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Tune the hyperparameters of your PyTorch models with HyperSearch.

Requirements

• Python 3.5+
• PyTorch 0.4+
• tqdm

API

Note: We currently only support FC networks. ConvNet support coming soon!

• Install requirements using:

pip install -r requirements.txt

• Define your model in model.py. This should return a nn.Sequential object. Take note of the last layer, i.e. using nn.LogSoftmax() vs. nn.Softmax() will require possible changes in the training method. For example, let's define a 4 layer FC network as follows:

Sequential(
  (0): Linear(in_features=784, out_features=512)
  (1): ReLU()
  (2): Linear(in_features=512, out_features=256)
  (3): ReLU()
  (4): Linear(in_features=256, out_features=128)
  (5): ReLU()
  (6): Linear(in_features=128, out_features=10)
  (7): LogSoftmax()
)

• Write your own data_loader.py if you do not have a dataset that is supported by torchvision.datasets. Else, slightly edit data_loader.py to suit your dataset of choice: CIFAR-10, CIFAR-100, Fashion-MNIST, MNIST, etc.
• Create your hyperparameter dictionary in main.py. You must follow the following syntax:

params = {
    '2_hidden': ['quniform', 512, 1000, 1],
    '4_hidden': ['quniform', 128, 512, 1],
    'all_act': ['choice', [[0], ['choice', ['selu', 'elu', 'tanh']]]],
    'all_dropout': ['choice', [[0], ['uniform', 0.1, 0.5]]],
    'all_batchnorm': ['choice', [0, 1]],
    'all_l2': ['uniform', 1e-8, 1e-5],
    'optim': ['choice', ["adam", "sgd"]],
}

Keys are of the form {layer_num}_{hyperparameter} where layer_num can be a layer from your nn.Sequential model or all to signify all layers. Values are of the form [distribution, x] where distribution can be one of uniform, quniform, choice, etc.

For example, 2_hidden: ['quniform', 512, 1000, 1] means to sample the hidden size of layer 2 of the model (Linear(in_features=512, out_features=256)) from a quantile uniform distribution with lower bound 512, upper bound 1000 and q = 1.

all_dropout: ['choice', [[0], ['uniform', 0.1, 0.5]]] means to choose whether to apply dropout or not to all layers. choice means pick from elements in a list and [0] means False while the other choice, implicitly implied to mean true, means to sample Dropout probability from a uniform distribution with lower bound 0.1 and upper bound 0.5.

• Edit the config.py file to suit your needs. Concretely, you can edit the hyperparameters of HyperBand, the default learning rate, the dataset of choice, etc. There are 2 parameters that control the HyperBand algorithm:
  • max_iter: maximum number of iterations allocated to a given hyperparam config
  • eta: proportion of configs discarded in each round of successive halving.
  • epoch_scale: a boolean indicating whether max_iter should be computed in terms of mini-batch iterations or epochs. This is useful if you want to speed up HyperBand and don't want to evaluate a full pass on a large dataset.

Set max_iter to the usual amount you would train neural networks for. It's mostly a rule fo thumb, but something in the range [80, 150] epochs. Larger values of nu correspond to a more aggressive elimination schedule and thus fewer rounds of elimination. Increase to receive faster results at the cost of a sub-optimal performance. Authors advise a value of 3 or 4.

• As a last step, depending on the last layer in your model, you may wish to edit the train_one_epoch() method in the hyperband.py file. The default uses F.nll_loss because it assumes the user used LogSoftmax but feel free to edit the loss to tailor to your needs.

Finally, you can run the algorithm using:

python main.py

Hyperparameter Support

• [x] Activation
  • [x] all
  • [x] per layer
• [x] L1/L2 regularization (weights & biases)
  • [x] all
  • [x] per layer
• [x] Add Batch Norm
  • [x] sandwiched between every layer
• [x] Add Dropout
  • [x] sandwiched between every layer
• [ ] Add Layers
  • [ ] conv Layers
  • [ ] fc Layers
• [ ] Change Layer Params
  • [x] change fc output size
  • [ ] change conv params
• [x] Optimization
  • [x] batch size
  • [x] learning rate
  • [x] optimizer (adam, sgd)

Todo

• [ ] conv nn support
• [ ] max exploration option (s = s_max)
• [ ] input error checking
• [ ] improve plotting and logging
• [ ] multi-gpu and multi-cpu support

References

• zygmuntz's hyperband
• Demo by kgjamieson