OpenBox: A Generalized Black-box Optimization Service Yang Liy, Yu Shenyx, Wentao Zhangy, Yuanwei Cheny, Huaijun Jiangyx, Mingchao Liuy Jiawei Jiangz, Jinyang Gao⋄, Wentao Wu∗, Zhi Yangy, Ce Zhangz, Bin Cuiy yPeking University, China zETH Zurich, Switzerland ∗Microsoft Research, USA ⋄Alibaba Group, China xKuaishou Technology, China y{liyang.cs, shenyu, wentao.zhang, yw.chen, jianghuaijun, by_liumingchao, yangzhi, bin.cui}@pku.edu.cn z{jiawei.jiang, ce.zhang}@inf.ethz.ch ∗
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[email protected] System/Package Multi-obj. FIOC Constraint History Distributed ABSTRACT Hyperopt × X × × X Spearmint × × X × × Black-box optimization (BBO) has a broad range of applications, SMAC3 × X × × × including automatic machine learning, engineering, physics, and BoTorch X × X × × GPflowOpt X × X × × experimental design. However, it remains a challenge for users Vizier × X × 4 X to apply BBO methods to their problems at hand with existing HyperMapper XXX × × HpBandSter × X × × X software packages, in terms of applicability, performance, and ef- OpenBox XXXXX ficiency. In this paper, we build OpenBox, an open-source and general-purpose BBO service with improved usability. The modu- Table 1: A taxonomy of black-box optimization (BBO) sys- lar design behind OpenBox also facilitates flexible abstraction and tems/softwares. Multi-obj. notes whether the system sup- optimization of basic BBO components that are common in other ports multiple objectives or not. FIOC indicates if the sys- existing systems. OpenBox is distributed, fault-tolerant, and scal- tem supports all Float, Integer, Ordinal and Categorical vari- able. To improve efficiency, OpenBox further utilizes “algorithm ables. Constraint refers to the support for inequality con- agnostic” parallelization and transfer learning.