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Machine learning algorithms have been used widely in various applications and areas. To fit a machine learning model into different problems, its hyper-parameters must be tuned. Selecting the best hyper-parameter configuration for machine learning models has a direct impact on the model’s performance. It often requires deep knowledge of machine learning algorithms and appropriate hyper-parameter optimization techniques. Although several automatic optimization techniques exist, they have different strengths and drawbacks when applied to different types of problems. In this paper, optimizing the hyper-parameters of common machine learning models is studied. We introduce several state-of-the-art optimization techniques and discuss how to apply them to machine learning algorithms. Many available libraries and frameworks developed for hyper-parameter optimization problems are provided, and some …