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arXiv · 2111.13755

A survey on multi-objective hyperparameter optimization algorithms for Machine Learning

Alejandro Morales-Hernández·Inneke Van Nieuwenhuyse·Sebastian Rojas Gonzalez
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Abstract

Hyperparameter optimization (HPO) is a necessary step to ensure the best possible performance of Machine Learning (ML) algorithms. Several methods have been developed to perform HPO; most of these are focused on optimizing one performance measure (usually an error-based measure), and the literature on such single-objective HPO problems is vast. Recently, though, algorithms have appeared that focus on optimizing multiple conflicting objectives simultaneously. This article presents a systematic survey of the literature published between 2014 and 2020 on multi-objective HPO algorithms, distinguishing between metaheuristic-based algorithms, metamodel-based algorithms, and approaches using a mixture of both. We also discuss the quality metrics used to compare multi-objective HPO procedures and present future research directions.

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Alejandro Morales-Hernández, Inneke Van Nieuwenhuyse, Sebastian Rojas Gonzalez. 2021-11-23. A survey on multi-objective hyperparameter optimization algorithms for Machine Learning. https://arxiv.org/abs/2111.13755

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