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BanditPolicy Class

  • Reference

Defines an early termination policy based on slack criteria, and a frequency and delay interval for evaluation.

Initialize a BanditPolicy with slack factor, slack_amount, and evaluation interval.

Inheritance
azureml.train.hyperdrive.policy.EarlyTerminationPolicy
BanditPolicy

Constructor

BanditPolicy(evaluation_interval=1, slack_factor=None, slack_amount=None, delay_evaluation=0)

Parameters

Name Description
slack_factor
float

The ratio used to calculate the allowed distance from the best performing experiment run.

Default value: None
slack_amount
float

The absolute distance allowed from the best performing run.

Default value: None
evaluation_interval
int

The frequency for applying the policy.

Default value: 1
delay_evaluation
int

The number of intervals for which to delay the first policy evaluation. If specified, the policy applies every multiple of evaluation_interval that is greater than or equal to delay_evaluation.

Default value: 0
slack_factor
Required
float

The ratio used to calculate the allowed distance from the best performing experiment run.
slack_amount
Required
float

The absolute distance allowed from the best performing run.
evaluation_interval
Required
int

The frequency for applying the policy.
delay_evaluation
Required
int

The number of intervals for which to delay the first policy evaluation. If specified, the policy applies every multiple of evaluation_interval that is greater than or equal to delay_evaluation.

Remarks

The Bandit policy takes the following configuration parameters:

  • slack_factor: The amount of slack allowed with respect to the best performing training run. This factor specifies the slack as a ratio.

  • slack_amount: The amount of slack allowed with respect to the best performing training run. This factor specifies the slack as an absolute amount.

  • evaluation_interval: Optional. The frequency for applying the policy. Each time the training script logs the primary metric counts as one interval.

  • delay_evaluation: Optional. The number of intervals to delay policy evaluation. Use this parameter to avoid premature termination of training runs. If specified, the policy applies every multiple of evaluation_interval that is greater than or equal to delay_evaluation.

Any run that doesn't fall within the slack factor or slack amount of the evaluation metric with respect to the best performing run will be terminated.

Consider a Bandit policy with slack_factor = 0.2 and evaluation_interval = 100. Assume that run X is the currently best performing run with an AUC (performance metric) of 0.8 after 100 intervals. Further, assume the best AUC reported for a run is Y. This policy compares the value (Y + Y * 0.2) to 0.8, and if smaller, cancels the run. If delay_evaluation = 200, then the first time the policy will be applied is at interval 200.

Now, consider a Bandit policy with slack_amount = 0.2 and evaluation_interval = 100. If Run 3 is the currently best performing run with an AUC (performance metric) of 0.8 after 100 intervals, then any run with an AUC less than 0.6 (0.8 - 0.2) after 100 iterations will be terminated. Similarly, the delay_evaluation can also be used to delay the first termination policy evaluation for a specific number of sequences.

For more information about applying early termination policies, see Tune hyperparameters for your model.

Attributes

delay_evaluation

Return the number of sequences for which the first evaluation is delayed.

Returns

Type Description
int

The delay evaluation.

evaluation_interval

Return the evaluation interval value.

Returns

Type Description
int

The evaluation interval.

slack_factor

Return the slack factor with respect to the best performing training run.

Returns

Type Description
float

The slack factor.

POLICY_NAME 

POLICY_NAME = 'Bandit'