Improving Hyperparameter Optimization with Checkpointed Model Weights
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Abstract (arXiv)
When training deep learning models, the performance depends largely on the selected hyperparameters. However, hyperparameter optimization (HPO) is often one of the most expensive parts of model design. Classical HPO methods treat this as a black-box optimization problem. However, gray-box HPO methods, which incorporate more information about the setup, have emerged as a promising direction for more efficient optimization. For example, using intermediate loss evaluations to terminate bad selections. In this work, we propose an HPO method for neural networks using logged checkpoints of the trained weights to guide future hyperparameter selections. Our method, Forecasting Model Search (FMS), embeds weights into a Gaussian process deep kernel surrogate model, using a permutation-invariant graph metanetwork to be data-efficient with the logged network weights. To facilitate reproducibility and further research, we open-source our code at https://github.com/NVlabs/forecasting-model-search.
Key facts. Cited by 5 papers in the map (data through 14 Oct 2026). Builds on 65 of its 108 references that are in the map. First posted on arXiv 26 Jun 2024.
Builds on
65 of 108 references.
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