Targeted Hyperparameter Optimization with Lexicographic Preferences over Multiple Objectives
Abstract
Motivated by various practical applications, we propose a novel and general formulation of targeted multi-objective hyperparameter optimization. Our formulation allows a clear specification of an automatable optimization goal using lexicographic preference over multiple objectives. We then propose a randomized directed search method named LexiFlow to solve this problem. We demonstrate the strong empirical performance of the proposed algorithm in multiple hyperparameter optimization tasks.
Cite
Text
Zhang et al. "Targeted Hyperparameter Optimization with Lexicographic Preferences over Multiple Objectives." International Conference on Learning Representations, 2023.Markdown
[Zhang et al. "Targeted Hyperparameter Optimization with Lexicographic Preferences over Multiple Objectives." International Conference on Learning Representations, 2023.](https://mlanthology.org/iclr/2023/zhang2023iclr-targeted/)BibTeX
@inproceedings{zhang2023iclr-targeted,
title = {{Targeted Hyperparameter Optimization with Lexicographic Preferences over Multiple Objectives}},
author = {Zhang, Shaokun and Jia, Feiran and Wang, Chi and Wu, Qingyun},
booktitle = {International Conference on Learning Representations},
year = {2023},
url = {https://mlanthology.org/iclr/2023/zhang2023iclr-targeted/}
}