Hyperparameter optimization for Pytorch model

Question

What is the best way to perform hyperparameter optimization for a Pytorch model? Implement e.g. Random Search myself? Use Skicit Learn? Or is there anything else I am not aware of?

Answer 1

Many researchers use RayTune. It's a scalable hyperparameter tuning framework, specifically for deep learning. You can easily use it with any deep learning framework (2 lines of code below), and it provides most state-of-the-art algorithms, including HyperBand, Population-based Training, Bayesian Optimization, and BOHB.

import torch.optim as optim
from ray import tune
from ray.tune.examples.mnist_pytorch import get_data_loaders, ConvNet, train, test


def train_mnist(config):
    train_loader, test_loader = get_data_loaders()
    model = ConvNet()
    optimizer = optim.SGD(model.parameters(), lr=config["lr"])
    for i in range(10):
        train(model, optimizer, train_loader)
        acc = test(model, test_loader)
        tune.report(mean_accuracy=acc)


analysis = tune.run(
    train_mnist, config={"lr": tune.grid_search([0.001, 0.01, 0.1])})

print("Best config: ", analysis.get_best_config(metric="mean_accuracy"))

# Get a dataframe for analyzing trial results.
df = analysis.dataframe()

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