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Hyperparametrization test with a genetic algorithm

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genetic-algorithm genetic-algorithms hyperparameter-optimization pygad sktime time-series time-series-analysis

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Hyperparametrization test with a genetic algorithm

On a simple historical series (margherita pizzas sold by a restaurant) I applied the classic model of Exponential Smoothing with the default parameters and the automatic ETS of stats model. I then used a genetic algorithm to find the best hyperparameters for Exponential smoothing. On the validation set I had an appreciable improvement on the MAPE. Here is the summary graph of the results.

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