Random Search Method
What is Random Search?
Random Search samples hyperparameter combinations randomly from specified distributions or ranges.
How It Works
- Define parameter ranges or distributions
- Randomly sample N combinations
- Evaluate with cross-validation
- Return best combination found
Advantages
- Faster: Fixed number of iterations
- Better Coverage: Can explore more of the space
- Good Enough: Often finds near-optimal solutions
Disadvantages
- Not Guaranteed: May miss the absolute best
- Randomness: Results vary between runs
When to Use
- Large parameter spaces
- Limited computational budget
- When good (not perfect) is acceptable
Related Terms
- Grid Search: Exhaustive alternative
- Hyperparameter Tuning: The broader process