Open in app
Alexandra Amidon

Sign in

Open in app
Alexandra Amidon

·Jul 14

…e can conclude that the test AUC-ROC score for the entire dataset (250000 sample) is almost the same. But the execution time of Randomized Search CV is 5x times faster and Halving Grid Search is 3x times faster than the Grid Search CV technique. For large-size datasets or param grids with a large number of components, it is recommended to use …

Stop using Grid Search Cross-Validation for Hyperparameter Tuning
73
2

Satyam Kumar

It's not clear to me that Halving Grid Search achieves better parameters than Randomized Search. The Test AUC-ROC Scores are roughly the same - RS is better for smaller sample sizes and HGS is better for larger sample sizes in the benchmark.