This is an introduction to using Hyperopt library. I will use mostly terminology of machine learning (ML) as this library appeared in the ML community. Hyperopt library is used to choose the hyperparameters, that is, parameters that must be set before the learning process. The learning process is the process of fitting a given model to some dataset, which is done by minimization of some function. For example, when you fit model \(\hat f (x)\) by optimizing function \[ \frac{1}{N} \sum_{i=1}^N \left( y_i - \hat f (x_i) \right)^2 + \lambda R(f), \]