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Hyperparameter Optimization in H2O: Grid Search, Random Search and the Future

"Good, better, best. Never let it rest. 'Til your good is better and your better is best." - St. Jerome

Overview

H2O now has random hyperparameter search with time- and metric-based early stopping. Bergstra and Bengio[^1] write on p. 281:

Compared with neural networks configured by a pure grid search, we find that random search over the same domain is able to find models that are as good or better within a small fraction of the computation time.

	# haproxy -v
	# HA-Proxy version 2.3.14-83c5b44 2021/09/07 - https://haproxy.org/
	# Status: stable branch - will stop receiving fixes around Q1 2022.
	# Known bugs: http://www.haproxy.org/bugs/bugs-2.3.14.html

	# Self-signed SSL certificate
	# https://gridscale.io/en/community/tutorials/haproxy-ssl/
	# openssl req -nodes -x509 -newkey rsa:2048 -keyout /etc/ssl/private/test.key -out /etc/ssl/private/test.crt -days 3650
	# writing new private key to '/etc/ssl/private/test.key'
	# -----

	--# postgresql 12 high availability cookbook ch14: creating a scalable nextval replacement
	--## this example has 2048 shards (schemas) and 2048 unique values per millisecond (seq % 2048)
	--# ref: [Sharding & IDs at Instagram](https://instagram-engineering.com/sharding-ids-at-instagram-1cf5a71e5a5c)

	CREATE SCHEMA shard;
	CREATE SEQUENCE shard.table_id_seq;

	CREATE OR REPLACE FUNCTION shard.next_unique_id(
	shard_id INT
	)

	#!/usr/bin/env bash
	#sudo apt install uchardet
	#sed -i 's/\r$//' convert_to_utf8.sh
	#bash ./convert_to_utf8.sh ./t3series-common

	[ $# -eq 0 ] && { echo "Usage: bash $0 target_directory (eg. ./t3series-common)"; exit 1; }
	[ ! -d $1 ] && { echo "Directory $1 not exists"; exit 1; }

	pushd "$1"

	curl -sS --retry 5 --retry-delay 5 -m 60 "http://localhost:8983/solr/admin/metrics" \| jq -r '.metrics \| tostream
	\| select(length==2)
	\| (.[0] \| map(tostring) \| join(".")) as $k
	\| .[1] as $v
	\| "\"\($k)\" = \"\($v)\";"' \
	\| sed "s/\"//g;s/ms$//g;s/\;$//g;s/ = / /g;s/\//_/g;s/\._/\./g;s/'//g;s/-/./g;s/:/./g;s/\.shard[0-9]\.replica[^\.]//g" \
	\| tr [:upper:] [:lower:] \| egrep -v "(rate\|ms) " \| egrep -v "(\.duration\.\|http\.__\|handlerstart)" \
	\| awk '/ -?[0-9]\.?[0-9]$/ { if ($1 in keys) { keys[$1] += $2 } else { keys[$1] = $2 } } END { for (key in keys) { printf("%s %s ms\n", key, keys[key]) } }' \
	\| egrep "^solr.jetty\|^solr.jvm\|^solr.node\|^solr.core.\.deleteddocs\|^solr.core.\.maxdoc\|^solr.core.*\.numdocs" \
	\| head -n 20

	#https://cloud.google.com/compute/docs/disks/add-persistent-disk
	#Formatting and mounting a persistent disk
	sudo lsblk
	sudo mkfs.ext4 -m 0 -F -E lazy_itable_init=0,lazy_journal_init=0,discard /dev/[DEVICE_ID]
	sudo mkdir -p /mnt/disks/[MNT_DIR]
	sudo mount -o discard,defaults /dev/[DEVICE_ID] /mnt/disks/[MNT_DIR]
	sudo chmod a+w /mnt/disks/[MNT_DIR]
	sudo cp /etc/fstab /etc/fstab.backup
	sudo blkid /dev/[DEVICE_ID]
	echo UUID=`sudo blkid -s UUID -o value /dev/sdb` /mnt/disks/disk-1 ext4 discard,defaults,nofail 0 2 \| sudo tee -a /etc/fstab

	#https://stackoverflow.com/questions/59717111/cannot-generate-native-image-using-graalvm-in-os-x-catalina
	sudo xattr -r -d com.apple.quarantine /Library/Java/JavaVirtualMachines/graalvm-ce-java11-20.1.0