For the python code, I used the Iris dataset which is available within the Scikit-learn package. It is a very small dataset (150 rows only) with a multiclass classification problem. As we are mostly focussing on hyperparameter tuning, I have not performed the EDA(exploratory data analysis) or feature engineering part and directly jumped into the model-building. I used the XGBoostClssifier algorithm for the model-building to classify the target variables. Then, we pass predefined values for hyperparameters to the GridSearchCV function.
Hyperparameter optimization refers to performing a search in order to discover the set of specific model configuration arguments that result in the best performance of the model on a specific dataset. There are many ways to perform hyperparameter optimization, although modern methods, such as Bayesian Optimization, are fast and effective. The Scikit-Optimize library is an open-source Python library that provides an implementation of Bayesian Optimization that can be used to tune the hyperparameters of machine learning models from the scikit-Learn Python library. You can easily use the Scikit-Optimize library to tune the models on your next machine learning project. In this tutorial, you will discover how to use the Scikit-Optimize library to use Bayesian Optimization for hyperparameter tuning.
Hyperparameter tunning and why it matters Cross-validation and nested cross-validation Hyperparameter tunning with Grid and Random search Bayesian Optimisation Tree-Structured Parzen Estimators, Population Based Training and SMAC Hyperparameter tunning tools, i.e., Hyperopt, Optuna, Scikit-optimize, Keras Turner and others Welcome to Hyperparameter Optimization for Machine Learning. In this course, you will learn multiple techniques to select the best hyperparameters and improve the performance of your machine learning models. If you are regularly training machine learning models as a hobby or for your organization and want to improve the performance of your models, if you are keen to jump up in the leader board of a data science competition, or you simply want to learn more about how to tune hyperparameters of machine learning models, this course will show you how. We'll take you step-by-step through engaging video tutorials and teach you everything you need to know about hyperparameter tuning. Throughout this comprehensive course, we cover almost every available approach to optimize hyperparameters, discussing their rationale, their advantages and shortcomings, the considerations to have when using the technique and their implementation in Python.
Many methods exist for function optimization, such as randomly sampling the variable search space, called random search, or systematically evaluating samples in a grid across the search space, called grid search. More principled methods are able to learn from sampling the space so that future samples are directed toward the parts of the search space that are most likely to contain the extrema. A directed approach to global optimization that uses probability is called Bayesian Optimization. Take my free 7-day email crash course now (with sample code). Click to sign-up and also get a free PDF Ebook version of the course.
Hyperparameters are parameters that are defined before training to specify how we want model training to happen. We have full control over hyperparameter settings and by doing that we control the learning process. It can be set to any integer value but of course, setting it to 10 or 1000 changes the learning process significantly. Parameters, on the other hand, are found during the training. We have no control over parameter values as they are the result of model training.