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Better by default: Strong pre-tuned MLPs and boosted trees on tabular data

NeurIPS 2024 · Architectures and efficiency › Pruning and efficient tuning · approach: Low-rank compression and merging · 41 citations (OpenAlex)

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Introduces RealMLP, an improved MLP with a bag of tricks, plus meta-tuned default hyperparameters for GBDTs and RealMLP, showing that trying tuned defaults is a favorable time-accuracy tradeoff versus per-dataset HPO on tabular data.

Problem

Deep learning methods for tabular classification and regression are often much slower and require extensive per-dataset hyperparameter tuning, while GBDTs dominate; the cost of HPO hinders adoption of new methods.

Approach

Improve MLPs with a bag of tricks (robust scaling with smooth clipping, PBLD numerical embeddings, scaling layer, NTP linear layers, parametric activations, multi-cycle coslog learning-rate schedule, data-dependent initialization) and meta-tune default hyperparameters for MLPs and GBDTs on a separate meta-train benchmark, evaluated on a disjoint meta-test benchmark.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use PBLD numerical embeddings rather than PLR embeddings (ablation)RealMLP-TD · Meta-train regressionSGM error: 19.0 [13.7, 24.5] error increase with PLRHelped
Add numerical embeddings rather than using none (ablation)RealMLP-TD · Meta-train regressionSGM error: 20.6 [19.4, 21.8] error increase with no embeddingsHelped
Set Adam β₂ to 0.95 rather than 0.999 (ablation)RealMLP-TD · Meta-train regressionSGM error: 22.8 [21.3, 24.4] error increase with β₂=0.999Helped
Use a multi-cycle rather than constant learning-rate schedule (ablation)RealMLP-TD · Meta-train regressionSGM error: 13.5 [11.9, 15.0] error increase with constant scheduleHelped
Add label smoothing (ablation)RealMLP-TD · Meta-train classificationSGM error: 1.8 [1.2, 2.5] error increase without label smoothingHelped
Add the learnable scaling layer (ablation)RealMLP-TD · Meta-train classificationSGM error: 1.4 [0.7, 2.1] error increase without scalingHelped
Use parametric rather than non-parametric activations (ablation)RealMLP-TD · Meta-train regressionSGM error: 4.8 [3.4, 6.2] error increase with non-parametric activationHelped
Use Mish rather than SELU (ablation)RealMLP-TD · Meta-train regressionSGM error: 2.3 [1.2, 3.6] error increase with SELUHelped
Schedule dropout with flat_cos rather than using constant dropout (ablation)RealMLP-TD · Meta-train regressionSGM error: 3.6 [3.0, 4.2] error increase with constant dropoutHelped
Schedule weight decay with flat_cos rather than using constant weight decay (ablation)RealMLP-TD · Meta-train regressionSGM error: 3.1 [1.7, 4.4] error increase with constant weight decayHelped
Use data-dependent rather than standard-normal/zero-bias initialization (ablation)RealMLP-TD · Meta-train classificationSGM error: 0.9 [0.1, 1.8] error increase without data-dependent initializationHelped
Use robust scaling and smooth clipping rather than the alternative numerical preprocessing methods (ablation)RealMLP-TD-S · Meta-train classification and regressionSGM errorHelped

Surprising findings

Limitations

Experimental setup

Datasets: UCI Repository (meta-train) AutoML Benchmark (meta-test) OpenML-CTR23 (meta-test) Grinsztajn et al. 2022 benchmark

Benchmarks: meta-train benchmark meta-test benchmark Grinsztajn et al. 2022 benchmark

Metrics: shifted geometric mean error (SGM) classification error 1-AUROC nRMSE mean normalized error win-rate training time

Baselines: XGBoost LightGBM CatBoost Random forest MLP ResNet FT-Transformer MLP-PLR TabR XGB-PBB-D

Builds on: TabR MLP-PLR XGBoost LightGBM CatBoost

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