Technologies pertaining to tuning a hyper-parameter configuration of a learning algorithm are described. The learning algorithm learns parameters of a predictive model based upon the hyper-parameter configuration. Candidate hyper-parameter configurations are identified, and statistical hypothesis tests are undertaken over respective pairs of candidate hyper-parameter configurations to identify, for each pair of candidate hyper-parameter configurations, which of the two configurations is associated with better predictive performance. The technologies described herein take into consideration the stochastic nature of training data, validation data, and evaluation functions.