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Tree-Structured Parzen Estimator Can Solve Black-Box Combinatorial Optimization More Efficiently

Created by
  • Haebom

Author

Kenshin Abe, Yunzhuo Wang, Shuhei Watanabe

Outline

In this paper, we propose an efficient combinatorial optimization algorithm using the tree-structured Pazen Estimator (TPE). TPE is a widely used hyperparameter optimization (HPO) method, but it has been mainly focused on deep learning. In this paper, we generalize the categorical kernel and the numerical kernel and introduce a distance structure to the categorical kernel to apply TPE to fields where combinatorial optimization is important, such as chemistry and biology. In addition, we propose a modified method to reduce the time complexity of kernel computation to efficiently process a large combinatorial search space. Through experiments on synthetic problems, we verify that the proposed method finds better solutions with fewer evaluations than the existing TPE, and the algorithm is implemented in Optuna, an open-source HPO framework.

Takeaways, Limitations

Takeaways:
We present a novel algorithm that can effectively apply TPE to combinatorial optimization problems.
Improves the performance of TPE for combinatorial optimization problems involving categorical variables.
It provides algorithms that operate efficiently even in large search spaces.
The proposed algorithm is available through the open source framework Optuna.
Limitations:
The performance of the proposed algorithm has been evaluated based on synthetic problems, and its performance in real-world applications requires further validation.
It may only be effective for certain types of combinatorial optimization problems. Further experiments on different types of problems are needed.
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