Model selection chooses, among candidate models or configurations, the one expected to generalise best. A hyperparameter search is model selection over a set of hyperparameter values: a grid, random draws (Bergstra and Bengio, 2012), or a sequential search that proposes new values from the scores of the old.
Quantitative Finance · Glossaire
Qu'est-ce que « Model selection, hyperparameter search » ?
Aussi appelé : model selection · hyperparameter search