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DEHBs Hyperparameters

DEHB Hyperparameters#

We recommend the default settings. The default settings were chosen based on ablation studies over a collection of diverse problems and were found to be generally useful across all cases tested. However, the parameters are still available for tuning to a specific problem.

The Hyperband components:

  • min_fidelity: Needs to be specified for every DEHB instantiation and is used in determining the fidelity spacing for the problem at hand.
  • max_fidelity: Needs to be specified for every DEHB instantiation. Represents the full-fidelity evaluation or the actual black-box setting.
  • eta: (default=3) Sets the aggressiveness of Hyperband's aggressive early stopping by retaining 1/eta configurations every round

The DE components:

  • strategy: (default=rand1_bin) Chooses the mutation and crossover strategies for DE. rand1 represents the mutation strategy while bin represents the binomial crossover strategy. \ Other mutation strategies include: {rand2, rand2dir, best, best2, currenttobest1, randtobest1}\ Other crossover strategies include: {exp}\ Mutation and crossover strategies can be combined with a _ separator, for e.g.: rand2dir_exp.
  • mutation_factor: (default=0.5) A fraction within [0, 1] weighing the difference operation in DE
  • crossover_prob: (default=0.5) A probability within [0, 1] weighing the traits from a parent or the mutant