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<h1 id="hyperopt">Hyperopt<a class="headerlink" href="#hyperopt" title="Permanent link">¶</a></h1>
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<p>This page explains how to tune your strategy by finding the optimal
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parameters, a process called hyperparameter optimization. The bot uses algorithms included in the <code>scikit-optimize</code> package to accomplish this.
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parameters, a process called hyperparameter optimization. The bot uses algorithms included in the <code>optuna</code> package to accomplish this.
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The search will burn all your CPU cores, make your laptop sound like a fighter jet and still take a long time.</p>
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<p>In general, the search for best parameters starts with a few random combinations (see <a href="#reproducible-results">below</a> for more details) and then uses Bayesian search with a ML regressor algorithm (currently ExtraTreesRegressor) to quickly find a combination of parameters in the search hyperspace that minimizes the value of the <a href="#loss-functions">loss function</a>.</p>
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<p>In general, the search for best parameters starts with a few random combinations (see <a href="#reproducible-results">below</a> for more details) and then uses one of optuna's sampler algorithms (currently NSGAIIISampler) to quickly find a combination of parameters in the search hyperspace that minimizes the value of the <a href="#loss-functions">loss function</a>.</p>
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<p>Hyperopt requires historic data to be available, just as backtesting does (hyperopt runs backtesting many times with different parameters).
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To learn how to get data for the pairs and exchange you're interested in, head over to the <a href="../data-download/">Data Downloading</a> section of the documentation.</p>
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<div class="admonition bug">
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