Grid Search
Grid search trains the network for every combination by using the two set of hyperparameters, learning rate and the number of layers. Then evaluates the model by using Cross Validation techniques.
Random Search
It randomly samples the search space and evaluates sets from a particular probability distribution. For example, instead of checking all 10,000 samples, randomly selected 100 parameters can be checked.
Bayesian Optimization
This includes fine-tuning the hyperparameters by enabling automated model tuning. The model used for approximating the objective function is called surrogate model (Gaussian Process). Bayesian Optimization uses Gaussian Process (GP) function to get posterior functions to make predictions based on prior functions.
