TITLE: Two-step hyperparameter optimization method: Accelerating hyperparameter search by using a fraction of a training dataset 

ABSTRACT: Hyperparameter optimization (HPO) is an important step in machine learning
(ML) model development, but common practices are archaic -- primarily relying
on manual or grid searches. This is partly because adopting advanced HPO
algorithms introduces added complexity to the workflow, leading to longer
computation times. This poses a notable challenge to ML applications, as
suboptimal hyperparameter selections curtail the potential of ML model
performance, ultimately obstructing the full exploitation of ML techniques. In
this article, we present a two-step HPO method as a strategic solution to
curbing computational demands and wait times, gleaned from practical
experiences in applied ML parameterization work. The initial phase involves a
preliminary evaluation of hyperparameters on a small subset of the training
dataset, followed by a re-evaluation of the top-performing candidate models
post-retraining with the entire training dataset. This two-step HPO method is
universally applicable across HPO search algorithms, and we argue it has
attractive efficiency gains.
  As a case study, we present our recent application of the two-step HPO method
to the development of neural network emulators for aerosol activation. Although
our primary use case is a data-rich limit with many millions of samples, we
also find that using up to 0.0025% of the data (a few thousand samples) in the
initial step is sufficient to find optimal hyperparameter configurations from
much more extensive sampling, achieving up to 135-times speedup. The benefits
of this method materialize through an assessment of hyperparameters and model
performance, revealing the minimal model complexity required to achieve the
best performance. The assortment of top-performing models harvested from the
HPO process allows us to choose a high-performing model with a low inference
cost for efficient use in global climate models (GCMs).
Hyperparameter optimization (HPO) is an important step in machine learning
(ML) model development, but common practices are archaic -- primarily relying
on manual or grid searches. This is partly because adopting advanced HPO
algorithms introduces added complexity to the workflow, leading to longer
computation times. This poses a notable challenge to ML applications, as
suboptimal hyperparameter selections curtail the potential of ML model
performance, ultimately obstructing the full exploitation of ML techniques. In
this article, we present a two-step HPO method as a strategic solution to
curbing computational demands and wait times, gleaned from practical
experiences in applied ML parameterization work. The initial phase involves a
preliminary evaluation of hyperparameters on a small subset of the training
dataset, followed by a re-evaluation of the top-performing candidate models
post-retraining with the entire training dataset. This two-step HPO method is
universally applicable across HPO search algorithms, and we argue it has
attractive efficiency gains.
  As a case study, we present our recent application of the two-step HPO method
to the development of neural network emulators for aerosol activation. Although
our primary use case is a data-rich limit with many millions of samples, we
also find that using up to 0.0025% of the data (a few thousand samples) in the
initial step is sufficient to find optimal hyperparameter configurations from
much more extensive sampling, achieving up to 135-times speedup. The benefits
of this method materialize through an assessment of hyperparameters and model
performance, revealing the minimal model complexity required to achieve the
best performance. The assortment of top-performing models harvested from the
HPO process allows us to choose a high-performing model with a low inference
cost for efficient use in global climate models (GCMs).
Two-step hyperparameter optimization method: Accelerating hyperparameter search by using a fraction of a training dataset
http://arxiv.org/abs/2302.03845v2