Profiling
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The profiling framework allows a user to track of what happens as the toolbox goes through its paces. All kinds of statistics and and metadata are recorded and saved for further reference. This data can then be used to understand how the toolbox produced the final model, why it made particular decisions, how the algorithms can be improved further, etc.
See also the Add profiler page.
The part of the profiler framework responsible for tracking how the model parameters (hyperparameters) change during a modeling run is called the Observables framework. More information here.