https://github.com/jnothman/scikit-learn/commits/param_search_callback has
a hyperopt searcher now, having a common API with GridSearchCV (at least,
after #1787).
- Joel
> Message: 2
> Date: Mon, 8 Apr 2013 19:22:11 -0400
> From: James Bergstra <[email protected]>
> Subject: Re: [Scikit-learn-general] Use SciPy optimization instead of
> brute force GridSearch
> To: [email protected]
> Message-ID:
> <CAMwpFYnKEPnn2AA0mWz=
> [email protected]>
> Content-Type: text/plain; charset="iso-8859-1"
>
> Interesting to see this issue get some attention again.
>
> I'm hoping to develop sklearn wrappers for hyperopt this summer. If anyone
> wants to be part of that development process, by all means let me know.
> I'll keep this list posted on progress and listen to feedback on usability.
> The quick wrapper I posted a few months ago for the Perceptron, for
> example, generated great quality feedback. More interactions like that
> would be ideal.
>
> Hyperopt is currently relatively limited in terms of algorithms, but I feel
> like the more natural next step is to produce sklearn wrappers. Once those
> are sketched in, then it makes sense to do sklearn-specific
> hyperparameter-optimization algorithm comparison. There are lots of
> more/less complicated approaches to try.
>
> In the meantime, keep an eye on https://github.com/jaberg/hyperopt-sklearn
> ,
> hopefully good stuff will be showing up there in the coming months.
>
> If you want to hurry the process along, let me me know. Developers and
> money are always welcome :)
>
> - James
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