This article presents a straightforward approach to automatically and efficiently tune hyperparameters for machine learning models using Optuna as the optimisation framework. We explore how to use both Optuna’s native storage options and InterSystems IRIS as a database backend to track the progress of hyperparameter searches. We also show how MLflow can be used to monitor experiments and manage models through its tracking and model registry UI.

This article is based on this Kaggle Notebook, which you can run and directly edit yourself.

When training ML models, the choice of hyperparameters can strongly influence performance. They are not the only factor, but they can significantly affect both convergence and generalisation.

Tuning hyperparameters manually takes a lot of effort. This is especially true because hyperparameters interact with each other, so tuning them independently is usually not enough. For example, higher regularisation may require a lower learning rate for more stable optimization. A more complex model may require stronger regularization to avoid overfitting, but at the same time, a very small learning rate on a complex model can make learning too slow.

Optuna is an MIT-licensed open source library, which allows commercial use, that automates hyperparameter search for ML models developed with the most popular frameworks such as scikit-learn, PyTorch, TensorFlow, and LightGBM. It works by defining a search space and an objective metric to either minimize or maximize. Optuna then explores the search space efficiently to find well-performing configurations.