Elastic Hyperparameter Tuning on the Cloud

Hyperparameter tuning is a necessary step in training and deploying machine learning models. Most prior work on hyperparameter tuning has studied methods for maximizing model accuracy under a time constraint, assuming a fixed cluster size. While this is appropriate in data center environments, the increased deployment of machine learning workloads in cloud settings necessitates studying hyperparameter tuning with an elastic cluster size and time and monetary budgets. While recent work has leveraged the elasticity of the cloud to minimize the execution cost of a pre-determined hyperparameter tuning job originally designed for fixed-cluster sizes, they do not aim to maximize accuracy. In this work, we aim to maximize accuracy given time and cost constraints. We introduce SEER---Sequential Elimination with Elastic Resources, an algorithm that tests different hyperparameter values in the beginning and maintains varying degrees of parallelism among the promising configurations to ensure that they are trained sufficiently before the deadline. Unlike fixed cluster size methods, it is able to exploit the flexibility in resource allocation the elastic setting has to offer in order to avoid undesirable effects of sublinear scaling. Furthermore, SEER can be easily integrated into existing systems and makes minimal assumptions about the workload. On a suite of benchmarks, we demonstrate that SEER outperforms both existing methods for hyperparameter tuning on a fixed cluster as well as naive extensions of these algorithms to the cloud setting.