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Scenario: You are working as a consultant at Zerks Medical Insurance (ZMI) on Morag, a company founded by the sisters Gamora and Nebula, daughters of Thanos. Gamora is looking to use hyperparameter tuning to train an optimal machine learning model, specifically optimizing for a target metric called "AUC" (Area Under the Curve). However, she is unsure how to achieve this and has come to you for guidance. Question: Which approach should you advise Gamora to use in her training script to perform hyperparameter tuning effectively?