Syne Tune: Large-Scale and Reproducible Hyperparameter Optimization

Documentation

This package provides state-of-the-art algorithms for hyperparameter optimization (HPO) with the following key features:

Wide coverage (>20) of different HPO methods, including:
- Asynchronous versions to maximize utilization and distributed versions (i.e., with multiple workers);
- Multi-fidelity methods supporting model-based decisions (BOHB and MOBSTER);
- Hyperparameter transfer learning to speed up (repeated) tuning jobs;
- Multi-objective optimizers that can tune multiple objectives simultaneously (such as accuracy and latency).
HPO can be run in different environments (locally, AWS, simulation) by changing just one line of code.
Out-of-the-box tabulated benchmarks that allows you simulate results in seconds while preserving the real dynamics of asynchronous or synchronous HPO with any number of workers.

Installing

To install Syne Tune from pip, you can simply do:

pip install 'syne-tune[extra]'

or to install the latest version from source (necessary to run the scripts in the examples/ folder):

git clone https://github.com/awslabs/syne-tune.git
cd syne-tune
python3 -m venv st_venv
. st_venv/bin/activate
pip install wheel
pip install --upgrade pip
pip install -e '.[extra]'

This installs everything in a virtual environment st_venv. Remember to activate this environment before working with Syne Tune. We also recommend building the virtual environment from scratch now and then, in particular when you pull a new release, as dependencies may have changed.

See our change log to see what changed in the latest version.

Getting started

To enable tuning, you have to report metrics from a training script so that they can be communicated later to Syne Tune, this can be accomplished by just calling report(epoch=epoch, loss=loss) as shown in the example below:

# train_height_simple.py
import logging
import time

from syne_tune import Reporter
from argparse import ArgumentParser

if __name__ == '__main__':
    root = logging.getLogger()
    root.setLevel(logging.INFO)
    parser = ArgumentParser()
    parser.add_argument('--epochs', type=int)
    parser.add_argument('--width', type=float)
    parser.add_argument('--height', type=float)
    args, _ = parser.parse_known_args()
    report = Reporter()
    for step in range(args.epochs):
        time.sleep(0.1)
        dummy_score = 1.0 / (0.1 + args.width * step / 100) + args.height * 0.1
        # Feed the score back to Syne Tune.
        report(epoch=step + 1, mean_loss=dummy_score)

Once you have a script reporting metric, you can launch a tuning as-follow:

# launch_height_simple.py
from syne_tune import Tuner, StoppingCriterion
from syne_tune.backend import LocalBackend
from syne_tune.config_space import randint
from syne_tune.optimizer.baselines import ASHA

# hyperparameter search space to consider
config_space = {
    'width': randint(1, 20),
    'height': randint(1, 20),
    'epochs': 100,
}

tuner = Tuner(
    trial_backend=LocalBackend(entry_point='train_height_simple.py'),
    scheduler=ASHA(
        config_space,
        metric='mean_loss',
        resource_attr='epoch',
        max_resource_attr="epochs",
        search_options={'debug_log': False},
    ),
    stop_criterion=StoppingCriterion(max_wallclock_time=30),
    n_workers=4,  # how many trials are evaluated in parallel
)
tuner.run()

The above example runs ASHA with 4 asynchronous workers on a local machine.

Supported HPO methods

The following hyperparameter optimization (HPO) methods are available in Syne Tune:

Method	Reference	Searcher	Asynchronous?	Multi-fidelity?	Transfer?
Grid Search		deterministic	yes	no	no
Random Search	Bergstra, et al. (2011)	random	yes	no	no
Bayesian Optimization	Snoek, et al. (2012)	model-based	yes	no	no
BORE	Tiao, et al. (2021)	model-based	yes	no	no
MedianStoppingRule	Golovin, et al. (2017)	any	yes	yes	no
SyncHyperband	Li, et al. (2018)	random	no	yes	no
SyncBOHB	Falkner, et al. (2018)	model-based	no	yes	no
SyncMOBSTER	Klein, et al. (2020)	model-based	no	yes	no
ASHA	Li, et al. (2019)	random	yes	yes	no
BOHB	Falkner, et al. (2018)	model-based	yes	yes	no
MOBSTER	Klein, et al. (2020)	model-based	yes	yes	no
DEHB	Awad, et al. (2021)	evolutionary	no	yes	no
HyperTune	Li, et al. (2022)	model-based	yes	yes	no
DyHPO	Wistuba, et al. (2022)	model-based	yes	yes	no
ASHABORE	Tiao, et al. (2021)	model-based	yes	yes	no
PASHA	Bohdal, et al. (2022)	random or model-based	yes	yes	no
REA	Real, et al. (2019)	evolutionary	yes	no	no
KDE	Falkner, et al. (2018)	model-based	yes	no	no
PBT	Jaderberg, et al. (2017)	evolutionary	no	yes	no
ZeroShotTransfer	Wistuba, et al. (2015)	deterministic	yes	no	yes
ASHA-CTS	Salinas, et al. (2021)	random	yes	yes	yes
RUSH	Zappella, et al. (2021)	random	yes	yes	yes
BoundingBox	Perrone, et al. (2019)	any	yes	yes	yes

The searchers fall into four broad categories, deterministic, random, evolutionary and model-based. The random searchers sample candidate hyperparameter configurations uniformly at random, while the model-based searchers sample them non-uniformly at random, according to a model (e.g., Gaussian process, density ration estimator, etc.) and an acquisition function. The evolutionary searchers make use of an evolutionary algorithm.

Syne Tune also supports BoTorch searchers.

Supported multi-objective optimization methods

Method	Reference	Searcher	Asynchronous?	Multi-fidelity?	Transfer?
Constrained Bayesian Optimization	Gardner, et al. (2014)	model-based	yes	no	no
MOASHA	Schmucker, et al. (2021)	random	yes	yes	no
NSGA-2	Deb, et al. (2002)	evolutionary	no	no	no

HPO methods listed can be used in a multi-objective setting by scalarization or non-dominated sorting. See multiobjective_priority.py for details.

Examples

You will find many examples in the examples/ folder illustrating different functionalities provided by Syne Tune. For example:

launch_height_baselines.py: launches HPO locally, tuning a simple script train_height_example.py for several baselines
launch_height_moasha.py: shows how to tune a script reporting multiple-objectives with multiobjective Asynchronous Hyperband (MOASHA)
launch_height_standalone_scheduler.py: launches HPO locally with a custom scheduler that cuts any trial that is not in the top 80%
launch_height_sagemaker_remotely.py: launches the HPO loop on SageMaker rather than a local machine, trial can be executed either the remote machine or distributed again as separate SageMaker training jobs. See launch_height_sagemaker_remote_launcher.py for remote launching with the help of RemoteTuner also discussed in one of the FAQs.
launch_height_sagemaker.py: launches HPO on SageMaker to tune a SageMaker Pytorch estimator
launch_bayesopt_constrained.py: launches Bayesian contrained hyperparameter optimization
launch_height_sagemaker_custom_image.py: launches HPO on SageMaker to tune a entry point with a custom docker image
launch_plot_results.py: shows how to plot results of a HPO experiment
launch_tensorboard_example.py: shows how results can be visualized on the fly with TensorBoard
launch_nasbench201_simulated.py: demonstrates simulation of experiments on a tabulated benchmark
launch_fashionmnist.py: launches HPO locally tuning a multi-layer perceptron on Fashion MNIST. This employs an easy-to-use benchmark convention
launch_huggingface_classification.py: launches HPO on SageMaker to tune a SageMaker Hugging Face estimator for sentiment classification
launch_tuning_gluonts.py: launches HPO locally to tune a gluon-ts time series forecasting algorithm
launch_rl_tuning.py: launches HPO locally to tune a RL algorithm on the cartpole environment
launch_height_ray.py: launches HPO locally with Ray Tune scheduler

FAQ and Tutorials

You can check our FAQ, to learn more about Syne Tune functionalities.

Do you want to know more? Here are a number of tutorials.

Blog Posts

Security

See CONTRIBUTING for more information.

Citing Syne Tune

If you use Syne Tune in a scientific publication, please cite the following paper:

"Syne Tune: A Library for Large Scale Hyperparameter Tuning and Reproducible Research" First Conference on Automated Machine Learning, 2022.

@inproceedings{
  salinas2022syne,
  title={Syne Tune: A Library for Large Scale Hyperparameter Tuning and Reproducible Research},
  author={David Salinas and Matthias Seeger and Aaron Klein and Valerio Perrone and Martin Wistuba and Cedric Archambeau},
  booktitle={International Conference on Automated Machine Learning, AutoML 2022},
  year={2022},
  url={https://proceedings.mlr.press/v188/salinas22a.html}
}

License

This project is licensed under the Apache-2.0 License.

awslabs/syne-tune

awslabs

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