Hyperband

class hpbandster.optimizers.hyperband.HyperBand(configspace=None, eta=3, min_budget=0.01, max_budget=1, **kwargs)

Hyperband implements hyperparameter optimization by sampling candidates at random and “trying” them first, running them for a specific budget. The approach is iterative, promising candidates are run for a longer time, increasing the fidelity for their performance. While this is a very efficient racing approach, random sampling makes no use of the knowledge gained about the candidates during optimization.

Parameters:

• configspace (ConfigSpace object) – valid representation of the search space
• eta (float) – 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_budget (float) – The smallest budget to consider. Needs to be positive!
• max_budget (float) – the largest budget to consider. Needs to be larger than min_budget! The budgets will be geometrically distributed $sim eta^k$ for $kin [0, 1, … , num_subsets - 1]$.

get_next_iteration(iteration, iteration_kwargs={})

Hyperband uses SuccessiveHalving for each iteration. See Li et al. (2016) for reference.

Parameters:iteration (int) – the index of the iteration to be instantiated Returns:SuccessiveHalving – corresponding number of configurations Return type:the SuccessiveHalving iteration with the