Machine learning involves numerous hyperparameters—model hyperparameters, optimizer hyperparameters, loss function hyperparameters, etc. Users need to set these based on experience and adjust according to training results. Optimal values vary by task and dataset, with no universal empirical values.
This step is often tedious and time-consuming. To simplify, Hyperparameter optimization research aims to automatically search for optimal hyperparameters. Common methods include grid search and random search, with more advanced methods like heuristic search and Bayesian optimization. This article introduces Bayesian optimization for hyperparameter search—a common approach also provided as a service by Google on Google Cloud. We focus on the GPR (Gaussian Process Regression) + GP-BUCB (Gaussian Process Regression-Batch Upper Confidence Bound) method.