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* add hpo diagram * edit around hpo diagram * small edits hpo, put tutorial under own heading * fix incorrect wording
114 lines
5.3 KiB
Markdown
114 lines
5.3 KiB
Markdown
---
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title: Hyperparameter Optimization
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---
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## What is HyperParameter Optimization?
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Hyperparameters are variables that directly control the behaviors of training algorithms, and have a significant effect on
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the performance of the resulting machine learning models. Finding the hyperparameter values that yield the best
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performing models can be complicated. Manually adjusting hyperparameters over the course of many training trials can be
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slow and tedious. Luckily, hyperparameter optimization can be automated and boosted using ClearML's
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**`HyperParameterOptimizer`** class.
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## ClearML's HyperParameter Optimization
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ClearML provides the `HyperParameterOptimizer` class, which takes care of the entire optimization process for users in
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with a simple interface.
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ClearML's approach to hyperparameter optimization is scalable, easy to set up and to manage, and it makes it easy to
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compare results.
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### Workflow
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![Hyperparameter optimization diagram](../img/hpo_diagram.png)
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The diagram above demonstrates the typical flow of hyperparameter optimization where the parameters of a base task are optimized:
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1. Configure an Optimization Task with a base task whose parameters will be optimized, and a set of parameter values to
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test
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1. Clone the base task. Each clone's parameter is overridden with a value from the optimization task
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1. Enqueue each clone for execution by a ClearML Agent
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1. The Optimization Task records and monitors the cloned tasks' configuration and execution details, and returns a
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summary of the optimization results
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![Optimization results summary chart](../img/fundamentals_hpo_summary.png)
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### Supported Optimizers
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The `HyperParameterOptimizer` class contains **ClearML**’s hyperparameter optimization modules. Its modular design enables
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using different optimizers, including existing software frameworks, enabling simple, accurate, and fast hyperparameter
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optimization.
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* **Optuna** - `automation.optuna.optuna.OptimizerOptuna`. Optuna is the default optimizer in ClearML. It makes use of
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different samplers such as grid search, random, bayesian, and evolutionary algorithms.
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For more information, see the [Optuna](https://optuna.readthedocs.io/en/latest/)
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documentation.
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* **BOHB** - `automation.hpbandster.bandster.OptimizerBOHB`. BOHB performs robust and efficient hyperparameter optimization
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at scale by combining the speed of Hyperband searches with the guidance and guarantees of convergence of Bayesian Optimization.
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For more information about HpBandSter BOHB, see the [HpBandSter](https://automl.github.io/HpBandSter/build/html/index.html)
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documentation.
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* **Random** uniform sampling of hyperparameters - `automation.optimization.RandomSearch`.
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* **Full grid** sampling strategy of every hyperparameter combination - `Grid search automation.optimization.GridSearch`.
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* **Custom** - `automation.optimization.SearchStrategy` - Use a custom class and inherit from the ClearML automation base strategy class
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## Defining a hyperparameter optimization search example
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1. Import ClearML's automation modules:
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```python
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from clearml.automation import UniformParameterRange, UniformIntegerParameterRange
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from clearml.automation import HyperParameterOptimizer
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from clearml.automation.optuna import OptimizerOptuna
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```
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1. Initialize the Task, which will be stored in ClearML Server when the code runs. After the code runs at least once,
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it can be reproduced, and the parameters can be tuned:
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```python
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from clearml import Task
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task = Task.init(project_name='Hyper-Parameter Optimization',
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task_name='Automatic Hyper-Parameter Optimization',
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task_type=Task.TaskTypes.optimizer,
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reuse_last_task_id=False)
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```
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1. Define the optimization configuration and resources budget:
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```python
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optimizer = HyperParameterOptimizer(
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# specifying the task to be optimized, task must be in system already so it can be cloned
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base_task_id=TEMPLATE_TASK_ID,
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# setting the hyper-parameters to optimize
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hyper_parameters=[
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UniformIntegerParameterRange('number_of_epochs', min_value=2, max_value=12, step_size=2),
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UniformIntegerParameterRange('batch_size', min_value=2, max_value=16, step_size=2),
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UniformParameterRange('dropout', min_value=0, max_value=0.5, step_size=0.05),
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UniformParameterRange('base_lr', min_value=0.00025, max_value=0.01, step_size=0.00025),
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],
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# setting the objective metric we want to maximize/minimize
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objective_metric_title='accuracy',
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objective_metric_series='total',
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objective_metric_sign='max',
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# setting optimizer
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optimizer_class=OptimizerOptuna,
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# configuring optimization parameters
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execution_queue='default',
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max_number_of_concurrent_tasks=2,
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optimization_time_limit=60.,
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compute_time_limit=120,
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total_max_jobs=20,
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min_iteration_per_job=15000,
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max_iteration_per_job=150000,
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)
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```
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<br/><br/>
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For more information about `HyperParameterOptimizer` and supported optimization modules, see the [HyperParameterOptimizer class reference](../references/sdk/hpo_optimization_hyperparameteroptimizer.md).
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## Tutorial
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Check out the [Hyperparameter Optimization](../guides/optimization/hyper-parameter-optimization/examples_hyperparam_opt.md) tutorial for a step-by-step guide.
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