Henge
We present Henge, a system to support intent-based multi-tenancy in modern stream processing applications. Henge supports multi-tenancy as a first-class citizen: everyone inside an organization can now submit their stream processing jobs to a single, shared, consolidated cluster. Additionally, Henge allows each tenant (job) to specify its own intents (i.e., requirements) as a Service Level Objective (SLO) that captures latency and/or throughput. In a multi-tenant cluster, the Henge scheduler adapts continually to meet jobs’ SLOs in spite of limited cluster resources, and under dynamic input workloads. SLOs are soft and are based on utility functions. Henge continually tracks SLO satisfaction, and when jobs miss their SLOs, it wisely navigates the state space to perform resource allocations in real time, maximizing total system utility achieved by all jobs in the system. Henge is integrated in Apache Storm and we present experimental results using both production topologies and real datasets. …

OBOE
Algorithm selection and hyperparameter tuning remain two of the most challenging tasks in machine learning. The number of machine learning applications is growing much faster than the number of machine learning experts, hence we see an increasing demand for efficient automation of learning processes. Here, we introduce OBOE, an algorithm for time-constrained model selection and hyperparameter tuning. Taking advantage of similarity between datasets, OBOE finds promising algorithm and hyperparameter configurations through collaborative filtering. Our system explores these models under time constraints, so that rapid initializations can be provided to warm-start more fine-grained optimization methods. One novel aspect of our approach is a new heuristic for active learning in time-constrained matrix completion based on optimal experiment design. Our experiments demonstrate that OBOE delivers state-of-the-art performance faster than competing approaches on a test bed of supervised learning problems. …

Guided Evolutionary Strategies
Many applications in machine learning require optimizing a function whose true gradient is unknown, but where surrogate gradient information (directions that may be correlated with, but not necessarily identical to, the true gradient) is available instead. This arises when an approximate gradient is easier to compute than the full gradient (e.g. in meta-learning or unrolled optimization), or when a true gradient is intractable and is replaced with a surrogate (e.g. in certain reinforcement learning applications, or when using synthetic gradients). We propose Guided Evolutionary Strategies, a method for optimally using surrogate gradient directions along with random search. We define a search distribution for evolutionary strategies that is elongated along a guiding subspace spanned by the surrogate gradients. This allows us to estimate a descent direction which can then be passed to a first-order optimizer. We analytically and numerically characterize the tradeoffs that result from tuning how strongly the search distribution is stretched along the guiding subspace, and we use this to derive a setting of the hyperparameters that works well across problems. Finally, we apply our method to example problems including truncated unrolled optimization and a synthetic gradient problem, demonstrating improvement over both standard evolutionary strategies and first-order methods that directly follow the surrogate gradient. We provide a demo of Guided ES at: https://…/guided-evolutionary-strategies. …