  Extreme value theory (EVT) is a statistical tool for analysis of extreme
events. It has a strong theoretical background, however, we need to choose
hyper-parameters
  to apply EVT. In recent studies of machine learning, techniques of choosing
hyper-parameters have been well-studied. In this paper, we propose a new method
of choosing hyper-parameters in EVT based on machine learning techniques. We
also experiment our method to real-world data and show good usability of our
method.
