://mlsanity.com/paper/1808.03233/) (2018)
- [Warm Starting Bayesian Optimization](https://mlsanity.com/paper/1608.03585/) (2016)
- [Bayesian Optimization for Policy Search via Online-Offline Experimentation](https://mlsanity.com/paper/1904.01049/) (2019)

## Built on by (most cited first, 4 of 4)

- [HPOBench: A Collection of Reproducible Multi-Fidelity Benchmark Problems for HPO](https://mlsanity.com/paper/2109.06716/) (2021)
- [Tutorial on amortized optimization](https://mlsanity.com/paper/2202.00665/) (2022)
- [Generalizing Bayesian Optimization with Decision-theoretic Entropies](https://mlsanity.com/paper/2210.01383/) (2022)
- [Privacy-preserving Online AutoML for Domain-Specific Face Detection](https://mlsanity.com/paper/2203.08399/) (2022)

## Abstract (arXiv)

With the surge in the number of hyperparameters and training times of modern machine learning models, hyperparameter tuning is becoming increasingly expensive. However, after assessing 40 tuning methods systematically, we find that each faces certain limitations. In particular, methods that speed up tuning via knowledge transfer typically require the final performance of hyperparameters and do not focus on low-fidelity information. As we demonstrate empirically, this common practice is suboptimal and can incur an unnecessary use of resources. It is more cost-efficient to instead leverage low-fidelity tuning observations to measure inter-task similarity and transfer knowledge from existing to new tasks accordingly. However, performing multi-fidelity tuning comes with its own challenges in the transfer setting: the noise in additional observations and the need for performance forecasting. Therefore, we propose and conduct a thorough analysis of a multi-task multi-fidelity Bayesian optimization framework, which leads to the best instantiation--amortized auto-tuning (AT2). We further present an offline-computed 27-task hyperparameter recommendation (HyperRec) database to serve the community. Extensive experiments on HyperRec and other real-world databases illustrate the effectiveness of our AT2 method.
