On Mon, Dec 5, 2011 at 13:31, James Bergstra <[email protected]> wrote:
> I should probably not have scared ppl off speaking of a 250-job
> budget.  My intuition would be that with 2-8 hyper-parameters, and 1-3
> "significant" hyper-parameters, randomly sampling around 10-30 points
> should be pretty reliable.

So perhaps the best implementation of this is to first generate a grid
(from the usual arguments to sklearn's GridSearch), randomly sort it,
and iterate over these points until the budget is exhausted?

Presented like this I can easily see why this is better than (a) going
over the grid in order until the budget is exhausted or (b) using a
coarser grid to match the budget. This would also be very easy to
implement in sklearn.

Do I make sense?
-- 
 - Alexandre

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