The process of finding the optimal set of variables
for a machine learning algorithm
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.[2][3]
Hyperparameter optimization determines the set of hyperparameters that yields an optimal model which minimizes a predefined loss function on a given data set.[4] The objective function takes a set of hyperparameters and returns the associated loss.[4]Cross-validation is often used to estimate this generalization performance, and therefore choose the set of values for hyperparameters that maximize it.[5]
^Matthias Feurer and Frank Hutter. Hyperparameter optimization. In: AutoML: Methods, Systems, Challenges, pages 3–38.
^Franceschi L, Donini M, Perrone V, Klein A, Archambeau C, Seeger M, Pontil M, Frasconi P (2024). "Hyperparameter Optimization in Machine Learning". arXiv preprint. arXiv:2410.22854.
^ abClaesen, Marc; Bart De Moor (2015). "Hyperparameter Search in Machine Learning". arXiv:1502.02127 [cs.LG].