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Outer-Loop Hyperparameter Optimization
| 1: HPO ← Hyperparameter Optimizer |
| 2: for Iteration i ← 1…K do |
| 3: Hyperparams αi ← HPO.NextHyperparams() |
| 4: Train model on training data with hyperparams αi |
| 5: Make predictions for validation data with model |
| 6: HPO.RecordValidationError() |
| 7: end for |
| 8: Best model is model with lowest validation error |
