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 successive halving

Successive Halving (SH) is an MFO method that is not only able to focus on a more promising hyperparameter subspace but can also allocate computational cost wisely in each trial. Unlike CFS, which utilizes all of the data in each trial, SH can utilize less data for a not-too-promising subspace while utilizing more data for a more promising subspace. It can be said that SH is a variant of CFS with a much clearer algorithm definition and is wiser in spending the computational cost. The most effective way to utilize SH as a hyperparameter tuning method is when you are working with a large model (for example, a deep neural network) and/or working with a large amount of data.

Similar to CFS, SH also utilizes grid search or random search to search for the best set of hyperparameters. At the first iteration, SH will perform a grid or random search on the whole hyperparameter space with a small amount of budget or resources, and then it will gradually increase...