BuiltinTuner.md

Built-in Tuners

NNI provides state-of-the-art tuning algorithm as our built-in tuners and makes them easy to use. Below is the brief summary of NNI currently built-in tuners:

Note: Click the Tuner's name to get the Tuner's installation requirements, suggested scenario and using example. The link for a detailed description of the algorithm is at the end of the suggested scenario of each tuner. Here is an article about the comparison of different Tuners on several problems.

Currently we support the following algorithms:

Tuner	Brief Introduction of Algorithm
TPE	The Tree-structured Parzen Estimator (TPE) is a sequential model-based optimization (SMBO) approach. SMBO methods sequentially construct models to approximate the performance of hyperparameters based on historical measurements, and then subsequently choose new hyperparameters to test based on this model. Reference Paper
Random Search	In Random Search for Hyper-Parameter Optimization show that Random Search might be surprisingly simple and effective. We suggest that we could use Random Search as the baseline when we have no knowledge about the prior distribution of hyper-parameters. Reference Paper
Anneal	This simple annealing algorithm begins by sampling from the prior, but tends over time to sample from points closer and closer to the best ones observed. This algorithm is a simple variation on the random search that leverages smoothness in the response surface. The annealing rate is not adaptive.
Naïve Evolution	Naïve Evolution comes from Large-Scale Evolution of Image Classifiers. It randomly initializes a population-based on search space. For each generation, it chooses better ones and does some mutation (e.g., change a hyperparameter, add/remove one layer) on them to get the next generation. Naïve Evolution requires many trials to works, but it's very simple and easy to expand new features. Reference paper
SMAC	SMAC is based on Sequential Model-Based Optimization (SMBO). It adapts the most prominent previously used model class (Gaussian stochastic process models) and introduces the model class of random forests to SMBO, in order to handle categorical parameters. The SMAC supported by NNI is a wrapper on the SMAC3 GitHub repo. Notice, SMAC need to be installed by nnictl package command. Reference Paper, GitHub Repo
Batch tuner	Batch tuner allows users to simply provide several configurations (i.e., choices of hyper-parameters) for their trial code. After finishing all the configurations, the experiment is done. Batch tuner only supports the type choice in search space spec.
Grid Search	Grid Search performs an exhaustive searching through a manually specified subset of the hyperparameter space defined in the searchspace file. Note that the only acceptable types of search space are choice, quniform, randint.
Hyperband	Hyperband tries to use the limited resource to explore as many configurations as possible, and finds out the promising ones to get the final result. The basic idea is generating many configurations and to run them for the small number of trial budget to find out promising one, then further training those promising ones to select several more promising one.Reference Paper
Network Morphism	Network Morphism provides functions to automatically search for architecture of deep learning models. Every child network inherits the knowledge from its parent network and morphs into diverse types of networks, including changes of depth, width, and skip-connection. Next, it estimates the value of a child network using the historic architecture and metric pairs. Then it selects the most promising one to train. Reference Paper
Metis Tuner	Metis offers the following benefits when it comes to tuning parameters: While most tools only predict the optimal configuration, Metis gives you two outputs: (a) current prediction of optimal configuration, and (b) suggestion for the next trial. No more guesswork. While most tools assume training datasets do not have noisy data, Metis actually tells you if you need to re-sample a particular hyper-parameter. Reference Paper
BOHB	BOHB is a follow-up work of Hyperband. It targets the weakness of Hyperband that new configurations are generated randomly without leveraging finished trials. For the name BOHB, HB means Hyperband, BO means Bayesian Optimization. BOHB leverages finished trials by building multiple TPE models, a proportion of new configurations are generated through these models. Reference Paper
GP Tuner	Gaussian Process Tuner is a sequential model-based optimization (SMBO) approach with Gaussian Process as the surrogate. Reference Paper, Github Repo
PPO Tuner	PPO Tuner is a Reinforcement Learning tuner based on PPO algorithm. Reference Paper

Usage of Built-in Tuners

Use built-in tuner provided by NNI SDK requires to declare the builtinTunerName and classArgs in config.yml file. In this part, we will introduce the detailed usage about the suggested scenarios, classArg requirements and example for each tuner.

Note: Please follow the format when you write your config.yml file. Some built-in tuner need to be installed by nnictl package, like SMAC.

TPE

Built-in Tuner Name: TPE

Suggested scenario

TPE, as a black-box optimization, can be used in various scenarios and shows good performance in general. Especially when you have limited computation resource and can only try a small number of trials. From a large amount of experiments, we could found that TPE is far better than Random Search. Detailed Description

Requirement of classArgs

• optimize_mode (maximize or minimize, optional, default = maximize) - If 'maximize', the tuner will target to maximize metrics. If 'minimize', the tuner will target to minimize metrics.

Note: We have optimized the parallelism of TPE for large-scale trial-concurrency. For the principle of optimization or turn-on optimization, please refer to TPE document.

Usage example:

# config.yml
tuner:
  builtinTunerName: TPE
  classArgs:
    optimize_mode: maximize

Random Search

Built-in Tuner Name: Random

Suggested scenario

Random search is suggested when each trial does not take too long (e.g., each trial can be completed very soon, or early stopped by assessor quickly), and you have enough computation resource. Or you want to uniformly explore the search space. Random Search could be considered as baseline of search algorithm. Detailed Description

Requirement of classArgs

• optimize_mode (maximize or minimize, optional, default = maximize) - If 'maximize', the tuner will target to maximize metrics. If 'minimize', the tuner will target to minimize metrics.

Usage example

# config.yml
tuner:
  builtinTunerName: Random

Anneal

Built-in Tuner Name: Anneal

Suggested scenario

Anneal is suggested when each trial does not take too long, and you have enough computation resource(almost same with Random Search). Or the variables in search space could be sample from some prior distribution. Detailed Description

Requirement of classArgs

• optimize_mode (maximize or minimize, optional, default = maximize) - If 'maximize', the tuner will target to maximize metrics. If 'minimize', the tuner will target to minimize metrics.

Usage example

# config.yml
tuner:
  builtinTunerName: Anneal
  classArgs:
    optimize_mode: maximize

Naïve Evolution

Built-in Tuner Name: Evolution

Suggested scenario

Its requirement of computation resource is relatively high. Specifically, it requires large initial population to avoid falling into local optimum. If your trial is short or leverages assessor, this tuner is a good choice. And, it is more suggested when your trial code supports weight transfer, that is, the trial could inherit the converged weights from its parent(s). This can greatly speed up the training progress. Detailed Description

Requirement of classArgs

• optimize_mode (maximize or minimize, optional, default = maximize) - If 'maximize', the tuner will target to maximize metrics. If 'minimize', the tuner will target to minimize metrics.

• population_size (int value (should > 0), optional, default = 20) - the initial size of the population (trial num) in evolution tuner. Suggests population_size be much larger than concurrency, so users can get the most out of the algorithm (and at least concurrency, or the tuner will fail on their first generation of parameters).

Usage example

# config.yml
tuner:
  builtinTunerName: Evolution
  classArgs:
    optimize_mode: maximize
    population_size: 100

SMAC

Built-in Tuner Name: SMAC

Please note that SMAC doesn't support running on Windows currently. The specific reason can be referred to this GitHub issue.

Installation

SMAC need to be installed by following command before first use. As a reminder, swig is required for SMAC: for Ubuntu swig can be installed with apt.

nnictl package install --name=SMAC

Suggested scenario

Similar to TPE, SMAC is also a black-box tuner which can be tried in various scenarios, and is suggested when computation resource is limited. It is optimized for discrete hyperparameters, thus, suggested when most of your hyperparameters are discrete. Detailed Description

Requirement of classArgs

• optimize_mode (maximize or minimize, optional, default = maximize) - If 'maximize', the tuner will target to maximize metrics. If 'minimize', the tuner will target to minimize metrics.

Usage example

# config.yml
tuner:
  builtinTunerName: SMAC
  classArgs:
    optimize_mode: maximize

Batch Tuner

Built-in Tuner Name: BatchTuner

Suggested scenario

If the configurations you want to try have been decided, you can list them in searchspace file (using choice) and run them using batch tuner. Detailed Description

Usage example

# config.yml
tuner:
  builtinTunerName: BatchTuner

Note that the search space that BatchTuner supported like:

{
    "combine_params":
    {
        "_type" : "choice",
        "_value" : [{"optimizer": "Adam", "learning_rate": 0.00001},
                    {"optimizer": "Adam", "learning_rate": 0.0001},
                    {"optimizer": "Adam", "learning_rate": 0.001},
                    {"optimizer": "SGD", "learning_rate": 0.01},
                    {"optimizer": "SGD", "learning_rate": 0.005},
                    {"optimizer": "SGD", "learning_rate": 0.0002}]
    }
}

The search space file including the high-level key combine_params. The type of params in search space must be choice and the values including all the combined-params value.

Grid Search

Built-in Tuner Name: Grid Search

Suggested scenario

Note that the only acceptable types of search space are choice, quniform, randint.

It is suggested when search space is small, it is feasible to exhaustively sweeping the whole search space. Detailed Description

Usage example

# config.yml
tuner:
  builtinTunerName: GridSearch

Hyperband

Built-in Advisor Name: Hyperband

Suggested scenario

It is suggested when you have limited computation resource but have relatively large search space. It performs well in the scenario that intermediate result (e.g., accuracy) can reflect good or bad of final result (e.g., accuracy) to some extent. Detailed Description

Requirement of classArgs

• optimize_mode (maximize or minimize, optional, default = maximize) - If 'maximize', the tuner will target to maximize metrics. If 'minimize', the tuner will target to minimize metrics.
• R (int, optional, default = 60) - the maximum budget given to a trial (could be the number of mini-batches or epochs) can be allocated to a trial. Each trial should use TRIAL_BUDGET to control how long it runs.
• eta (int, optional, default = 3) - (eta-1)/eta is the proportion of discarded trials

Usage example

# config.yml
advisor:
  builtinAdvisorName: Hyperband
  classArgs:
    optimize_mode: maximize
    R: 60
    eta: 3

Network Morphism

Built-in Tuner Name: NetworkMorphism

Installation

NetworkMorphism requires PyTorch and Keras, so users should install them first. The corresponding requirements file is here.

Suggested scenario

It is suggested that you want to apply deep learning methods to your task (your own dataset) but you have no idea of how to choose or design a network. You modify the example to fit your own dataset and your own data augmentation method. Also you can change the batch size, learning rate or optimizer. It is feasible for different tasks to find a good network architecture. Now this tuner only supports the computer vision domain. Detailed Description

Requirement of classArgs

• optimize_mode (maximize or minimize, optional, default = maximize) - If 'maximize', the tuner will target to maximize metrics. If 'minimize', the tuner will target to minimize metrics.
• task (('cv'), optional, default = 'cv') - The domain of experiment, for now, this tuner only supports the computer vision(cv) domain.
• input_width (int, optional, default = 32) - input image width
• input_channel (int, optional, default = 3) - input image channel
• n_output_node (int, optional, default = 10) - number of classes

Usage example

# config.yml
tuner:
  builtinTunerName: NetworkMorphism
    classArgs:
      optimize_mode: maximize
      task: cv
      input_width: 32
      input_channel: 3
      n_output_node: 10

Metis Tuner

Built-in Tuner Name: MetisTuner

Note that the only acceptable types of search space are quniform, uniform and randint and numerical choice. Only numerical values are supported since the values will be used to evaluate the 'distance' between different points.

Suggested scenario

Similar to TPE and SMAC, Metis is a black-box tuner. If your system takes a long time to finish each trial, Metis is more favorable than other approaches such as random search. Furthermore, Metis provides guidance on the subsequent trial. Here is an example about the use of Metis. User only need to send the final result like accuracy to tuner, by calling the NNI SDK. Detailed Description

Requirement of classArgs

• optimize_mode ('maximize' or 'minimize', optional, default = 'maximize') - If 'maximize', the tuner will target to maximize metrics. If 'minimize', the tuner will target to minimize metrics.

Usage example

# config.yml
tuner:
  builtinTunerName: MetisTuner
  classArgs:
    optimize_mode: maximize

BOHB Advisor

Built-in Tuner Name: BOHB

Installation

BOHB advisor requires ConfigSpace package, ConfigSpace need to be installed by following command before first use.

nnictl package install --name=BOHB

Suggested scenario

Similar to Hyperband, it is suggested when you have limited computation resource but have relatively large search space. It performs well in the scenario that intermediate result (e.g., accuracy) can reflect good or bad of final result (e.g., accuracy) to some extent. In this case, it may converges to a better configuration due to Bayesian optimization usage. Detailed Description

Requirement of classArgs

• optimize_mode (maximize or minimize, optional, default = maximize) - If 'maximize', tuners will target to maximize metrics. If 'minimize', tuner will target to minimize metrics.
• min_budget (int, optional, default = 1) - The smallest budget assign to a trial job, (budget could be the number of mini-batches or epochs). Needs to be positive.
• max_budget (int, optional, default = 3) - The largest budget assign to a trial job, (budget could be the number of mini-batches or epochs). Needs to be larger than min_budget.
• eta (int, optional, default = 3) - In each iteration, a complete run of sequential halving is executed. In it, after evaluating each configuration on the same subset size, only a fraction of 1/eta of them 'advances' to the next round. Must be greater or equal to 2.
• min_points_in_model(int, optional, default = None): number of observations to start building a KDE. Default 'None' means dim+1, when the number of completed trial in this budget is equal or larger than max{dim+1, min_points_in_model}, BOHB will start to build a KDE model of this budget, then use KDE model to guide the configuration selection. Need to be positive.(dim means the number of hyperparameters in search space)
• top_n_percent(int, optional, default = 15): percentage (between 1 and 99, default 15) of the observations that are considered good. Good points and bad points are used for building KDE models. For example, if you have 100 observed trials and top_n_percent is 15, then top 15 point will used for building good point models "l(x)", the remaining 85 point will used for building bad point models "g(x)".
• num_samples(int, optional, default = 64): number of samples to optimize EI (default 64). In this case, we will sample "num_samples"(default = 64) points, and compare the result of l(x)/g(x), then return one with the maximum l(x)/g(x) value as the next configuration if the optimize_mode is maximize. Otherwise, we return the smallest one.
• random_fraction(float, optional, default = 0.33): fraction of purely random configurations that are sampled from the prior without the model.
• bandwidth_factor(float, optional, default = 3.0): to encourage diversity, the points proposed to optimize EI, are sampled from a 'widened' KDE where the bandwidth is multiplied by this factor. Suggest to use default value if you are not familiar with KDE.
• min_bandwidth(float, optional, default = 0.001): to keep diversity, even when all (good) samples have the same value for one of the parameters, a minimum bandwidth (default: 1e-3) is used instead of zero. Suggest to use default value if you are not familiar with KDE.

Please note that currently float type only support decimal representation, you have to use 0.333 instead of 1/3 and 0.001 instead of 1e-3.

Usage example

advisor:
  builtinAdvisorName: BOHB
  classArgs:
    optimize_mode: maximize
    min_budget: 1
    max_budget: 27
    eta: 3

GP Tuner

Built-in Tuner Name: GPTuner

Note that the only acceptable types of search space are randint, uniform, quniform, loguniform, qloguniform, and numerical choice. Only numerical values are supported since the values will be used to evaluate the 'distance' between different points.

Suggested scenario

As a strategy in Sequential Model-based Global Optimization(SMBO) algorithm, GP Tuner uses a proxy optimization problem (finding the maximum of the acquisition function) that, albeit still a hard problem, is cheaper (in the computational sense) and common tools can be employed. Therefore GP Tuner is most adequate for situations where the function to be optimized is a very expensive endeavor. GP can be used when the computation resource is limited. While GP Tuner has a computational cost that grows at O(N^3) due to the requirement of inverting the Gram matrix, so it's not suitable when lots of trials are needed. Detailed Description

Requirement of classArgs

• optimize_mode ('maximize' or 'minimize', optional, default = 'maximize') - If 'maximize', the tuner will target to maximize metrics. If 'minimize', the tuner will target to minimize metrics.
• utility ('ei', 'ucb' or 'poi', optional, default = 'ei') - The kind of utility function(acquisition function). 'ei', 'ucb' and 'poi' corresponds to 'Expected Improvement', 'Upper Confidence Bound' and 'Probability of Improvement' respectively.
• kappa (float, optional, default = 5) - Used by utility function 'ucb'. The bigger kappa is, the more the tuner will be exploratory.
• xi (float, optional, default = 0) - Used by utility function 'ei' and 'poi'. The bigger xi is, the more the tuner will be exploratory.
• nu (float, optional, default = 2.5) - Used to specify Matern kernel. The smaller nu, the less smooth the approximated function is.
• alpha (float, optional, default = 1e-6) - Used to specify Gaussian Process Regressor. Larger values correspond to increased noise level in the observations.
• cold_start_num (int, optional, default = 10) - Number of random exploration to perform before Gaussian Process. Random exploration can help by diversifying the exploration space.
• selection_num_warm_up (int, optional, default = 1e5) - Number of random points to evaluate for getting the point which maximizes the acquisition function.
• selection_num_starting_points (int, optional, default = 250) - Number of times to run L-BFGS-B from a random starting point after the warmup.

Usage example

# config.yml
tuner:
  builtinTunerName: GPTuner
  classArgs:
    optimize_mode: maximize
    utility: 'ei'
    kappa: 5.0
    xi: 0.0
    nu: 2.5
    alpha: 1e-6
    cold_start_num: 10
    selection_num_warm_up: 100000
    selection_num_starting_points: 250

PPO Tuner

Built-in Tuner Name: PPOTuner

Note that the only acceptable type of search space is mutable_layer. optional_input_size can only be 0, 1, or [0, 1].

Suggested scenario

PPOTuner is a Reinforcement Learning tuner based on PPO algorithm. When you are using NNI NAS interface in your trial code to do neural architecture search, PPOTuner can be used. In general, Reinforcement Learning algorithm need more computing resource, though PPO algorithm is more efficient than others relatively. So it's recommended to use this tuner when there are large amount of computing resource. You could try it on very simple task, such as the mnist-nas example. See details

Requirement of classArgs

• optimize_mode ('maximize' or 'minimize') - If 'maximize', the tuner will target to maximize metrics. If 'minimize', the tuner will target to minimize metrics.
• trials_per_update (int, optional, default = 20) - The number of trials to be used for one update. It must be divisible by minibatch_size. trials_per_update is recommended to be an exact multiple of trialConcurrency for better concurrency of trials.
• epochs_per_update (int, optional, default = 4) - The number of epochs for one update.
• minibatch_size (int, optional, default = 4) - Mini-batch size (i.e., number of trials for a mini-batch) for the update. Note that, trials_per_update must be divisible by minibatch_size.
• ent_coef (float, optional, default = 0.0) - Policy entropy coefficient in the optimization objective.
• lr (float, optional, default = 3e-4) - Learning rate of the model (lstm network), constant.
• vf_coef (float, optional, default = 0.5) - Value function loss coefficient in the optimization objective.
• max_grad_norm (float, optional, default = 0.5) - Gradient norm clipping coefficient.
• gamma (float, optional, default = 0.99) - Discounting factor.
• lam (float, optional, default = 0.95) - Advantage estimation discounting factor (lambda in the paper).
• cliprange (float, optional, default = 0.2) - Cliprange in the PPO algorithm, constant.

Usage example

# config.yml
tuner:
  builtinTunerName: PPOTuner
  classArgs:
    optimize_mode: maximize