saifulrijal-ds/hyperparameter-optimization

Hyperparameter tuning for Machine Learning - Code Repository

Published May, 2021

Links

• Online Course

Table of Contents

1. Cross-Validation

   1. K-fold, LOOCV, LPOCV, Stratified CV
   2. Group CV and variants
   3. CV for time series
   4. Nested CV

2. Basic Search Algorithms

   1. Manual Search, Grid Search and Random Search

3. Bayesian Optimization

   1. with Gaussian Processes
   2. with Random Forests (SMAC) and GBMs
   3. with Parzen windows (Tree-structured Parzen Estimators or TPE)

4. Other SMBOs

   1. Population Based Optimization
   2. Hyperband
   3. Successive Halving

5. Python tools

   1. Scikit-learn
   2. Scikit-optimize
   3. Hyperopt
   4. Optuna
   5. Keras Tuner
   6. SMAC
   7. Others