Difference between GridSearchCV and RandomizedSearchCV

Key takeaways:

1. Essential parameters set before training that influence the performance of machine learning models.

2. Hyperparameter tuning involves techniques like GridSearchCV and RandomizedSearchCV to optimize model performance through cross-validation.

3. GridSearchCV performs an exhaustive search over a predefined set of hyperparameters, evaluating all possible combinations, which is computationally expensive.

4. RandomizedSearchCV samples a fixed number of random combinations from specified distributions, making it more efficient for larger hyperparameter spaces.

5. The selection between GridSearchCV and RandomizedSearchCV depends on the size of the hyperparameter space and available computational resources.

The function named get_params() is used to list all the hyperparameters for any particular algorithm.

Note: Discovering the optimal hyperparameters for a model on the first attempt is similar to finding a needle in a haystack. However, the iterative process involves training the model, observing its performance, and subsequently fine-tuning the parameters to continually enhance its effectiveness.

Before delving into tuning techniques for hyperparameters, it’s essential to grasp the concept of cross-validation. Cross-validation is a method for evaluating a model’s performance by partitioning the dataset into training and validation sets. K-fold cross-validation takes this a step further by dividing the data into K subsets and iteratively employing each fold as a validation set.

Let’s look at an illustration of how k-fold cross-validation operates:

There are two types of tuning techniques for hyperparameters in machine learning. Let’s draw a comparison between the two below.

Grid search vs. randomized search

Grid search (GridSearchCV()) involves an exhaustive search method where a grid of hyperparameter values is defined, and the model is trained on all possible combinations. The optimal combination is selected based on its performance assessed through cross-validation. In the GridSearchCV() method, we input approximate values for the hyperparameters into a grid, and subsequently, we select a scoring metric (such as accuracy, precision, recall, or F1 score, etc.) to assess the model’s performance. The GridSearchCV() method iterates through the predefined values in the parameter grid, identifying the optimal hyperparameter combination based on the specified scoring metrics.

Let’s look at an illustration of how grid search works.

On the other hand, randomized search (RandomizedSearchCV()) adapts a randomized search method where we define distributions for hyperparameter values, and the model is trained on randomly sampled combinations. Instead of exhaustively searching through all possible combinations, it explores a defined number of random combinations from the specified hyperparameter distributions. The selection of the optimal combination is based on performance metrics assessed through cross-validation. In the RandomizedSearchCV() method, we specify probability distributions for hyperparameters, and a certain number of random combinations are sampled. Similar to the GridSearchCV() method, a scoring metric is chosen to evaluate the model’s performance. The method then identifies the optimal hyperparameter combination based on the specified scoring metrics from the randomly sampled combinations.

Let’s see an illustration of how randomized search works.

Key differences

The following table outlines the key differences between the GridSearchCV() and RandomizedSearchCV() methods.

Quiz

Test your understanding through the below quiz.

Conclusion

GridSearchCV() is exhaustive but it’s computationally expensive because it explores all possible solutions. On the other hand, RandomizedSearchCV() is more flexible and computationally efficient for larger hyperparameter spaces. The choice between them depends on the specific problem and computational resources available.