HPO X ELA: Investigating Hyperparameter Optimization Landscapes by Means of Exploratory Landscape Analysis

Hyperparameter optimization (HPO) is a key component of machine learning models for achieving peak predictive performance. While numerous methods and algorithms for HPO have been proposed over the last years, little progress has been made in illuminating and examining the actual structure of these black-box optimization problems. Exploratory landscape analysis (ELA) subsumes a set of techniques that can be used to gain knowledge about properties of unknown optimization problems. In this paper, we evaluate the performance of five different black-box optimizers on 30 HPO problems, which consist of two-, three- and five-dimensional continuous search spaces of the XGBoost learner trained on 10 different data sets. This is contrasted with the performance of the same optimizers evaluated on 360 problem instances from the black-box optimization benchmark (BBOB). We then compute ELA features on the HPO and BBOB problems and examine similarities and differences. A cluster analysis of the HPO and BBOB problems in ELA feature space allows us to identify how the HPO problems compare to the BBOB problems on a structural meta-level. We identify a subset of BBOB problems that are close to the HPO problems in ELA feature space and show that optimizer performance is comparably similar on these two sets of benchmark problems. We highlight open challenges of ELA for HPO and discuss potential directions of future research and applications.

MOLE: Digging Tunnels Through Multimodal Multi-Objective Landscapes

Recent advances in the visualization of continuous multimodal multi-objective optimization (MMMOO) landscapes brought a new perspective to their search dynamics. Locally efficient (LE) sets, often considered as traps for local search, are rarely isolated in the decision space. Rather, intersections by superposing attraction basins lead to further solution sets that at least partially contain better solutions. The Multi-Objective Gradient Sliding Algorithm (MOGSA) is an algorithmic concept developed to exploit these superpositions. While it has promising performance on many MMMOO problems with linear LE sets, closer analysis of MOGSA revealed that it does not sufficiently generalize to a wider set of test problems. Based on a detailed analysis of shortcomings of MOGSA, we propose a new algorithm, the Multi-Objective Landscape Explorer (MOLE). It is able to efficiently model and exploit LE sets in MMMOO problems. An implementation of MOLE is presented for the bi-objective case, and the practicality of the approach is shown in a benchmarking experiment on the Bi-Objective BBOB testbed.

To Boldly Show What No One Has Seen Before: A Dashboard for Visualizing Multi-objective Landscapes

Simultaneously visualizing the decision and objective space of continuous multi-objective optimization problems (MOPs) recently provided key contributions in understanding the structure of their landscapes. For the sake of advancing these recent findings, we compiled all state-of-the-art visualization methods in a single R-package (moPLOT). Moreover, we extended these techniques to handle three-dimensional decision spaces and propose two solutions for visualizing the resulting volume of data points. This enables - for the first time - to illustrate the landscape structures of three-dimensional MOPs. However, creating these visualizations using the aforementioned framework still lays behind a high barrier of entry for many people as it requires basic skills in R. To enable any user to create and explore MOP landscapes using moPLOT, we additionally provide a dashboard that allows to compute the state-of-the-art visualizations for a wide variety of common benchmark functions through an interactive (web-based) user interface.

One PLOT to Show Them All: Visualization of Efficient Sets in Multi-Objective Landscapes

Visualization techniques for the decision space of continuous multi-objective optimization problems (MOPs) are rather scarce in research. For long, all techniques focused on global optimality and even for the few available landscape visualizations, e.g., cost landscapes, globality is the main criterion. In contrast, the recently proposed gradient field heatmaps (GFHs) emphasize the location and attraction basins of local efficient sets, but ignore the relation of sets in terms of solution quality. In this paper, we propose a new and hybrid visualization technique, which combines the advantages of both approaches in order to represent local and global optimality together within a single visualization. Therefore, we build on the GFH approach but apply a new technique for approximating the location of locally efficient points and using the divergence of the multi-objective gradient vector field as a robust second-order condition. Then, the relative dominance relationship of the determined locally efficient points is used to visualize the complete landscape of the MOP. Augmented by information on the basins of attraction, this Plot of Landscapes with Optimal Trade-offs (PLOT) becomes one of the most informative multi-objective landscape visualization techniques available.