 to compute.</p>
<p>To solve this problem, Bayesian Optimization is often used to tune hyperparameters fast. This is a sequential design strategy for global optimization of black-box functions.</p>
<p>While Grid Search is simply an exhaustive searching through a manually specified subset of the hyperparameter space, Bayesian Optimization constructs a posterior distribution of functions (gaussian process) that describes the function you want to optimize best, and search the point whose score may be better.</