In this tutorial, we will learn about hyper-parameter tuning, a crucial step in the machine learning pipeline. Hyper-parameter tuning helps optimize the predictive performance of a model by tweaking its parameters.
By the end of this tutorial, you will understand:
- What hyper-parameter tuning is and why it's important
- Different hyper-parameter tuning techniques
- How to implement these techniques using Python's scikit-learn library
A hyper-parameter is a parameter whose value is set before the learning process begins. They control the learning process and influence the performance of the model. Hyper-parameter tuning is the process of selecting the best hyper-parameters for a machine learning model.
Grid search is a simple and traditionally used method for hyper-parameter tuning. It works by searching exhaustively through a specified subset of hyperparameters.
from sklearn import svm
from sklearn.model_selection import GridSearchCV
# Define the parameter values that should be searched
k_range = list(range(1, 31))
# Create a parameter grid: map the parameter names to the values that should be searched
param_grid = dict(n_neighbors=k_range)
# instantiate the grid
grid = GridSearchCV(knn, param_grid, cv=10, scoring='accuracy')
# fit the grid with data
grid.fit(X, y)
In this example, we defined a range of possible values for 'k' (n_neighbors) in the K-nearest neighbors (KNN) model. We then use GridSearchCV to search the grid of all possible 'k' values.
Random search is a randomized search through the parameter space.
from sklearn.model_selection import RandomizedSearchCV
# specify "parameter distributions" rather than a "parameter grid"
param_dist = dict(n_neighbors=k_range)
# instantiate the randomized search
rand = RandomizedSearchCV(knn, param_dist, cv=10, scoring='accuracy', n_iter=10, random_state=5)
# fit
rand.fit(X, y)
In this example, instead of trying out every possible value, the RandomizedSearchCV function only tries a fixed number of parameter settings sampled from the specified distributions.
We've learned that hyperparameter tuning is an essential step in building machine learning models. We discussed two different techniques, grid search and random search, and implemented them using the scikit-learn library.
Use the GridSearchCV or RandomizedSearchCV to tune the hyperparameters of a Decision Tree Classifier on the Iris dataset.
Implement a grid search without the use of the pre-built GridSearchCV function. This will help you understand the underlying process.
Learn about and implement other hyperparameter tuning techniques such as Bayesian Optimization and Genetic Algorithms.
The solutions to these exercises are not provided here. However, you are encouraged to try them out and search for solutions online if you get stuck. This will enhance your problem-solving skills and deepen your understanding of the concepts.