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hyperparameterOptimizationOptions

Hyperparameter optimization options

Since R2024b

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Description

The hyperparameterOptimizationOptions function creates a HyperparameterOptimizationOptions object, which contains options for hyperparameter optimization of machine learning models. You can also use the object to configure multiple hyperparameter optimization problems that have the same option settings but different constraint bounds.

The HyperparameterOptimizationOptions function can be called directly. Also, you can specify hyperparameter optimization settings, such as the constraint type and constraint target. After you create a HyperparameterOptimizationOptions object, you can pass it to a fitting function that supports hyperparameter optimization by specifying the HyperparameterOptimizationOptions name-value argument. For a list of supported fitting functions, see AggregateBayesianOptimization.

Creation

Create a HyperparameterOptimizationOptions model object hpoOptions by calling the function directly.

Syntax

hpoOptions = hyperparameterOptimizationOptions(Name=Value)

Description

hpoOptions = hyperparameterOptimizationOptions(Name=Value) sets properties using one or more name-value arguments. For example, hyperparameterOptimizationOptions(Optimizer="gridsearch",NumGridDivisions=20) specifies to use grid search optimization with 20 grid values per dimension.

example

Properties

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You can set most properties by using name-value argument syntax when you call hyperparameterOptimizationOptions directly. For example, hyperparameterOptimizationOptions(ConstraintBounds=[1000; 5000; 10000],ConstraintType="size") specifies to solve three optimization problems with constraint bounds of 0 to 1000, 0 to 5000, and 0 to 10000 bytes on the compact model size using default values for the other properties. You cannot set the properties Objective and Constraint. After you create a HyperparameterOptimizationOptions object, you can modify most of its properties using dot notation. For example, object.Verbose=0 specifies to suppress the display of command-line output.

Constraint Properties

This property is read-only.

Constraint function, specified as a string. The values of Constraint and Objective depend on the values of the ConstraintTarget and ConstraintType properties.

Value of ConstraintTargetValue of ConstraintTypeValue of ConstraintValue of Objective
[], "matlab", or "coder"[]"None""kfoldLoss"
"matlab""size""CompactModelSize""kfoldLoss"
"matlab""loss""kfoldLoss""CompactModelSize"
"coder""size""LearnerForCoderSize""kfoldLoss"
"coder""loss""kfoldLoss""LearnerForCoderSize"

Data Types: string

Constraint bounds for N optimization problems, specified as an N-by-2 numeric matrix, a numeric vector of length N, or []. The columns of ConstraintBounds contain the lower and upper bound values of the optimization problems. If you specify ConstraintBounds as a numeric vector, the software converts ConstraintBounds to a matrix, and assigns the input values to the second column, and zeros to the first column. If you specify ConstraintBounds when you create hpoOptions, you must also specify ConstraintType.

Data Types: single | double

Constraint target, specified as [], "matlab", or "coder". The values of ConstraintTarget and ConstraintType determine the objective and constraint functions for the optimization problems. If you specify ConstraintBounds and ConstraintType when you create hpoOptions, then the default value of ConstraintTarget is "matlab". Otherwise, the default value is []. If both ConstraintBounds and ConstraintType are [] and you set ConstraintTarget, the software sets ConstraintTarget to [].

Data Types: char | string

Constraint type, specified as [], "size", or "loss". The values of ConstraintType and ConstraintTarget determine the objective and constraint functions for the optimization problems. If you specify ConstraintType when you create hpoOptions, you must also specify ConstraintBounds.

Data Types: char | string

Optimization Properties

This property is read-only.

Objective function, specified as a string. The values of Objective and Constraint depend on the values of the ConstraintTarget and ConstraintType properties.

Value of ConstraintTargetValue of ConstraintTypeValue of ConstraintValue of Objective
[], "matlab", or "coder"[]"None""kfoldLoss"
"matlab""size""CompactModelSize""kfoldLoss"
"matlab""loss""kfoldLoss""CompactModelSize"
"coder""size""LearnerForCoderSize""kfoldLoss"
"coder""loss""kfoldLoss""LearnerForCoderSize"

Data Types: string

Optimization algorithm, specified as one of the values in this table.

ValueDescription
"bayesopt" (default)Use Bayesian optimization.
"gridsearch"Use grid search with NumGridDivisions values per dimension. The software searches in a random order, using uniform sampling without replacement from the grid. The fitrauto and fitcauto fitting functions do not support grid search.
"randomsearch"Search at random among MaxObjectiveEvaluations points. The fitrauto and fitcauto fitting functions do not support random search.
"asha"Use asynchronous successive halving algorithm (ASHA) optimization. Only the fitrauto and fitcauto fitting functions support ASHA optimization.

For more information on optimization algorithms, see the documentation pages of the individual fitting functions.

Data Types: char | string

Type of acquisition function, specified as one of the listed values. When you pass hpoOptions to fitcauto or fitrauto, the software uses the acquisition function "expected-improvement".

Acquisition functions whose names include per-second do not yield reproducible results, because the optimization depends on the run time of the objective function. Acquisition functions whose names include plus modify their behavior when they overexploit an area. For more details, see Acquisition Function Types.

Data Types: char | string

Maximum number of objective function evaluations for each optimization problem, specified as a positive integer or []. If MaxObjectiveEvaluations is [], then the default value depends on the fitting function to which you pass hpoOptions. For more information, see the HyperparameterOptimizationOptions name-value argument description on the fitting function documentation page.

Data Types: single | double

Time limit for each optimization problem, specified as a nonnegative numeric scalar or "Inf". The time limit is in seconds, as measured by tic and toc. The software performs at least one iteration for each optimization problem, regardless of the value of MaxTime. The run time can exceed MaxTime because MaxTime does not interrupt function evaluations.

Data Types: single | double | char | string

Minimum number of observations in each training set, specified as a positive integer or []. This property is ignored by all fitting functions except fitcauto and fitrauto. You can set MinTrainingSetSize only when Optimizer is "asha". If Optimizer is "asha" and MinTrainingSetSize is [] , then fitcauto and fitrauto use a MinTrainingSetSize value of 100.

Tip

For reliable results, specify MinTrainingSetSize as a value of 100 or greater.

Data Types: single | double

Maximum number of observations in each training set, specified as a positive integer or []. This property is ignored by all fitting functions except fitcauto and fitrauto, and matches the largest training set size. You can set MaxTrainingSetSize only when Optimizer is "asha". If MaxTrainingSetSize is [], the fitcauto and fitrauto functions use a default value that depends on the type of cross-validation. For more information, see the HyperparameterOptimizationOptions name-value argument description on the fitting function documentation page.

Tip

For reliable results, specify MaxTrainingSetSize as a value of 100 or greater.

Data Types: single | double

Number of grid divisions in each grid search, specified as a vector of positive integers giving the number of values for each dimension, a positive integer that applies to all dimensions, or []. You can set NumGridDivisions only when Optimizer is "gridsearch".

  • If you specify Optimizer="gridsearch" when you create hpoOptions, the default value of NumGridDivisions is 10. Otherwise, the default value is [].

  • If you set Optimizer as "gridsearch" using dot notation, the software sets NumGridDivisions to 10.

The fitrauto and fitcauto fitting functions do not support grid search.

Data Types: char | string

Flag to run in parallel, specified as a numeric or logical 1 (true) or 0 (false). If the value of UseParallel is true and you pass hpoOptions to a fitting function, the software executes for-loop iterations by using parfor. The loop runs in parallel when you have Parallel Computing Toolbox™.

Note

Due to the nonreproducibility of parallel timing, parallel optimization does not necessarily yield reproducible results.

Data Types: logical

Cross-Validation Properties

Cross-validation partition, specified as a cvpartition object created using cvpartition, or as []. The partition object specifies the type of cross-validation, as well as the indexing for the training and validation sets.

If you specify CVPartition when you create hpoOptions, you cannot specify Holdout or KFold. When you set CVPartition using dot notation, the software sets Holdout=[] and KFold=[].

Fraction of data used for holdout validation, specified as a numeric scalar in the range (0,1), or as []. Holdout validation tests the specified fraction of the data, and uses the rest of the data for training.

If you specify Holdout when you create hpoOptions, you cannot specify CVPartition or KFold. When you set Holdout using dot notation, the software sets CVPartition=[] and KFold=[].

Data Types: single | double

Number of folds to randomly partition the data into during optimization, specified as an integer greater than 1, or as []. For each fold, the software reserves the fold as test data, and trains the model using the other k – 1 folds.

When you create hpoOptions:

  • If you specify KFold, you cannot specify CVPartition or Holdout.

  • If you specify Optimizer, then the default value of KFold is 5.

  • If you specify CVPartition or Holdout, then the value of KFold is [].

When you set KFold using dot notation, the software sets CVPartition=[] and Holdout=[].

Data Types: single | double

Flag to repartition the cross-validation at every optimization iteration, specified as a numeric or logical 0 (false) or 1 (true). If Repartition is false (the default), the software uses a single partition for each optimization.

Specifying Repartition=true usually gives the most robust results, because this setting takes partitioning noise into account. However, for optimal results, this setting requires at least twice as many function evaluations.

Data Types: logical

Output Properties

Flag to save intermediate results during hyperparameter optimization when Optimizer="bayesopt", specified as a numeric or logical 0 (false) or 1 (true). If SaveIntermediateResults is true and Constraint is a value other than "None", then the software overwrites a workspace variable at each optimization iteration. The name and type of the workspace variable depend on the fitting function to which you pass hpoOptions. For more information, see the HyperparameterOptimizationOptions name-value argument description on the fitting function documentation page.

Data Types: logical

Flag to show plots during optimization, specified as a numeric or logical 1 (true) or 0 (false). The types of plots depend on the fitting function to which you pass hpoOptions. For more information, see the HyperparameterOptimizationOptions name-value argument description on the fitting function documentation page.

Data Types: logical

Command-line display level, specified as a 0, 1, 2. When you pass hpoOptions to a fitting function, the software behaves as follows, depending on the value of Verbose:

  • 0 — No iterative display

  • 1 — Iterative display

  • 2 — Iterative display with additional information

The type of command-line display output depends on the fitting function to which you pass hpoOptions. For more information on the display output for the automated model selection functions, see the Verbose Display section of fitcauto and fitrauto. For all other fitting functions, see the bayesopt Verbose name-value argument.

Data Types: single | double

Examples

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Open Live Script

Repeat the hyperparameter optimization of a trained classification tree model several times using the same optimization settings, but with different constraint bounds each time.

Load the ionosphere data set. 

load ionosphere.mat

Create a HyperparameterOptimizationOptions object that contains the settings for three hyperparameter optimization problems. For each problem, specify to use the compact size of the trained model as the constraint, and use the default settings for the other optimization options. Specify the constraint bounds as 0 to 5000 bytes for the first problem, 0 to 20000 bytes for the second problem, and 0 to 50000 bytes for the third problem.

rng(0,"twister"); % For reproducibility
hpoOptions = hyperparameterOptimizationOptions(ConstraintType="size", ...
    ConstraintBounds=[5000; 20000; 50000])
hpoOptions = 
  HyperparameterOptimizationOptions with properties:

                  Objective: "kfoldLoss"
                 Constraint: "CompactModelSize"
    AcquisitionFunctionName: "expected-improvement-per-second-plus"
           ConstraintBounds: [3x2 double]
           ConstraintTarget: "matlab"
             ConstraintType: "size"
                      KFold: 5
                    MaxTime: Inf
                  Optimizer: "bayesopt"
                Repartition: 0
    SaveIntermediateResults: 0
                  ShowPlots: 1
                UseParallel: 0
                    Verbose: 1

hpoOptions is a HyperparameterOptimizationOptions object that contains hyperparameter optimization options for the classification tree fitting function.

Modify the default property values in hpoOptions to suppress the display of plots and command-line output.

hpoOptions.ShowPlots=false;
hpoOptions.Verbose=0;

Train a classification tree model using the fitctree function, and optimize the model hyperparameters for each optimization problem subject to the constraints in hpoOptions. Additionally return the results object hpoResults.

[Mdl,hpoResults]=fitctree(X,Y,OptimizeHyperparameters="auto", ...
    HyperparameterOptimizationOptions=hpoOptions)
Mdl=3×1 cell array
    {1x1 ClassificationTree}
    {1x1 ClassificationTree}
    {1x1 ClassificationTree}


hpoResults = 
  AggregateBayesianOptimization with properties:

                            Objective: "kfoldLoss"
                           Constraint: "CompactModelSize"
          BayesianOptimizationResults: {3x1 cell}
             ConstraintAtMinObjective: [3x1 double]
                     ConstraintBounds: [3x2 double]
         ConstraintBoundsAreSatisfied: [3x1 logical]
                     ConstraintTarget: "matlab"
                       ConstraintType: "size"
                             Feasible: [3x1 logical]
    HyperparameterOptimizationResults: {3x1 cell}
                LearnerAtMinObjective: [3x1 string]
                         MinObjective: [3x1 double]
                 VariableDescriptions: {3x1 cell}

Mdl is a cell array that contains the trained classification model object for each optimization problem. hpoResults is an AggregateBayesianOptimization object that contains the options and results for each optimization problem.

Alternative Functionality

You can also perform hyperparameter optimization with the same set of available options by passing a structure to a fitting function that supports hyperparameter optimization. To do so, specify the HyperparameterOptimizationOptions name-value argument of the function. For more information, see the Name-Value Arguments section of the individual fitting function pages.

Version History

Introduced in R2024b

See Also

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