If there is a hyperparameter P ∈ {P1,...,Pk} to tune (e.g. NN or SVM), start with P1 and go through the remaining range until the generalization estimate decreases. Compute the generalization estimate of the model by using an internal validation method. For instance, if the holdout method is used, the available data are further split into training (to fit the model) and validation sets (to get the predictive estimate).