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

Exploring XGBoost hyperparameters

Extreme Gradient Boosting (XGBoost) is also a tree-based model that is built using a collection of decision trees, similar to a Random Forest. It can also be utilized for both classification and regression tasks. The difference between XGBoost and Random Forest is in how they perform the ensemble. Unlike Random Forest, which uses the bagging ensemble method, XGBoost utilizes another ensemble method called boosting.

Boosting is an ensemble algorithm whose goal is to achieve higher performance through a sequence of individually weak models by overcoming the weaknesses of the predecessor models (see Figure 11.1). It is not a specific model; it’s just a generic ensemble algorithm. The definition of weakness may vary across different types of boosting ensemble implementation. In XGBoost, it is defined based on the error of the gradient from the previous decision tree model. Take a look at the following diagram:

Figure...