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

Understanding TPE

TPE is another variant of BO that performs well in general and can be utilized for both categorical and continuous types of hyperparameters. Unlike BOGP, which has cubical time complexity, TPE runs in linear time. TPE is suggested if you have a huge hyperparameter space and have a very tight budget for evaluating the cross-validation score.

The main difference between TPE and BOGP or SMAC is in the way that it models the relationship between hyperparameters and the cross-validation score. Unlike BOGP or SMAC, which approximate the value of the objective function, or the posterior probability, , TPE works the other way around. It tries to get the optimal hyperparameters based on the condition of the objective function, or the likelihood probability, (see the explanation of Bayes Theorem in the Understanding BO GP section).

In other words, unlike BOGP or SMAC, which construct a predictive distribution over the objective function, TPE tries to utilize the information...