# Multi-objective hyperparameter optimization with performance uncertainty

arXiv: https://arxiv.org/abs/2209.04340 · HTML: https://mlsanity.com/paper/2209.04340/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 3 of its 17 references that are in the map.
- First posted on arXiv 9 Sep 2022.

## Builds on (most cited first, 3 of 3)

- [Hyperband: A Novel Bandit-Based Approach to Hyperparameter Optimization](https://mlsanity.com/paper/1603.06560/) (2016)
- [Replication or exploration? Sequential design for stochastic simulation experiments](https://mlsanity.com/paper/1710.03206/) (2017)
- [BOAH: A Tool Suite for Multi-Fidelity Bayesian Optimization & Analysis of Hyperparameters](https://mlsanity.com/paper/1908.06756/) (2019)

## Abstract (arXiv)

The performance of any Machine Learning (ML) algorithm is impacted by the choice of its hyperparameters. As training and evaluating a ML algorithm is usually expensive, the hyperparameter optimization (HPO) method needs to be computationally efficient to be useful in practice. Most of the existing approaches on multi-objective HPO use evolutionary strategies and metamodel-based optimization. However, few methods have been developed to account for uncertainty in the performance measurements. This paper presents results on multi-objective hyperparameter optimization with uncertainty on the evaluation of ML algorithms. We combine the sampling strategy of Tree-structured Parzen Estimators (TPE) with the metamodel obtained after training a Gaussian Process Regression (GPR) with heterogeneous noise. Experimental results on three analytical test functions and three ML problems show the improvement over multi-objective TPE and GPR, achieved with respect to the hypervolume indicator.