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Cost Aware pareto-Region Bayesian Search

CARBS is a hyperparameter optimizer that can optimize both regular hyperparameters (like learning rate) and cost-related hyperparameters (like the number of epochs over data). It is a local search algorithm, so it benefits significantly from a good starting point. It searches around the pareto frontier of cost and performance, making it effective in finding compute efficient solutions to problems. See more in our paper or the related blog post. We have used CARBS extensively in training and scaling up large language models.

Installing

CARBS depends primarily on pytorch and pyro for the Gaussian Process model. To get started, clone this directory and run,

pip install -e /path/to/carbs

Using CARBS

The primary CARBS interface is through suggest (which will return a new point to test) and observe (to report the result).

Here is the core part of calling CARBS, (for the full example see notebooks/carbs_demo.ipynb):

param_spaces = [
    Param(name="learning_rate", space=LogSpace(scale=0.5), search_center=1e-4),
    Param(name="momentum", space=LogitSpace(), search_center=0.9),
    Param(name="epochs", space=LogSpace(is_integer=True, min=2, max=512), search_center=10),
]
carbs_params = CARBSParams(
    better_direction_sign=-1,
    is_wandb_logging_enabled=False,
    resample_frequency=0,
)
carbs = CARBS(carbs_params, param_spaces)
for i in range(10):
    suggestion = carbs.suggest().suggestion
    observed_value = run_test_fn(suggestion)
    obs_out = carbs.observe(ObservationInParam(input=suggestion, output=observed_value, cost=suggestion["epochs"]))

By default, suggestions will be remembered and included in the GP model using Thompson sampling, to avoid suggesting the same point repeatedly if experiments are being done in parallel. Use suggest(is_suggestion_remembered=False) to disable this behavior.

Configuration

Options for CARBS are described on the CARBSParams class in carbs/utils.py.

On the configuration class CARBSParams, be sure to set:

  • better_direction_sign to 1 to find a maximum or -1 to find a minimum.
  • wandb_params there to configure wandb logging.

Optionally also set:

  • max_suggestion_cost (defaults to None) which is a soft restriction on the maximum cost of a suggestion made by the algorithm. This uses the GP model of the cost, so it may not be completely accurate early on in an experiment.
  • num_random_samples (defaults to 4) will be the number of observations seen before CARBS starts make its own suggestions
  • is_saved_on_every_observation (defaults to True) will pickle and save the whole class to the wandb run on each observation
  • resample_frequency (defaults to 5) will be the frequency at which CARBS resamples points on the pareto front (starting from the lowest cost point). Set to 0 to disable resampling
  • min_pareto_cost_fraction (defaults to 0.2) has the effect of bucketing together the lowest cost observations -- in the default case 20% -- As these observations are typically much noisier and less interesting than the high cost observations. Set to 0.0 to disable.
  • initial_search_radius (defaults to 0.3) will change the scale over all search variables. We've found 0.3 to be fairly good across different types of problems.

Search space

CARBS only supports continuous and integer search spaces. The spaces do not need to have bounds, but min and max values may be specified. The three main types are:

  • LinearSpace: Be sure to set a scale parameter to describe a relevant scale length for the problem. If you are using an integer space and the default radius of 0.3, you will need to choose a scale >3 to ensure that neighboring integers can be reached.
  • LogSpace: Good for cost or scale related variables, as well as other typically log distributed continuous variables. If using an integer space, you will need to set a minimum value.
  • LogitSpace: This will only output values between 0 to 1, so cannot be used with integer values.

Concepts

Here are some concepts to be familiar with when using CARBS:

Cost

We usually use number of seconds of runtime as cost.

It is recommended to start out the search in a low cost region, so the algorithm can get many iterations in quickly. If increasing the cost will increase the performance (as it usually does), CARBS will explore the higher cost area later.

The max_suggestion_cost argument to CARBSParams is roughly used to cap the cost of suggestions. CARBS will not make any suggestions that it thinks will cost more than max_suggestion_cost. Because its cost model is not completely accurate, some suggestions will take longer than this time. They will not be truncated at the max_suggestion_cost amount of runtime.

Success / Failure

CARBS keeps a separate model for whether a run will succeed or fail. Usually, we report a success if we are able to measure the target metric during eval at the end of training. A run should be reported as a failure if the hyperparameters suggested by CARBS caused the failure, for example a batch size that is too large that caused an OOM failure. If a failure occurs that is not related to the hyperparameters, it is better to forget the suggestion or retry it. Report a failure by making an ObservationInParam with is_failure=True

Basic / Param Space

We map parameter spaces into a more natural search space internally to CARBS for modeling purposes. We call the raw parameter space, used for input and output, Parameter Space. We map that to a Basic Space using the parameter type, so a LogSpace will be transformed by the log/exp functions. We also use the scale factor in this transformation.

Integer spaces and rounding

Log and Linear spaces can take the flag is_integer=True and a rounding_factor to round to a nearest value (eg, to round to the nearest multiple of 8). One potential gotcha here is that if the search_radius (which defaults to 0.3) does not reach the next integer value, CARBS will not be able to vary this parameter. Adding a scale factor here that is at least 1/search_radius is necessary for LinearSpace to work properly. LogSpace is a little more complicated, but if search space starts too small (<4) or at a small multiple of the rounding_factor, the same issues can occur and a higher scale may be required.

Observations, Suggestions, and Candidates

  • Observations are the result of a full experiment.
  • Suggestions are points that have an outstanding request to get results from a full experiment, but which have not yet been observed.
  • Candidates are points that are under consideration to become suggestions.

Surrogate model fitting

The SurrogateModel builds a surrogate model for the function you are testing. It in turn has four fit functions, for different inputs:

  • fit_observations: Used to fit success_observations to produce the initial models of the target function's outputs and costs.
  • fit_suggestions: Modifies the model of the target function output to include predictions for outstanding suggestions, using either Thompson sampling or a kriging believer.
  • fit_failures: Pass both success_observations and failure_observations to create a model of the failure probability
  • fit_pareto_set: Pass observations in the pareto set, to create a model of the pareto output value versus cost.