Configure and Launch a Hyperparameter Tuning Job

To configure and launch a hyperparameter tuning job, complete the following steps.

Specify the Hyperparameter Tuning Job Settings

To specify settings for the hyperparameter tuning job, you define a JSON object. You pass the object as the value of the HyperParameterTuningJobConfig parameter to CreateHyperParameterTuningJob when you create the tuning job.

In this JSON object, you specify:

• The ranges of hyperparameters that you want to tune. For more information, see Define Hyperparameter Ranges

• The limits of the resource that the hyperparameter tuning job can consume.

• The objective metric for the hyperparameter tuning job. An objective metric is the metric that the hyperparameter tuning job uses to evaluate the training job that it launches.

  Note

  To use your own algorithm for hyperparameter tuning, you need to define metrics for your algorithm. For information,see Define Metrics.

The hyperparameter tuning job defines ranges for the eta, alpha, min_child_weight, and max_depth hyperparameters of the XGBoost Algorithm built-in algorithm. The objective metric for the hyperparameter tuning job maximizes the validation:auc metric that the algorithm sends to CloudWatch Logs.

tuning_job_config = {
    "ParameterRanges": {
      "CategoricalParameterRanges": [],
      "ContinuousParameterRanges": [
        {
          "MaxValue": "1",
          "MinValue": "0",
          "Name": "eta"
        },
        {
          "MaxValue": "2",
          "MinValue": "0",
          "Name": "alpha"
        },
        {
          "MaxValue": "10",
          "MinValue": "1",
          "Name": "min_child_weight"
        }
      ],
      "IntegerParameterRanges": [
        {
          "MaxValue": "10",
          "MinValue": "1",
          "Name": "max_depth"
        }
      ]
    },
    "ResourceLimits": {
      "MaxNumberOfTrainingJobs": 20,
      "MaxParallelTrainingJobs": 3
    },
    "Strategy": "Bayesian",
    "HyperParameterTuningJobObjective": {
      "MetricName": "validation:auc",
      "Type": "Maximize"
    }
  }

Configure the Training Jobs

To configure the training jobs that the tuning job launches, define a JSON object that you pass as the value of the TrainingJobDefinition parameter of the CreateHyperParameterTuningJob call.

In this JSON object, you specify:

• Optional—Metrics that the training jobs emit.

  Note

  Define metrics only when you use a custom training algorithm. Because this example uses a built-in algorithm, you don't specify metrics. For information about defining metrics, see Define Metrics.

• The container image that specifies the training algorithm.

• The input configuration for your training and test data.

• The storage location for the algorithm's output. Specify the S3 bucket where you want to store the output of the training jobs.

• The values of algorithm hyperparameters that are not tuned in the tuning job.

• The type of instance to use for the training jobs.

• The stopping condition for the training jobs. This is the maximum duration for each training job.

In this example, we set static values for the eval_metric, num_round, objective, rate_drop, and tweedie_variance_power parameters of the XGBoost Algorithm built-in algorithm.

from sagemaker.amazon.amazon_estimator import get_image_uri
training_image = get_image_uri(boto3.Session().region_name, 'xgboost')

s3_input_train = 's3://{}/{}/train'.format(bucket, prefix)
s3_input_validation ='s3://{}/{}/validation/'.format(bucket, prefix)

training_job_definition = {
    "AlgorithmSpecification": {
      "TrainingImage": training_image,
      "TrainingInputMode": "File"
    },
    "InputDataConfig": [
      {
        "ChannelName": "train",
        "CompressionType": "None",
        "ContentType": "csv",
        "DataSource": {
          "S3DataSource": {
            "S3DataDistributionType": "FullyReplicated",
            "S3DataType": "S3Prefix",
            "S3Uri": s3_input_train
          }
        }
      },
      {
        "ChannelName": "validation",
        "CompressionType": "None",
        "ContentType": "csv",
        "DataSource": {
          "S3DataSource": {
            "S3DataDistributionType": "FullyReplicated",
            "S3DataType": "S3Prefix",
            "S3Uri": s3_input_validation
          }
        }
      }
    ],
    "OutputDataConfig": {
      "S3OutputPath": "s3://{}/{}/output".format(bucket,prefix)
    },
    "ResourceConfig": {
      "InstanceCount": 2,
      "InstanceType": "ml.c4.2xlarge",
      "VolumeSizeInGB": 10
    },
    "RoleArn": role,
    "StaticHyperParameters": {
      "eval_metric": "auc",
      "num_round": "100",
      "objective": "binary:logistic",
      "rate_drop": "0.3",
      "tweedie_variance_power": "1.4"
    },
    "StoppingCondition": {
      "MaxRuntimeInSeconds": 43200
    }
}

Name and Launch the Hyperparameter Tuning Job

Now you can provide a name for the hyperparameter tuning job and then launch it by calling the CreateHyperParameterTuningJob API. Pass tuning_job_config, and training_job_definition that you created in previous steps as the values of the parameters.

tuning_job_name = "MyTuningJob"
smclient.create_hyper_parameter_tuning_job(HyperParameterTuningJobName = tuning_job_name,
                                           HyperParameterTuningJobConfig = tuning_job_config,
                                           TrainingJobDefinition = training_job_definition)

Next Step

Monitor the Progress of a Hyperparameter Tuning Job