FAQ: Hyperparameter Tuning with `scikit-learn` - Evaluating the Results of RandomizedSearchCV

This community-built FAQ covers the “Evaluating the Results of RandomizedSearchCV” exercise from the lesson “Hyperparameter Tuning with scikit-learn”.

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This exercise can be found in the following Codecademy content:

Data Scientist: Machine Learning Specialist

FAQs on the exercise Evaluating the Results of RandomizedSearchCV

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For me, the code solution to this exercise was for doing a Bayes Optimized search for hyperparameter tuning. I’m wondering if anybody has a good reference to explain the basic theory of Bayes search or a tutorial for the code. I had to read some papers and documentation on skopt to understand it but I wish there existed an easier tutorial for it.

Here’s some links that I read that I found helpful for learning Bayes Optimized search:

  1. This is a simpler broad overview of some big picture ideas of Bayes Search but done through the library hyperopt - I would only suggest skimming this article for buzzwords.
    Bayesian Optimization for quicker hyperparameter tuning

  2. This is more of middle ground between math and big picture ideas:
    https://proceedings.neurips.cc/paper/2012/file/05311655a15b75fab86956663e1819cd-Paper.pdf

  3. This is an article that goes into detail of some of the math. I liked it but I only read up to section 2.3 b/c I didn’t find the rest of it helpful.
    https://arxiv.org/pdf/1012.2599.pdf

Extra 4) This is a video explaining what a Gaussian process is. I liked the presentation:

Finally, here’s a link to the documentation of BayesSearchCV in skopt. It works basically like the stuff in scikit learn but be careful that you may need to specify which data in your search space is Real a.k.a. Numerical and what is Categorical (Please see the second link on Bayes optimization in skopt for more detail)

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I wanted to add that if you have a code solution like mine then you’ll see that the BayesSearchCV they pass in a dictionary for the parameters and one of their dictionary elements is ‘C’ : Real(0, 100, prior = ‘uniform’) or something. I don’t think they needed to set the prior to be ‘uniform’ because the default value for prior is ‘uniform’ according to the skopt documentation (please the second link under skopt documention in my previous post). I’m wondering if I’m misunderstanding something or if the person who wrote the solution was doing something unnecessary.

All of the content on BayesSeachCV is completely missing for me? Very annoying as both the follow up quiz and project require Bayes Search but it seems to have been deleted?? Help.

The lesson ends abruptly after Evaluating RandomSearchCV without the normal review or anything. Its like its just been sliced out of the curriculum?

Update post getting through the quiz which tested on BayesSearchCV(): The following project asks questions on two things that have not been covered in any lesson before hand!

They ask us to build an SVC classifier (not covered) and then tune the hyperparameters with BayesSearchCV() (also not covered)… what on Earth is going on?

I definitely agree, it seems a lot of content is missing. Specifically in the Machine Learning specialisation it appears that topics which are a bit more arduous have been completely cut out from the training sessions but are still present in the projects. Indeed, it is nice to learn through the documentation, but a bit of guidance would be more than welcome