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In machine learning, hyperparameter optimization [1] or tuning is the problem of choosing a set of optimal hyperparameters for a learning algorithm. A hyperparameter is a parameter whose value is used to control the learning process, which must be configured before the process starts.
Auto-WEKA introduced the Combined Algorithm Selection and Hyperparameter optimization (CASH) problem, that extends both the Algorithm selection problem and the Hyperparameter optimization problem, by searching for the best algorithm and also its hyperparameters for a given dataset. Baratchi et al. state that "[T]he real power of AutoML was ...
In machine learning, a hyperparameter is a parameter that can be set in order to define any configurable part of a model's learning process. Hyperparameters can be classified as either model hyperparameters (such as the topology and size of a neural network) or algorithm hyperparameters (such as the learning rate and the batch size of an optimizer).
After these steps, practitioners must then perform algorithm selection and hyperparameter optimization to maximize the predictive performance of their model. If deep learning is used, the architecture of the neural network must also be chosen manually by the machine learning expert.
In Bayesian statistics, a hyperparameter is a parameter of a prior distribution; the term is used to distinguish them from parameters of the model for the underlying system under analysis. For example, if one is using a beta distribution to model the distribution of the parameter p of a Bernoulli distribution , then:
English: In hyperparameter optimization with tree-structured Parzen estimators (TPE), the optimizer creates a model of the relation between hyperparameters and measured performance of the machine learning model to optimize. Areas of the search space with a better performance are searched more likely.