Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Readjusting tuning and evaluation procedure #11

Open
jemus42 opened this issue Sep 13, 2024 · 1 comment
Open

Readjusting tuning and evaluation procedure #11

jemus42 opened this issue Sep 13, 2024 · 1 comment

Comments

@jemus42
Copy link
Member

jemus42 commented Sep 13, 2024

Moving to MBO rather than random search is straight forward and done in #8 already, but that also brings with it recosinderation of the tuning budget.
The current budget is 50 * n_hyperparams, which scales from 50 to 400 (for XGBAFT), or more likely 350 because nrounds is now tuned internally via early stopping.

For the inner resampling strategy:

  • 3-fold CV -> 2 repeats of 3-fold CV?

For reasonably sized tasks and fast-ish learners this should only help, but for the large/slow cases this is going to cause us to run into timeouts.

For the outer resampling:

  • 5-fold CV -> 2 repeats of 3-fold CV?

Scaling the outer resampling has the largest effect on runtime as tuning of course scales with that, and it affects the number of compute jobs on the cluster (one per outer iteration).
I'll need to so some reasonable runtime testing to get a grip here, but I'd like to avoid massively over- or undershooting what we could/should have done.

@jemus42
Copy link
Member Author

jemus42 commented Oct 9, 2024

For the inner resampling probably 2x3fold is okay, but for the outer resampling I could do what Sebastian did in the OpenML-CTR23 benchmark and use, say

  • 10x3fold CV for tasks with N < 1000
  • 2x3fold CV for tasks with 1000 <= N < 10000
  • 3fold CV for tasks with N >= 10000

This is probably more efficient (both data- and compute-wise) than doing 2x3fold even for the largest task.
The original 5-fold CV for everything was not great in any case.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

1 participant