Two-step hyperparameter optimization method: Accelerating hyperparameter search by using a fraction of a training dataset

TL;DR

The paper introduces a two-step hyperparameter optimization method that significantly reduces computational costs by evaluating hyperparameters on a small data subset before full training, demonstrated with neural network emulators for aerosol activation.

Contribution

It proposes a universally applicable two-step HPO approach that accelerates hyperparameter search using minimal data in the initial phase, enabling efficient model development.

Findings

Achieves up to 135-times speedup in hyperparameter search.

Uses as little as 0.0025% of data for initial evaluation.

Identifies minimal model complexity for optimal performance.

Abstract

Hyperparameter optimization (HPO) is an important step in machine learning (ML) model development, but common practices are archaic -- primarily relying on manual or grid searches. This is partly because adopting advanced HPO algorithms introduces added complexity to the workflow, leading to longer computation times. This poses a notable challenge to ML applications, as suboptimal hyperparameter selections curtail the potential of ML model performance, ultimately obstructing the full exploitation of ML techniques. In this article, we present a two-step HPO method as a strategic solution to curbing computational demands and wait times, gleaned from practical experiences in applied ML parameterization work. The initial phase involves a preliminary evaluation of hyperparameters on a small subset of the training dataset, followed by a re-evaluation of the top-performing candidate models post-retraining with the entire training dataset. This two-step HPO method is universally applicable across HPO search algorithms, and we argue it has attractive efficiency gains. As a case study, we present our recent application of the two-step HPO method to the development of neural network emulators for aerosol activation. Although our primary use case is a data-rich limit with many millions of samples, we also find that using up to 0.0025% of the data (a few thousand samples) in the initial step is sufficient to find optimal hyperparameter configurations from much more extensive sampling, achieving up to 135-times speedup. The benefits of this method materialize through an assessment of hyperparameters and model performance, revealing the minimal model complexity required to achieve the best performance. The assortment of top-performing models harvested from the HPO process allows us to choose a high-performing model with a low inference cost for efficient use in global climate models (GCMs).