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

Chapter 4: Exploring Bayesian Optimization

Bayesian optimization (BO) is the second out of four groups of hyperparameter tuning methods. Unlike grid search and random search, which are categorized as uninformed search methods, all of the methods that belong to the BO group are categorized as informed search methods, meaning they are learning from previous iterations to (hopefully) provide a better search space in the future.

In this chapter, we will discuss several methods that belong to the BO group, including Gaussian process (GP), sequential model-based algorithm configuration (SMAC), Tree-structured Parzen Estimators (TPE), and Metis. Similar to Chapter 3, Exploring Exhaustive Search, we will discuss the definition of each method, the differences between them, how they work, and the pros and cons of each method.

By the end of this chapter, you will be able to explain BO and its variations when someone asks you. You will not only be able to explain what they are, but also...