Hyperparameter tuning is the process of selecting the optimal values for a machine learning
model’s hyperparameters. Hyperparameters are settings that control the learning process of the
model, such as the learning rate, the number of neurons in a neural network, or the kernel size
in a support vector machine. The goal of hyperparameter tuning is to find the values that lead to
the best performance on a given task.
What are Hyperparameters?
In the context of machine learning, hyperparameters are configuration variables that are set
before the training process of a model begins. They control the learning process itself, rather
than being learned from the data. Hyperparameters are often used to tune the performance of
a model, and they can have a significant impact on the model’s accuracy, generalization, and
other metrics.
Hyperparameter Tuning techniques
Models can have many hyperparameters and finding the best combination of parameters can
be treated as a search problem. The two best strategies for Hyperparameter tuning are:
1. GridSearchCV
2. RandomizedSearchCV
3. Bayesian Optimization
1. GridSearchCV
Grid search can be considered as a “brute force” approach to hyperparameter optimization.
We fit the model using all possible combinations after creating a grid of potential discrete
hyperparameter values. We log each set’s model performance and then choose the
combination that produces the best results. This approach is called GridSearchCV, because it
searches for the best set of hyperparameters from a grid of hyperparameters values.
For example: if we want to set two hyperparameters C and Alpha of the Logistic Regression
Classifier model, with different sets of values. The grid search technique will construct many
versions of the model with all possible combinations of hyperparameters and will return the
best one.
As in the image, for C = [0.1, 0.2, 0.3, 0.4, 0.5] and Alpha = [0.1, 0.2, 0.3, 0.4]. For a
combination of C=0.3 and Alpha=0.2, the performance score comes out to be 0.726(Highest),
therefore it is selected.
Drawback: GridSearchCV will go through all the intermediate combinations of
hyperparameters which makes grid search computationally very expensive.
2. RandomizedSearchCV
As the name suggests, the random search method selects values at random as opposed to the
grid search method’s use of a predetermined set of numbers. Every iteration, random search
attempts a different set of hyperparameters and logs the model’s performance. It returns the
combination that provided the best outcome after several iterations. This approach reduces
unnecessary computation.
RandomizedSearchCV solves the drawbacks of GridSearchCV, as it goes through only a
fixed number of hyperparameter settings. It moves within the grid in a random fashion to find
the best set of hyperparameters. The advantage is that, in most cases, a random search will
produce a comparable result faster than a grid search.
3. Bayesian Optimization
Grid search and random search are often inefficient because they evaluate many unsuitable
hyperparameter combinations without considering the previous iterations’ results. Bayesian
optimization, on the other hand, treats the search for optimal hyperparameters as an
optimization problem. It considers the previous evaluation results when selecting the next
hyperparameter combination and applies a probabilistic function to choose the combination
that will likely yield the best results. This method discovers a good hyperparameter
combination in relatively few iterations.
The Bayesian optimization model is complex to implement, but off-the-shelf libraries like
Ray Tune can simplify the process. It’s worth using this type of model because it finds an
adequate hyperparameter combination in relatively few iterations. However, compared to grid
search or random search, we must compute Bayesian optimization sequentially, so it doesn’t
allow distributed processing. Therefore, Bayesian optimization takes longer yet uses fewer
computational resources.
Drawback: Requires an understanding of the underlying probabilistic model.
Challenges in Hyperparameter Tuning
1. Dealing with High-Dimensional Hyperparameter Spaces: Efficient Exploration and
Optimization
2. Handling Expensive Function Evaluations: Balancing Computational Efficiency and
Accuracy
3. Incorporating Domain Knowledge: Utilizing Prior Information for Informed Tuning
4. Developing Adaptive Hyperparameter Tuning Methods: Adjusting Parameters During
Training
Applications of Hyperparameter Tuning
1. Model Selection: Choosing the Right Model Architecture for the Task
2. Regularization Parameter Tuning: Controlling Model Complexity for Optimal
Performance
3. Feature Preprocessing Optimization: Enhancing Data Quality and Model Performance
4. Algorithmic Parameter Tuning: Adjusting Algorithm-Specific Parameters for Optimal
Results
5. Advantages of Hyperparameter tuning:
6. Improved model performance
7. Reduced overfitting and underfitting
8. Enhanced model generalizability
9. Optimized resource utilization
10. Improved model interpretability
Disadvantages of Hyperparameter tuning:
1. Computational cost
2. Time-consuming process
3. Risk of overfitting
4. No guarantee of optimal performance
5. Requires expertise
