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Improved autotuning scoring and parameter search process #813

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merged 7 commits into from
Feb 6, 2019
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@tgaddair tgaddair commented Feb 6, 2019

  • Use time between samples instead of aggregated time spent in the background thread for computing sample score
  • Normalized scores after each sample to focus the Bayesian optimization more on certain ranges of parameters
  • Increased noise parameter from 0.2 -> 0.8 to reflect apriori entropy expectations in samples

@tgaddair tgaddair requested a review from alsrgv February 6, 2019 00:57
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A couple of comments.

*mu = sum / v.size();

std::vector<double> diff(v.size());
std::transform(v.begin(), v.end(), diff.begin(), std::bind2nd(std::minus<double>(), *mu));
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Does it take lambda instead of std::bind2nd? Seems more reader-friendly :-)

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Good idea. Done!


VectorXd y_i(1);
y_i(0) = norm_score;
y_sample.row(i) = y_i;
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If I read this correctly, all observations are re-normalized every time, right?

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Yes, we only call BayesianOptimization::NextSample() once after each call to AddSample(), so it should be performant. This is also idempotent, because we store the raw value in y_samples_, while the matrix y_sample is normalized.

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LGTM, thanks!

@alsrgv alsrgv merged commit ad5390e into master Feb 6, 2019
@alsrgv alsrgv deleted the tune_fix branch February 6, 2019 04:08
apeforest pushed a commit to apeforest/horovod that referenced this pull request Feb 12, 2019
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2 participants