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 Metis

Metis is one of the variants of BO that has several algorithm modifications compared to the BO method in general. Metis utilizes GP and GMM in its algorithm. GP is used as the surrogate model and outliers detector, while GMM is used as part of the acquisition function, similar to TPE.

What makes Metis different from other BO methods, in general, is that it can balance exploration and exploitation more data-efficiently than the EI acquisition function. It can also handle noise in the data that doesn’t follow the Gaussian distribution, and this is the case most of the time. Unlike most of the methods that perform random sampling to initialize the set of hyperparameters and cross-validation score, D, Metis utilizes Latin Hypercube Sampling (LHS), which is a stratified sampling procedure based on the equal interval of each hyperparameter. This sampling method is believed to be more data-efficient compared to random sampling to achieve the same exploration...