Hyperparameter

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In machine learning, a hyperparameter is a parameter whose value is set before the learning process begins. By contrast, the values of other parameters are derived via training. Different model training algorithms require different hyperparameters, some simple algorithms (such as ordinary least squares regression) require none. Given these hyperparameters, the training algorithm learns the parameters from the data. Hyperparameter (machine learning) | Wikipedia

Machine learning algorithms train on data to find the best set of weights for each independent variable that affects the predicted value or class. The algorithms themselves have variables, called hyperparameters. They’re called hyperparameters, as opposed to parameters, because they control the operation of the algorithm rather than the weights being determined. The most important hyperparameter is often the learning rate, which determines the step size used when finding the next set of weights to try when optimizing. If the learning rate is too high, the gradient descent may quickly converge on a plateau or suboptimal point. If the learning rate is too low, the gradient descent may stall and never completely converge. Many other common hyperparameters depend on the algorithms used. Most algorithms have stopping parameters, such as the maximum number of epochs, or the maximum time to run, or the minimum improvement from epoch to epoch. Specific algorithms have hyperparameters that control the shape of their search. For example, a Random Forest (or) Random Decision Forest Classifier has hyperparameters for minimum samples per leaf, max depth, minimum samples at a split, minimum weight fraction for a leaf, and about 8 more. Machine learning algorithms explained | Martin Heller - InfoWorld

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Hyperparameter tuning

Hyperparameters are the variables that govern the training process. Your model parameters are optimized (you could say "tuned") by the training process: you run data through the operations of the model, compare the resulting prediction with the actual value for each data instance, evaluate the accuracy, and adjust until you find the best combination to handle the problem.

These algorithms automatically adjust (learn) their internal parameters based on data. However, there is a subset of parameters that is not learned and that have to be configured by an expert. Such parameters are often referred to as “hyperparameters” — and they have a big impact ...For example, the tree depth in a decision tree model and the number of layers in an artificial neural network are typical hyperparameters. The performance of a model can drastically depend on the choice of its hyperparameters. Machine learning algorithms and the art of hyperparameter selection - A review of four optimization strategies | Mischa Lisovyi and Rosaria Silipo - TNW

There are four commonly used optimization strategies for hyperparameters:

  1. Bayesian optimization
  2. Grid search
  3. Random search
  4. Hill climbing

Bayesian optimization tends to be the most efficient. You would think that tuning as many hyperparameters as possible would give you the best answer. However, unless you are running on your own personal hardware, that could be very expensive. There are diminishing returns, in any case. With experience, you’ll discover which hyperparameters matter the most for your data and choice of algorithms. Machine learning algorithms explained | Martin Heller - InfoWorld

Hyperparameter Optimization libraries:

Tuning:

  • Optimizer type
  • Learning rate (fixed or not)
  • Epochs
  • Regularization rate (or not)
  • Type of Regularization - L1, L2, ElasticNet
  • Search type for local minima
    • Gradient descent
    • Simulated
    • Annealing
    • Evolutionary
  • Decay rate (or not)
  • Momentum (fixed or not)
  • Nesterov Accelerated Gradient momentum (or not)
  • Batch size
  • Fitness measurement type
    • MSE, accuracy, MAE, cross-entrop
    • Precision, recall
  • Stop criteria

Automatic Hyperparameter Tuning

Several production machine-learning platforms now offer automatic hyperparameter tuning. Essentially, you tell the system what hyperparameters you want to vary, and possibly what metric you want to optimize, and the system sweeps those hyperparameters across as many runs as you allow. (Google Cloud hyperparameter tuning extracts the appropriate metric from the TensorFlow model, so you don’t have to specify it.)