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Master Hyperparameter Optimization with Optuna

Build dynamic, efficient, and framework-agnostic machine learning pipelines using the Define-by-Run API.

Created bySoledad Galli
IntermediateUpdated Oct 2, 2026
Master Hyperparameter Optimization with Optuna

What You'll Learn

check_circleConstruct dynamic hyperparameter search spaces using Optuna's suggest methods
check_circleCompare and select appropriate sampling algorithms for different model architectures
check_circleImplement pruning callbacks to terminate unpromising trials and save computational time
check_circleIntegrate Optuna with non-scikit-learn frameworks using custom objective functions
check_circleAnalyze optimization results using parallel coordinate and parameter importance plots

About This Course

This course provides a comprehensive guide to using Optuna for hyperparameter optimization in machine learning workflows. It covers the library's core architecture, including the Define-by-Run API, which allows for flexible and dynamic search space definitions. Participants will learn how to implement various sampling algorithms, such as TPE, Gaussian Processes, and Grid Search, while leveraging pruning strategies like successive halving to optimize computational resources. The material also demonstrates how to integrate Optuna with diverse frameworks like LightGBM and use built-in visualization tools to interpret optimization history and parameter importance.

Topics Covered:

  • Define-by-Run API architecture
  • Hyperparameter search space configuration
  • Sampling algorithms and strategies
  • Pruning and early stopping techniques
  • Framework-agnostic model integration
  • Persistent study storage and databases
  • Optimization history and parameter visualization

Your Instructor

Soledad Galli
Soledad Galli

Data Scientist | Python Developer | Author and Instructor

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I'm a data scientist, machine learning educator and open-source developer. I've built machine learning models for credit risk, insurance claims and fraud prevention, and I am passionate about helping data scientists build models that hold up in real-world projects. My courses are designed for intermediate and advanced practitioners. They cover feature engineering, feature selection, hyperparameter optimization, imbalanced data and the design of robust machine learning pipelines, with a strong emphasis on techniques you can apply straight away in your own work. In the age of generative AI, when a working model can be coded in minutes, the real skill lies in understanding the methods deeply enough to review that output with rigor and a critical eye, and that's exactly what these courses are built to develop. I'm the creator and maintainer of Feature-engine, an open-source Python library for feature engineering and feature selection used by data scientists worldwide. I'm also the author of three books published by Packt: Python Feature Engineering Cookbook, Feature Selection in Machine Learning, and Imbalanced Data: Myths, Mistakes and Modern Solutions. I speak regularly at conferences and meetups, and I enjoy connecting technical communities with the tools and knowledge they need to succeed. In 2018 I received a Data Science Leaders Award, and in 2019 LinkedIn recognized me as one of its voices in data science and analytics. Before moving into data science, I earned an MSc in Biology and a PhD in Biochemistry, then spent more than eight years as a research scientist at institutions including University College London and the Max Planck Institute. That scientific training still shapes how I teach: rigorous, evidence-based, and focused on understanding why a method works before reaching for it.

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We are a registered provider with 327+ associations and regulatory bodies worldwide. We operate across 29 global markets including Canada, the US, Australia, and the UK. Every course page clearly displays its specific accreditations. Upon completion, you receive a professional certificate that can be validated online. Our certificates include all necessary accreditation details, credit hours, and completion dates, and are formatted specifically to meet the submission requirements of most global regulatory bodies.

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