2025-04-30 01:08
IndustryBayesian Optimization
#CurrencyPairPrediction
Bayesian Optimization
• Model the performance of hyperparameters using probabilistic models.
• Focus exploration on promising areas.
Tools:
• Optuna, Hyperopt, BayesianOptimization library. Workflow:
1. Try some random settings.
2. Model which hyperparameter regions seem better.
3. Try more points near the better ones.
4. Iterate intelligently. Bayesian optimization is state-of-the-art for expensive model training (like deep neural networks for Forex).
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Bayesian Optimization
Malaysia | 2025-04-30 01:08#CurrencyPairPrediction
Bayesian Optimization
• Model the performance of hyperparameters using probabilistic models.
• Focus exploration on promising areas.
Tools:
• Optuna, Hyperopt, BayesianOptimization library. Workflow:
1. Try some random settings.
2. Model which hyperparameter regions seem better.
3. Try more points near the better ones.
4. Iterate intelligently. Bayesian optimization is state-of-the-art for expensive model training (like deep neural networks for Forex).
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