A machine learning algorithm in Azure ML has few parameter settings that you can set — in this post, we will talk about 1) why you should NOT stick with default settings 2) How can “Tune model hyperparameters” module help you do so?

So first up, why you should not be using the default setting? The parameter settings that are applied to a model impacts the accuracy (or call it predictive power) of the algorithm…sometimes it may be significant and sometimes not but either case, you won’t know until you try changing the default values. In other words, by tuning the hyperparameters you could significantly boost your model’s performance!

Now, how do you go about setting the parameters such that it gives optimal performance? Let’s say that there are 3 parameters then that is 27 different combinations! How do you know which one is the best? You could dig a little deeper into the mechanism of how algorithms works and narrow down your list but that would still take some time. So, there should be a better way, right? Luckily there is: This where “Tune Model Hyperparameters” comes in! You can use it with any algorithm in Azure ML. This module helps you tune the hyper-parameters. There’s some things that you still need do like decide: Do you want the module to just try random n combinations? OR Do you want the module to try all combinations (fyi: this is compute-intensive operation!)? … AND you will have to decide what are you are optimizing for? Depending on the algorithm it would let you pick the evaluation metric that you want to optimize.

Now, there are some good articles already written that walks you through how to get about doing this so I am going to share these links with you:

1. Tune Hyper Parameters (MSDN)
2. Understanding sweep parameters module in Azure ML

I want to conclude by sharing few tips:

 Notes from the field:

1. Running the “Entire Grid” mode will slow down the training time for the model. You might want to make sure that it’s acceptable and the cost (longer training time) to benefit (better accuracy) is worth it for your case
2. When you are comparing algorithms to decide the best one that fits your problem, instead of comparing “model with default parameter settings” with each other, try comparing the “model with tuned hyper-parameters”