I am trying to do a hyper parameter optimization, but sadly I am not quite understanding the documentation. I have made a DataLoader and now tried to book a method the following way:
TMVA::HyperParameterOptimisation optim(dataloader); TStopwatch tw; optim.BookMethod(TMVA::Types::kMLP, "MLP", "H:!V:NeuronType=tanh:VarTransform=N:NCycles=600:HiddenLayers=N+5:TestRate=5"); optim.SetFitter("Minuit"); optim.SetNumFolds(5); optim.SetVerbose(1);
This works fine, but does not optimize anything. What I would like to have is variable number of Cycles, Layers (and maybe nodes) and Learning Rate, so that for each combination the performance is evaluated and I can afterwards chose the best method available. How can I book the method such that the Optimization knows which variables to tune?