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"source": [
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"# Hyperparameter Optimization\n",
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":label:`chap_hyperopt`\n",
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"\n",
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"**Aaron Klein** (*Amazon*), **Matthias Seeger** (*Amazon*), and **Cedric Archambeau** (*Amazon*)\n",
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"\n",
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"The performance of every machine learning model depends on its hyperparameters.\n",
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"They control the learning algorithm or the structure of the underlying\n",
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"statistical model. However, there is no general way to choose hyperparameters\n",
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"in practice. Instead, hyperparameters are often set in a trial-and-error manner\n",
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"or sometimes left to their default values by practitioners, leading to\n",
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"suboptimal generalization.\n",
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"\n",
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"Hyperparameter optimization provides a systematic approach to this problem, by\n",
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"casting it as an optimization problem: a good set of hyperparameters should (at\n",
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"least) minimize a validation error. Compared to most other optimization problems\n",
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"arising in machine learning, hyperparameter optimization is a nested one, where\n",
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"each iteration requires training and validating a machine learning model.\n",
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"\n",
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"In this chapter, we will first introduce the basics of hyperparameter\n",
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"optimization. We will also present some recent advancements that improve the\n",
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"overall efficiency of hyperparameter optimization by exploiting cheap-to-evaluate\n",
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"proxies of the original objective function. At the end of this chapter, you\n",
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"should be able to apply state-of-the-art hyperparameter optimization techniques\n",
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"to optimize the hyperparameter of your own machine learning algorithm.\n",
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"\n",
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":begin_tab:toc\n",
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" - [hyperopt-intro](hyperopt-intro.ipynb)\n",
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" - [hyperopt-api](hyperopt-api.ipynb)\n",
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" - [rs-async.md](rs-async.md.ipynb)\n",
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" - [sh-intro](sh-intro.ipynb)\n",
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" - [sh-async](sh-async.ipynb)\n",
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":end_tab:\n"
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]
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}
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],
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"metadata": {
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"name": "python"
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},
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"nbformat": 4,
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"nbformat_minor": 5
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}
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