Amazon SageMaker Automatic Model Tuning: Scalable Black-box Optimization

Tuning complex machine learning systems is challenging. Machine learning models typically expose a set of hyperparameters, be it regularization, architecture, or optimization parameters, whose careful tuning is critical to achieve good performance. To democratize access to such systems, it is essential to automate this tuning process. This paper presents Amazon SageMaker Automatic Model Tuning (AMT), a fully managed system for black-box optimization at scale. AMT finds the best version of a machine learning model by repeatedly training it with different hyperparameter configurations. It leverages either random search or Bayesian optimization to choose the hyperparameter values resulting in the best-performing model, as measured by the metric chosen by the user. AMT can be used with built-in algorithms, custom algorithms, and Amazon SageMaker pre-built containers for machine learning frameworks. We discuss the core functionality, system architecture and our design principles. We also describe some more advanced features provided by AMT, such as automated early stopping and warm-starting, demonstrating their benefits in experiments.