HPOBench: A Collection of Reproducible Multi-Fidelity Benchmark Problems for HPO

To achieve peak predictive performance, hyperparameter optimization (HPO) is a crucial component of machine learning and its applications. Over the last years,the number of efficient algorithms and tools for HPO grew substantially. At the same time, the community is still lacking realistic, diverse, computationally cheap,and standardized benchmarks. This is especially the case for multi-fidelity HPO methods. To close this gap, we propose HPOBench, which includes 7 existing and 5 new benchmark families, with in total more than 100 multi-fidelity benchmark problems. HPOBench allows to run this extendable set of multi-fidelity HPO benchmarks in a reproducible way by isolating and packaging the individual benchmarks in containers. It also provides surrogate and tabular benchmarks for computationally affordable yet statistically sound evaluations. To demonstrate the broad compatibility of HPOBench and its usefulness, we conduct an exemplary large-scale study evaluating 6 well known multi-fidelity HPO tools.