The Importance of

Hyperparameters in
Machine Learning
Hyperparameters are essential elements in any machine learning algorithm that
impact the model performance and generalization. In this presentation, we will
discuss the definition of hyperparameters, their significance, and the importance of
selecting and tuning them.

by Basayya Hiremath
Tuning Hyperparameters
Cross-validation for
Hyperparameter Tuning
Cross-validation is a crucial technique used
to estimate the performance of a machine
learning algorithm and to tune the
hyperparameters. It ensures that the model's
performance is generalized to the unseen
data and reduces overfitting and
underfitting.
1 Techniques for Selecting and
Tuning Hyperparameters
Grid search, random search, and Bayesian
2 optimization are the most common
techniques used to select and tune
hyperparameters. Each of them has its
advantages and disadvantages, and selecting
the optimal technique is dependent on the
task and problem domain.
3 Best Practices for
Hyperparameter Optimization
Choosing an appropriate range of
hyperparameter values, evaluating and
comparing different configurations, and
addressing overfitting and underfitting
Examples of Hyperparameters in Different
Algorithms
Neural Networks
Hyperparameters in neural networks
include the learning rate,
momentum, number of hidden
layers, and neurons per layer. These
hyperparameters control the
learning rate and model capacity,
which affect the model quality.
Random Forests
Hyperparameters in random forests
include the number of trees, the
maximum depth per tree, and the
number of features per forest. These
hyperparameters control the balance
between overfitting and underfitting
and the model's complexity.
SVM
Hyperparameters in SVM include
the kernel type, the regularization
parameter, the gamma value, and
the degree of polynomial. These
hyperparameters control the margin
and the kernel function's
complexity, which affect the model
performance.
Considerations for Selecting an Appropriate
Range of Hyperparameter Values

Domain Knowledge

Using domain knowledge or intuition about the problem helps in selecting the hyperparameters' appropriate range
and state the only possible values they could take.

Constraints

Understanding the numerical or computational constraints of the problem helps in defining the hyperparameters'
maximum and minimum values.

Scalability

Scaling the hyperparameters' search space is essential as it may limit the optimization time and resources. It's
necessary to optimize the hyperparameters of a smaller portion before extending the search space.
Evaluating and Comparing Different
Hyperparameter Configurations
1 Metrics and Evaluation

Selecting the appropriate metric for evaluation is essential, whether it's classification accuracy, mean
squared error, ROC curve, or others.

2 Cross-validation

Cross-validation helps in selecting the optimized hyperparameters' configuration by testing the model's
performance on the evaluation metric and generalizing it to the unseen data.

3 Statistical Analysis

Statistical analysis, such as hypothesis testing, confidence intervals, and ANOVA, can help in
comparing different hyperparameter configurations and selecting the best one.
Impact of Hyperparameters on Model
Performance and Generalization
Hyperparameters' impact on model performance and generalization is substantial, as they affect the model's capacity,
learning rate, regularization, and other properties that determine the model's quality. Selecting and tuning the appropriate
hyperparameters can lead to better accuracy, precision, recall, and F1-score while reducing overfitting and underfitting.
Overfitting and Underfitting in
Hyperparameter Tuning
Overfitting
Overfitting happens when the model is capturing the
training data too well, but it doesn't generalize well on
new data. Hyperparameters like the complexity and
depth of the model affect the balance between
overfitting and underfitting.
Underfitting
Underfitting happens when the model is too simple to
capture the relationships between the input and output
data. Hyperparameters like the learning rate,
regularization, or kernel type affect the model's capacity
and ability to represent complex patterns in the data.
Grid Search vs. Random Search vs. Bayesian
Optimization
Grid Search
Grid search is a common technique
to tune the hyperparameters by
iterating over all possible
combinations of the parameters in a
predefined search space. It's
straightforward and non-stochastic
but prone to overfitting and suffers
from a curse of dimensionality.
Random Search
Random search is another technique
that samples the hyperparameters
randomly from the predefined
search space but performs better
than grid search and doesn't suffer
from the curse of dimensionality.
Bayesian Optimization
Bayesian optimization is a
probabilistic optimization technique
that uses prior knowledge about the
objective function and updates it
with new observations. It's more
efficient than other techniques but
requires an initial guess of the
hyperparameters' posteriors.