Book Image

Hyperparameter Tuning with Python

By : Louis Owen
Book Image

Hyperparameter Tuning with Python

By: Louis Owen

Overview of this book

Hyperparameters are an important element in building useful machine learning models. This book curates numerous hyperparameter tuning methods for Python, one of the most popular coding languages for machine learning. Alongside in-depth explanations of how each method works, you will use a decision map that can help you identify the best tuning method for your requirements. You’ll start with an introduction to hyperparameter tuning and understand why it's important. Next, you'll learn the best methods for hyperparameter tuning for a variety of use cases and specific algorithm types. This book will not only cover the usual grid or random search but also other powerful underdog methods. Individual chapters are also dedicated to the three main groups of hyperparameter tuning methods: exhaustive search, heuristic search, Bayesian optimization, and multi-fidelity optimization. Later, you will learn about top frameworks like Scikit, Hyperopt, Optuna, NNI, and DEAP to implement hyperparameter tuning. Finally, you will cover hyperparameters of popular algorithms and best practices that will help you efficiently tune your hyperparameter. By the end of this book, you will have the skills you need to take full control over your machine learning models and get the best models for the best results.
Table of Contents (19 chapters)
1
Section 1:The Methods
8
Section 2:The Implementation
13
Section 3:Putting Things into Practice

Implementing TPE

TPE is one of the variants of the Bayesian optimization hyperparameter tuning group (see Chapter 4), which is the default sampler in Optuna. To perform hyperparameter tuning with TPE in Optuna, we can just simply pass the optuna.samplers.TPESampler() class to the sampler parameter of the create_study() function. The following example shows how to implement TPE in Optuna. We’ll use the same data as in the examples in Chapter 7 and follow the steps introduced in the preceding section as follows:

  1. Define the objective function along with the hyperparameter space. Here, we’ll use the same function that we defined in the Introducing Optuna section. Remember that we use the train-validation split instead of the k-fold cross-validation method within the objective function.
  2. Initiate a study object via the create_study() function as follows:
    study = optuna.create_study(direction='maximize',
    sampler=optuna.samplers.TPESampler(seed=0))
  3. Perform...