HyperParametersTuning

Performs exhaustive grid search over specified parameter ranges to find optimal model configurations across different metrics and decision thresholds.

Purpose

The Hyperparameter Tuning test systematically explores the model's parameter space to identify optimal configurations. It supports multiple optimization metrics and decision thresholds, providing a comprehensive view of how different parameter combinations affect various aspects of model performance.

Test Mechanism

The test uses scikit-learn's GridSearchCV to perform cross-validation for each parameter combination. For each specified threshold and optimization metric, it creates a scoring dictionary with threshold-adjusted metrics, performs grid search with cross-validation, records best parameters and corresponding scores, and combines results into a comparative table. This process is repeated for each optimization metric to provide a comprehensive view of model performance under different configurations.

Signs of High Risk

• Large performance variations across different parameter combinations
• Significant discrepancies between different optimization metrics
• Best parameters at the edges of the parameter grid
• Unstable performance across different thresholds
• Overly complex model configurations (risk of overfitting)
• Very different optimal parameters for different metrics
• Cross-validation scores showing high variance
• Extreme parameter values in best configurations

Strengths

• Comprehensive exploration of parameter space
• Supports multiple optimization metrics
• Allows threshold optimization
• Provides comparative view across different configurations
• Uses cross-validation for robust evaluation
• Helps understand trade-offs between different metrics
• Enables systematic parameter selection
• Supports both classification and clustering tasks

Limitations

• Computationally expensive for large parameter grids
• May not find global optimum (limited to grid points)
• Cannot handle dependencies between parameters
• Memory intensive for large datasets
• Limited to scikit-learn compatible models
• Cross-validation splits may not preserve time series structure
• Grid search may miss optimal values between grid points
• Resource intensive for high-dimensional parameter spaces