Bayesian Hyperparameter Optimization of Gradient Boosting Machine

In this repository we will walk through automated hyperparameter tuning using Bayesian Optimization. Specifically, we will optimize the hyperparameters of a Gradient Boosting Machine using the Hyperopt library (with the Tree Parzen Estimator algorithm). We will compare the results of random search (implemented manually) for hyperparameter tuning with the Bayesian model-based optimization method to try and understand how the Bayesian method works and what benefits it has over uninformed search methods.