Mind the Gap: Measuring Generalization Performance Across Multiple Objectives

Modern machine learning models are often constructed taking into account multiple objectives, e.g., minimizing inference time while also maximizing accuracy. Multi-objective hyperparameter optimization (MHPO) algorithms return such candidate models, and the approximation of the Pareto front is used...

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Bibliographic Details
Published in:arXiv.org 2023-02
Main Authors: Feurer, Matthias, Eggensperger, Katharina, Bergman, Edward, Pfisterer, Florian, Bischl, Bernd, Hutter, Frank
Format: Article
Language:English
Subjects:
Algorithms
Approximation
Machine learning
Mathematical analysis
Multiple objective analysis
Optimization
Pareto optimum
Online Access:Get full text
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Summary:Modern machine learning models are often constructed taking into account multiple objectives, e.g., minimizing inference time while also maximizing accuracy. Multi-objective hyperparameter optimization (MHPO) algorithms return such candidate models, and the approximation of the Pareto front is used to assess their performance. In practice, we also want to measure generalization when moving from the validation to the test set. However, some of the models might no longer be Pareto-optimal which makes it unclear how to quantify the performance of the MHPO method when evaluated on the test set. To resolve this, we provide a novel evaluation protocol that allows measuring the generalization performance of MHPO methods and studying its capabilities for comparing two optimization experiments.
ISSN:2331-8422
DOI:10.48550/arxiv.2212.04183