  Hyperparameter optimization (HPO) is crucial for strong performance of deep
learning algorithms and real-world applications often impose some constraints,
such as memory usage, or latency on top of the performance requirement. In this
work, we propose constrained TPE (c-TPE), an extension of the widely-used
versatile Bayesian optimization method, tree-structured Parzen estimator (TPE),
to handle these constraints. Our proposed extension goes beyond a simple
combination of an existing acquisition function and the original TPE, and
instead includes modifications that address issues that cause poor performance.
We thoroughly analyze these modifications both empirically and theoretically,
providing insights into how they effectively overcome these challenges. In the
experiments, we demonstrate that c-TPE exhibits the best average rank
performance among existing methods with statistical significance on 81
expensive HPO with inequality constraints. Due to the lack of baselines, we
only discuss the applicability of our method to hard-constrained optimization
in Appendix D.
