Tree-structured Parzen Estimator (TPE)

The Tree-structured Parzen Estimator (TPE) is a method used in optimization, particularly in tuning machine learning models. It helps find the best settings (hyperparameters) for a model by using past performance data. TPE builds a probabilistic model of good and bad outcomes based on previous tests. It represents this information in a tree structure, allowing it to evaluate which settings are likely to perform better. Instead of testing every possible combination, TPE smartly narrows down the search to focus on the most promising options, making the tuning process faster and more efficient.