Hello, scikiters,

Recent work by James Bergstra demonstrated that careful hyperparameter
optimization, as well as careless random sampling, is often better
than manual searching for many problems. You can see results in the
following nips paper:
http://people.fas.harvard.edu/~bergstra/files/pub/11_nips_hyperopt.pdf

I wonder if there's interest in adding some simple versions of these
techniques to the scikit's very useful GridSearchCV? There is code
available https://github.com/jaberg/hyperopt but it seems to be
research code and it uses theano, so it's not applicable to the
scikit.

This could be a nice sprint project for someone.
-- 
 - Alexandre

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