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arxivstat.MLcs.LGstat.CO2026-07-17

Which Hyperparameters Matter? A Game-Theoretic Framework for Interpretable Hyperparameter Sensitivity Analysis

Nyi Nyi Aung, Heepeom Shin, Abigail Lawlor, Adrian Stein

This work presents a game-theoretic framework for interpretable hyperparameter-objective interaction analysis rather than proposing a new optimization algorithm. In the proposed framework, Shapley Effects are employed for global sensitivity analysis, while Pareto front sets are utilized to identify effective hyperparameter configurations and support early-stage model evaluation. The resulting analysis reveals which players (hyperparameters) are most influential with respect to different objectives in a given game (application). Consequently, the proposed framework provides interpretable insights into objective-aware hyperparameter interactions, enabling practitioners to guide subsequent optimization, reduce the search space, and perform early-stage model evaluation. The effectiveness of the proposed framework is demonstrated using three distinct neural network architectures across different problem domains under multi-objective settings.

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