{ "id": "2007.15745", "version": "v1", "published": "2020-07-30T21:11:01.000Z", "updated": "2020-07-30T21:11:01.000Z", "title": "On Hyperparameter Optimization of Machine Learning Algorithms: Theory and Practice", "authors": [ "Li Yang", "Abdallah Shami" ], "comment": "69 Pages, 10 tables, accepted in Neurocomputing, Elsevier", "doi": "10.1016/j.neucom.2020.07.061", "categories": [ "cs.LG", "stat.ML" ], "abstract": "Machine learning algorithms have been used widely in various applications and areas. To fit a machine learning model into different problems, its hyper-parameters must be tuned. Selecting the best hyper-parameter configuration for machine learning models has a direct impact on the model's performance. It often requires deep knowledge of machine learning algorithms and appropriate hyper-parameter optimization techniques. Although several automatic optimization techniques exist, they have different strengths and drawbacks when applied to different types of problems. In this paper, optimizing the hyper-parameters of common machine learning models is studied. We introduce several state-of-the-art optimization techniques and discuss how to apply them to machine learning algorithms. Many available libraries and frameworks developed for hyper-parameter optimization problems are provided, and some open challenges of hyper-parameter optimization research are also discussed in this paper. Moreover, experiments are conducted on benchmark datasets to compare the performance of different optimization methods and provide practical examples of hyper-parameter optimization. This survey paper will help industrial users, data analysts, and researchers to better develop machine learning models by identifying the proper hyper-parameter configurations effectively.", "revisions": [ { "version": "v1", "updated": "2020-07-30T21:11:01.000Z" } ], "analyses": { "subjects": [ "68T01", "90C31" ], "keywords": [ "machine learning algorithms", "hyperparameter optimization", "appropriate hyper-parameter optimization techniques", "common machine learning models", "best hyper-parameter configuration" ], "tags": [ "journal article" ], "publication": { "publisher": "Elsevier" }, "note": { "typesetting": "TeX", "pages": 69, "language": "en", "license": "arXiv", "status": "editable" } } }