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version: "1.0.1" name: Model Hyperparameter Tuning description: Optimize hyperparameters using grid search, random search, Bayesian optimization, and automated ML frameworks like Optuna and Hyperopt
Model Hyperparameter Tuning
Overview
Hyperparameter tuning is the process of systematically searching for the best combination of model configuration parameters to maximize performance on validation data.
When to Use
- When optimizing model performance beyond baseline configurations
- When comparing different parameter combinations systematically
- When fine-tuning complex models with many hyperparameters
- When seeking the best trade-off between bias, variance, and training time
- When improving model generalization on validation and test data
- When exploring parameter spaces for neural networks, tree models, or ensemble methods
Tuning Methods
- Grid Search: Exhaustive search over parameter grid
- Random Search: Random sampling from parameter space
- Bayesian Optimization: Probabilistic model-based search
- Hyperband: Multi-fidelity optimization
- Evolutionary Algorithms: Genetic algorithm based search
- Population-based Training: Distributed parameter optimization
Hyperparameters by Model Type
- Tree Models: max_depth, min_samples_split, learning_rate
- Neural Networks: learning_rate, batch_size, num_layers, dropout
- SVM: C, kernel, gamma
- Ensemble: n_estimators, max_features, min_samples_leaf
Python Implementation
python
import numpy as npimport pandas as pdimport matplotlib.pyplot as pltfrom sklearn.datasets import make_classificationfrom sklearn.model_selection import train_test_split, cross_val_scorefrom sklearn.preprocessing import StandardScalerfrom sklearn.ensemble import RandomForestClassifier, GradientBoostingClassifierfrom sklearn.model_selection import GridSearchCV, RandomizedSearchCVimport optunafrom optuna.samplers import TPESamplerimport torchimport torch.nn as nnfrom torch.optim import Adamimport time# Create datasetX, y = make_classification(n_samples=2000, n_features=50, n_informative=30,n_redundant=10, random_state=42)X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42)scaler = StandardScaler()X_train_scaled = scaler.fit_transform(X_train)X_test_scaled = scaler.transform(X_test)print("Dataset shapes:", X_train_scaled.shape, X_test_scaled.shape)# 1. Grid Searchprint("\n=== 1. Grid Search ===")start = time.time()param_grid = {'n_estimators': [50, 100, 200],'max_depth': [5, 10, 15],'min_samples_split': [2, 5, 10],'min_samples_leaf': [1, 2, 4]}grid_search = GridSearchCV(RandomForestClassifier(random_state=42),param_grid,cv=5,scoring='accuracy',n_jobs=-1,verbose=0)grid_search.fit(X_train_scaled, y_train)grid_time = time.time() - startprint(f"Best parameters: {grid_search.best_params_}")print(f"Best CV score: {grid_search.best_score_:.4f}")print(f"Test score: {grid_search.score(X_test_scaled, y_test):.4f}")print(f"Time taken: {grid_time:.2f}s")# 2. Random Searchprint("\n=== 2. Random Search ===")start = time.time()param_dist = {'n_estimators': np.arange(50, 300, 10),'max_depth': np.arange(5, 30, 1),'min_samples_split': np.arange(2, 20, 1),'min_samples_leaf': np.arange(1, 10, 1),'max_features': ['sqrt', 'log2']}random_search = RandomizedSearchCV(RandomForestClassifier(random_state=42),param_dist,n_iter=20,cv=5,scoring='accuracy',n_jobs=-1,random_state=42,verbose=0)random_search.fit(X_train_scaled, y_train)random_time = time.time() - startprint(f"Best parameters: {random_search.best_params_}")print(f"Best CV score: {random_search.best_score_:.4f}")print(f"Test score: {random_search.score(X_test_scaled, y_test):.4f}")print(f"Time taken: {random_time:.2f}s")# 3. Bayesian Optimization with Optunaprint("\n=== 3. Bayesian Optimization (Optuna) ===")def objective(trial):params = {'n_estimators': trial.suggest_int('n_estimators', 50, 300),'max_depth': trial.suggest_int('max_depth', 5, 30),'min_samples_split': trial.suggest_int('min_samples_split', 2, 20),'min_samples_leaf': trial.suggest_int('min_samples_leaf', 1, 10),'max_features': trial.suggest_categorical('max_features', ['sqrt', 'log2'])}model = RandomForestClassifier(**params, random_state=42)scores = cross_val_score(model, X_train_scaled, y_train, cv=5, scoring='accuracy')return scores.mean()start = time.time()sampler = TPESampler(seed=42)study = optuna.create_study(sampler=sampler, direction='maximize')study.optimize(objective, n_trials=20, show_progress_bar=False)optuna_time = time.time() - startbest_trial = study.best_trialprint(f"Best parameters: {best_trial.params}")print(f"Best CV score: {best_trial.value:.4f}")# Train final model with best paramsbest_model = RandomForestClassifier(**best_trial.params, random_state=42)best_model.fit(X_train_scaled, y_train)print(f"Test score: {best_model.score(X_test_scaled, y_test):.4f}")print(f"Time taken: {optuna_time:.2f}s")# 4. Gradient Boosting hyperparameter tuningprint("\n=== 4. Gradient Boosting Tuning ===")gb_param_grid = {'learning_rate': [0.01, 0.05, 0.1, 0.2],'n_estimators': [100, 200, 300],'max_depth': [3, 5, 7, 9],'min_samples_split': [2, 5, 10],'subsample': [0.8, 0.9, 1.0]}gb_search = GridSearchCV(GradientBoostingClassifier(random_state=42),gb_param_grid,cv=5,scoring='accuracy',n_jobs=-1,verbose=0)gb_search.fit(X_train_scaled, y_train)print(f"Best parameters: {gb_search.best_params_}")print(f"Best CV score: {gb_search.best_score_:.4f}")print(f"Test score: {gb_search.score(X_test_scaled, y_test):.4f}")# 5. Learning rate tuning for neural networksprint("\n=== 5. Learning Rate Tuning for Neural Networks ===")class SimpleNN(nn.Module):def __init__(self):super().__init__()self.fc1 = nn.Linear(50, 128)self.fc2 = nn.Linear(128, 64)self.fc3 = nn.Linear(64, 1)self.relu = nn.ReLU()self.dropout = nn.Dropout(0.3)def forward(self, x):x = self.relu(self.fc1(x))x = self.dropout(x)x = self.relu(self.fc2(x))x = self.dropout(x)x = torch.sigmoid(self.fc3(x))return xlearning_rates = [0.0001, 0.001, 0.01, 0.1]lr_results = {}device = torch.device('cpu')for lr in learning_rates:model = SimpleNN().to(device)optimizer = Adam(model.parameters(), lr=lr)criterion = nn.BCELoss()X_train_tensor = torch.FloatTensor(X_train_scaled)y_train_tensor = torch.FloatTensor(y_train).unsqueeze(1)best_loss = float('inf')patience = 10patience_counter = 0for epoch in range(100):output = model(X_train_tensor)loss = criterion(output, y_train_tensor)optimizer.zero_grad()loss.backward()optimizer.step()if loss.item() < best_loss:best_loss = loss.item()patience_counter = 0else:patience_counter += 1if patience_counter >= patience:breaklr_results[lr] = best_lossprint(f"Learning Rate {lr}: Best Loss = {best_loss:.6f}")# 6. Comparison visualizationfig, axes = plt.subplots(2, 2, figsize=(14, 10))# Search method comparisonmethods = ['Grid Search', 'Random Search', 'Bayesian Opt']times = [grid_time, random_time, optuna_time]scores = [grid_search.best_score_, random_search.best_score_, study.best_value]x = np.arange(len(methods))axes[0, 0].bar(x, times, color='steelblue', alpha=0.7)axes[0, 0].set_ylabel('Time (seconds)')axes[0, 0].set_title('Tuning Method Comparison - Time')axes[0, 0].set_xticks(x)axes[0, 0].set_xticklabels(methods)axes[0, 1].bar(x, scores, color='coral', alpha=0.7)axes[0, 1].set_ylabel('CV Accuracy')axes[0, 1].set_title('Tuning Method Comparison - Accuracy')axes[0, 1].set_xticks(x)axes[0, 1].set_xticklabels(methods)axes[0, 1].set_ylim([0.8, 1.0])# Hyperparameter importance from Optunaimportance_dict = {}for param_name in study.best_trial.params.keys():trial_values = []for trial in study.trials:if param_name in trial.params:trial_values.append(trial.value)if trial_values:importance_dict[param_name] = np.std(trial_values)axes[1, 0].barh(list(importance_dict.keys()), list(importance_dict.values()),color='lightgreen', edgecolor='black')axes[1, 0].set_xlabel('Importance (Std Dev)')axes[1, 0].set_title('Hyperparameter Importance')# Learning rate tuning for NNaxes[1, 1].plot(list(lr_results.keys()), list(lr_results.values()), marker='o',linewidth=2, markersize=8, color='purple')axes[1, 1].set_xlabel('Learning Rate')axes[1, 1].set_ylabel('Best Training Loss')axes[1, 1].set_title('Learning Rate Impact on Neural Network')axes[1, 1].set_xscale('log')axes[1, 1].grid(True, alpha=0.3)plt.tight_layout()plt.savefig('hyperparameter_tuning.png', dpi=100, bbox_inches='tight')print("\nVisualization saved as 'hyperparameter_tuning.png'")print("\nHyperparameter tuning completed!")
Tuning Strategy by Model
- Tree Models: Focus on depth, min_samples, max_features
- Boosting: Learning_rate, n_estimators, subsample
- Neural Networks: Learning rate, batch size, regularization
- SVM: C and kernel type are most important
Best Practices
- Scale search space logarithmically for continuous parameters
- Use cross-validation for robust estimates
- Start with random search for initial exploration
- Use Bayesian optimization for final refinement
- Monitor for diminishing returns
Deliverables
- Optimal hyperparameters found
- Performance metrics for top configurations
- Tuning efficiency analysis
- Visualization of parameter impact
- Tuning report and recommendations