Performance of machine learning algorithms depends critically on identifying a good set of hyperparameters. While current methods offer efficiencies by adaptively choosing new configurations to train, an alternative strategy is to adaptively allocate resources across the selected configurations. We formulate hyperparameter optimization as a pure-exploration non-stochastic infinitely many armed bandit problem where allocation of additional resources to an arm corresponds to training a configuration on larger subsets of the data. We introduce Hyperband for this framework and analyze its theoretical properties, providing several desirable guarantees. We compare Hyperband with state-of-the-art Bayesian optimization methods and a random search baseline on a comprehensive benchmark including 117 datasets. Our results on this benchmark demonstrate that while Bayesian optimization methods do not outperform random search trained for twice as long, Hyperband in favorable settings offers valuable speedups.

本研究提出了一种新颖算法Hyperband，通过自适应资源分配和提前终止实现了超参数优化的加速。该算法在一系列超参数优化问题中比流行的贝叶斯优化方法提供了一个数量级以上的加速。

Hyperband: 一种基于贝叶斯加权混合的超参数优化方法