Hyperparameter tuning, any machine learning model training activity needs to be optimised. The learning process cannot extract the hyperparameters of a model from the provided datasets. However, they are extremely important for managing the actual learning process. These hyperparameters are derived from how machine learning models are mathematically formulated. For instance, while the learning rate in gradient descent is a parameter, the weights learned during the training of a linear regression model are parameters.

Hyperparameter tuning is one of the fundamental steps in the machine learning routine. Also known as hyperparameter optimisation, the method entails searching for the best configuration of hyperparameters to enable optimal performance. Machine learning algorithms require user-defined inputs to achieve a balance between accuracy and generalisability. This process is known as hyperparameter tuning. There are various tools and approaches available to tune hyperparameters.

The performance of many machine learning algorithms depends on their hyperparameter settings. The goal of this study is to determine whether it is important to tune a hyperparameter or whether it can be safely set to a default value. We present a methodology to determine the importance of tuning a hyperparameter based on a non-inferiority test and tuning risk: the performance loss that is incurred when a hyperparameter is not tuned, but set to a default value. Because our methods require the notion of a default parameter, we present a simple procedure that can be used to determine reasonable default parameters. We apply our methods in a benchmark study using 59 datasets from OpenML. Our results show that leaving particular hyperparameters at their default value is non-inferior to tuning these hyperparameters. In some cases, leaving the hyperparameter at its default value even outperforms tuning it using a search procedure with a limited number of iterations.

Selecting hyperparameters for unsupervised learning problems is difficult in general due to the lack of ground truth for validation. However, this issue is prevalent in machine learning, especially in clustering problems with examples including the Lagrange multipliers of penalty terms in semidefinite programming (SDP) relaxations and the bandwidths used for constructing kernel similarity matrices for Spectral Clustering. Despite this, there are not many provable algorithms for tuning these hyperparameters. In this paper, we provide a unified framework with provable guarantees for the above class of problems. We demonstrate our method on two distinct models.