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Intuitive & Scalable HPO
With Spark+Fugue
Han Wang
Agenda
Introduction
Non-Iterative HPO
Demo
Iterative HPO Demo
pip install tune
https://github.com/fugue-project/tune
pip install fugue
https://github.com/fugue-project/fugue
Introduction
Questions
● Is parameter tuning a machine learning problem?
● Are there common ways to tune both classical models and deep
learning models?
● Why is it so hard to do distributed parameter tuning?
Tuning Problems In General
General Parameter Tuning
Hyperparameter Tuning (for Machine Learning)
Some Classical
Models
Deep Learning Models
Some Classical
Models
Non-Iterative Problems Iterative Problems
Distributed Parameter Tuning
● Not everything can be parallelized
● The tuning logic is always complex and tedious
● Popular tuning frameworks are not distributed environment
friendly
● Spark is not suitable for iterative tuning problems
Distributed Parameter Tuning
Tune SQL Validation
Our Goals
● For non-iterative problems:
○ Unify grid and random search, make other plugable
● For iterative problems:
○ Generalize SOTA algos such as Hyperband and ASHA
● For both
○ Tune both locally and distributedly without code change
○ Make tuning development iterable and testable
○ Minimize moving parts
○ Minimize interfaces
Non-Iterative Problems
Grid Search
a: Grid(0,1)
b: Grid(“a”, “b”)
c: 3.14
a:0, b:”a”, c:3.14
a:0, b:”b”, c:3.14
a:1, b:”a”, c:3.14
a:1, b:”b”, c:3.14
Search Space Candidates
Pros: determinism, even coverage, interpretable
Cons: complexity can increase exponentially
Random Search
a: Rand(0,1)
b: Choice(“a”,“b”)
c: 3.14
a:0.12, b:”a”, c:3.14
a:0.66, b:”a”, c:3.14
a:0.32, b:”b”, c:3.14
a:0.94, b:”a”, c:3.14
Search Space Candidates
Pros: complexity and distribution are controlled, good for continuous variables
Cons: by luck, not deterministic, large number of samples are normally needed
Bayesian Optimization
objective: a^2
a: Rand(-1,1)
-0.66 -> 0.76 -> -0.18
-> 0.75 -> 0.90
-> 0.07 -> 0.00
-> 0.41 -> 0.12 -> 0.66
Search Space Candidates
Pros: less compute to guess the optimal parameters
Cons: sequential operations may require more time
Hybrid Search Space
Distributed Hybrid Search
Model 1 Model 2
Grid Random Bayesian
Live Demo
Space Concept & Scikit-Learn Tuning
Iterative Problems
Challenges
● Realtime asynchronous communication
● The overhead for checkpointing iterations can be significant
● Single iterative problem can’t be parallelized
● A lot of boilerplate code
Successive Halving (SHA)
Rung 1
Rung 2
Rung 3
Rung 4
Fully Customized Successive Halving
8, [(4,6), (2,2), (6,1)]
Hyperband
Asynchronous Successive Halving (ASHA)
Live Demo
Keras Model Tuning
Summary
Space Monitoring
Dataset
Distributed
Execution
Abstraction
Non-Iterative
Random, Grid, BO
Iterative
SHA, HB, ASHA, PBT ...
Specialization
Scikit-Learn
Specialization
Keras, TF, PyTorch
Let’s Collaborate!
● Create specialized higher level APIs for major tuning cases so
users can do tuning with minimal code and without learning
distributed systems
● Enable advanced users to create fully customized, platform
agnostic and scale agnostic tuning pipelines with tune’s lower
level APIs
pip install tune
https://github.com/fugue-project/tune
pip install fugue
https://github.com/fugue-project/fugue
Feedback
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