Bayesian Optimization Hyperparameters .
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Hi to all,
Can any one help me to understand how bayesian optimization works in the task of finding the best hyperparameters of a SVM?
If you could point me to a paper or video, that would be nice too.
Thank you very much!
J
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Accepted Answer
Alan Weiss
on 19 Aug 2021
The
bayesopt
function performs all Bayesian optimization. The
bayesopt
algorithm
is described here
. When finding the best parameters of an SVM using
fitcsvm
, then according to the documentation of the
OptimizeHyperparameters
option:
"The optimization attempts to minimize the cross-validation loss (error) for
fitcsvm
by varying the parameters. For information about cross-validation loss see
Classification Loss
." In other words, the objective function that
bayesopt
tries to minimize is the cross-validation loss.
I hope that is enough detail.
Alan Weiss
MATLAB mathematical toolbox documentation
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