# ACHO: Adaptive Conformal Hyperparameter Optimization

arXiv: https://arxiv.org/abs/2207.03017 · HTML: https://mlsanity.com/paper/2207.03017/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 10 of its 27 references that are in the map.
- First posted on arXiv 6 Jul 2022.

## Builds on (most cited first, 10 of 10)

- [Fashion-MNIST: a Novel Image Dataset for Benchmarking Machine Learning Algorithms](https://mlsanity.com/paper/1708.07747/) (2017)
- [Optuna: A Next-generation Hyperparameter Optimization Framework](https://mlsanity.com/paper/1907.10902/) (2019)
- [Hyperband: A Novel Bandit-Based Approach to Hyperparameter Optimization](https://mlsanity.com/paper/1603.06560/) (2016)
- [Distribution-Free Predictive Inference For Regression](https://mlsanity.com/paper/1604.04173/) (2016)
- [Conformalized Quantile Regression](https://mlsanity.com/paper/1905.03222/) (2019)
- [Adaptive Conformal Inference Under Distribution Shift](https://mlsanity.com/paper/2106.00170/) (2021)
- [Bayesian Optimization is Superior to Random Search for Machine Learning Hyperparameter Tuning: Analysis of the Black-Box Optimization Challenge 2020](https://mlsanity.com/paper/2104.10201/) (2021)
- [A Conformal Prediction Approach to Explore Functional Data](https://mlsanity.com/paper/1302.6452/) (2013)
- [Tuning Hyperparameters without Grad Students: Scalable and Robust Bayesian Optimisation with Dragonfly](https://mlsanity.com/paper/1903.06694/) (2019)
- [Sequential Model-Based Ensemble Optimization](https://mlsanity.com/paper/1402.0796/) (2014)

## Abstract (arXiv)

Several novel frameworks for hyperparameter search have emerged in the last decade, but most rely on strict, often normal, distributional assumptions, limiting search model flexibility. This paper proposes a novel optimization framework based on upper confidence bound sampling of conformal confidence intervals, whose weaker assumption of exchangeability enables greater choice of search model architectures. Several such architectures were explored and benchmarked on hyperparameter search of random forests and convolutional neural networks, displaying satisfactory interval coverage and superior tuning performance to random search.