Importance-Aware Scheduling for High-Dimensional Hyperparameter Optimization

Abstract:Hyperparameter Optimization (HPO) is essential for building high-performing ML/DL models, yet conventional optimizers often struggle in high-dimensional spaces where evaluations are costly and progress is diluted across many low-impact variables. We propose Greedy Importance First (GIF), an importance-aware scheduling strategy that uses a small-sample warm start to estimate hyperparameter importance, forms importance-based groups, allocates trials proportionally, and retains a full-space fallback. We evaluate GIF under fixed evaluation budgets on five anisotropic analytic functions, Bayesmark, and NAS-Bench-301. On the higher-dimensional benchmarks, GIF reaches better incumbents with faster convergence than TPE, BOHB, Random Search, and Sequential Grouping. On Bayesmark, where the effective dimensionality is smaller, GIF remains competitive but the margins are smaller. Ablation studies show that importance estimation, proportional allocation, and the fallback step all contribute to the gains. We also verify that the HIA component recovers the intended anisotropy on the analytic benchmarks. These results suggest that GIF is a simple and plug-compatible way to improve sample efficiency in high-dimensional HPO.

8 pages, 5 figures. Accepted to IJCNN 2026

Machine Learning (cs.LG); Artificial Intelligence (cs.AI)

arXiv:2606.10068 [cs.LG]

(or arXiv:2606.10068v1 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2606.10068 Focus to learn more arXiv-issued DOI via DataCite

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