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 · Glossário
O que é Model selection, hyperparameter search?
Também chamado de: model selection · hyperparameter search