arXiv:2506.19540cs.LGstat.ML2025-06中稿 · the Fourth Confere…被引 8

研究超参优化中过度调优问题,揭示其导致模型泛化变差的潜在风险。

Overtuning in Hyperparameter Optimization

  • 提出'过度调优'概念,指过度优化验证误差反而降低泛化性能
  • 10%情况下最优超参配置反而比初始配置更差,严重时差距显著
  • 提醒小数据场景下需警惕此问题,适合关注AutoML鲁棒性的研究者

超参数优化(HPO)旨在找到使模型在未见数据上泛化能力最佳的超参数配置(HPC)。由于无法直接优化期望泛化误差,通常通过保留或交叉验证等重采样策略进行估计。该方法隐含假设:最小化验证误差即提升泛化能力。然而,验证误差本身具有随机性且依赖重采样策略,这引发一个问题:对验证误差的过度优化是否会导致超参数层面的过拟合,类似于基于经验风险最小化的模型训练过拟合?本文探讨这一现象,称为过度调优,是针对超参数优化特有的过拟合形式。尽管实际意义重大,但此前在HPO和AutoML领域关注较少。我们给出过度调优的形式化定义,并将其与元过拟合等概念区分。通过大规模重分析基准数据集,评估其普遍性和严重程度,结果显示过度调优比以往认为更常见,通常较轻微但偶发严重;约10%情况下,看似最优的超参配置其泛化误差反而劣于默认或首次尝试的配置。我们进一步分析性能指标、重采样策略、数据集大小、学习算法及优化方法等因素对过度调优的影响,并讨论缓解策略。结果强调需提高对此问题的认识,尤其在小数据场景下,提示应进一步研究缓解方法。

原文摘要 · Abstract (English)

Hyperparameter optimization (HPO) aims to identify an optimal hyperparameter configuration (HPC) such that the resulting model generalizes well to unseen data. As the expected generalization error cannot be optimized directly, it is estimated with a resampling strategy, such as holdout or cross-validation. This approach implicitly assumes that minimizing the validation error leads to improved generalization. However, since validation error estimates are inherently stochastic and depend on the resampling strategy, a natural question arises: Can excessive optimization of the validation error lead to overfitting at the HPO level, akin to overfitting in model training based on empirical risk minimization? In this paper, we investigate this phenomenon, which we term overtuning, a form of overfitting specific to HPO. Despite its practical relevance, overtuning has received limited attention in the HPO and AutoML literature. We provide a formal definition of overtuning and distinguish it from related concepts such as meta-overfitting. We then conduct a large-scale reanalysis of HPO benchmark data to assess the prevalence and severity of overtuning. Our results show that overtuning is more common than previously assumed, typically mild but occasionally severe. In approximately 10% of cases, overtuning leads to the selection of a seemingly optimal HPC with worse generalization error than the default or first configuration tried. We further analyze how factors such as performance metric, resampling strategy, dataset size, learning algorithm, and HPO method affect overtuning and discuss mitigation strategies. Our results highlight the need to raise awareness of overtuning, particularly in the small-data regime, indicating that further mitigation strategies should be studied.

超参优化过拟合AutoML

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