Francesco Casalegno – Hyperparameter Optimization 2
Francesco Casalegno – Hyperparameter Optimization ● ○ → → → ○ → … → → … ● ○ ○ 3
Francesco Casalegno – Hyperparameter Optimization ● … → ○ ○ ○ ● ○ x F ○ F → ○ F(x) 4
5
Francesco Casalegno – Hyperparameter Optimization ● ● ○ → ○ → ● GridSearchCV 6
Francesco Casalegno – Hyperparameter Optimization ● ● → ● ● ● → ● → 7
8
Francesco Casalegno – Hyperparameter Optimization ● O(N - 1/2 ) N ○ ● ● RandomizedSearchCV 9
Francesco Casalegno – Hyperparameter Optimization ● ● ● ● ● ● → 10
11
Francesco Casalegno – Hyperparameter Optimization ● ○ F(x) F(x) ○ ○ F(x) ○ ● ○ F(x) ○ F(x) ○ … ○ … → 12
Francesco Casalegno – Hyperparameter Optimization ● F(x) ○ x = [x1 … xN ], [F(x1 ) … F(xN )] ○ ■ ■ → 13
Francesco Casalegno – Hyperparameter Optimization ● ○ x F(x) → ○ → ● ○ ○ ○ ○ … 14
Francesco Casalegno – Hyperparameter Optimization ● BayesSearchCV ● 15
Francesco Casalegno – Hyperparameter Optimization ● ● ● → ● σ ρ ● ● → → → 16
17
Francesco Casalegno – Hyperparameter Optimization ● M x1 … xM F(x) Prob x is selected F(x) child = 1 … M ■ x ■ 18
Francesco Casalegno – Hyperparameter Optimization ● TPOTClassifier TPOTRegressor tpot → eaMuPlusLambda() DEAP ● tpot 19
Francesco Casalegno – Hyperparameter Optimization ● ● ● → ● ● ● → ● → → ● M 20
Francesco Casalegno – Hyperparameter Optimization ● ● ● ● ● ● 21

Hyperparameter Optimization for Machine Learning