How to Automate Hyperparameter Optimization

A Beginner’s Guide to Using Bayesian Optimization With Scikit-Optimize

In the machine learning and deep learning paradigm, model “parameters” and “hyperparameters” are two frequently used terms where “parameters” define configuration variables that are internal to the model and whose values can be estimated from the training data and “hyperparameters” define configuration variables that are external to the model and whose values cannot be estimated from the training data (What is the Difference Between a Parameter and a Hyperparameter? ). Thus, the hyperparameter values need to be manually assigned by the practitioner.

Every machine learning and deep learning model that we make has a different set of hyperparameter values that need to be fine-tuned to be able to obtain a satisfactory result. Compared to machine learning models, deep learning models tend to have a larger number of hyperparameters that need optimizing in order to get the desired predictions due to its architectural complexity over typical machine learning models.