Hi Jan. That sounds great! Please share early version :) [not that I'd have time to review them :-/] I think breaking backward-compatibility will be necessary, and we should think of how we should go about that.
Cheers, Andy On 02/13/2015 12:34 AM, Jan Hendrik Metzen wrote: > Having Bayesian optimization in sklearn would be great +1 > > I was working recently on a sklearn-compatible rewrite of Gaussian > processes. Main features are gradient-based hyperparameter > optimization, kernel engineering and Gaussian process classification. > The downside is that it is not completely downward compatible with > sklearn's current GP interface. I will create a PR in the next days > where we can discuss the further proceeding (going for merge versus > adding it to the sklearn-extensions). > > Best, > Jan > > On 13.02.2015 00:10, Andy wrote: >> Sorry, I was using a possibly confusing idiom. The problem with our GP >> is not so much speed as interface and flexibility. >> Also, we are not using gradient based parameter optimization. >> >> On 02/12/2015 05:48 PM, Artem wrote: >>> Do you have any particular ideas on how one could speedup GPs, >>> besides reimplementing it in Cython? Looks like spearmint is >>> completely pythonic, so they either as slow (or slower), or use >>> different algorithm (I'm not very familiar with approaches to GPs). >>> >>> On Fri, Feb 13, 2015 at 12:41 AM, Andy <t3k...@gmail.com >>> <mailto:t3k...@gmail.com>> wrote: >>> >>> >>> On 02/12/2015 04:47 AM, Artem wrote: >>>> There are several packages (spearmint, hyperopt, MOE) offering >>>> Bayesian Optimization to the problem of choosing >>>> hyperparameters. Wouldn't it be nice to add such *Search[CV] to >>>> sklearn? >>> Yes. I haven't really looked much into the spearmint approach, >>> but before we could do anything with GPs I am afraid we need to >>> get our GP up to speed. >>> >>> >>> ------------------------------------------------------------------------------ >>> Dive into the World of Parallel Programming. The Go Parallel Website, >>> sponsored by Intel and developed in partnership with Slashdot >>> Media, is your >>> hub for all things parallel software development, from weekly thought >>> leadership blogs to news, videos, case studies, tutorials and >>> more. Take a >>> look and join the conversation now. >>> http://goparallel.sourceforge.net/ >>> _______________________________________________ >>> Scikit-learn-general mailing list >>> Scikit-learn-general@lists.sourceforge.net >>> <mailto:Scikit-learn-general@lists.sourceforge.net> >>> https://lists.sourceforge.net/lists/listinfo/scikit-learn-general >>> >>> >>> >>> >>> ------------------------------------------------------------------------------ >>> Dive into the World of Parallel Programming. The Go Parallel Website, >>> sponsored by Intel and developed in partnership with Slashdot Media, is your >>> hub for all things parallel software development, from weekly thought >>> leadership blogs to news, videos, case studies, tutorials and more. Take a >>> look and join the conversation now.http://goparallel.sourceforge.net/ >>> >>> >>> _______________________________________________ >>> Scikit-learn-general mailing list >>> Scikit-learn-general@lists.sourceforge.net >>> https://lists.sourceforge.net/lists/listinfo/scikit-learn-general >> >> >> ------------------------------------------------------------------------------ >> Dive into the World of Parallel Programming. The Go Parallel Website, >> sponsored by Intel and developed in partnership with Slashdot Media, is your >> hub for all things parallel software development, from weekly thought >> leadership blogs to news, videos, case studies, tutorials and more. Take a >> look and join the conversation now. http://goparallel.sourceforge.net/ >> >> >> _______________________________________________ >> Scikit-learn-general mailing list >> Scikit-learn-general@lists.sourceforge.net >> https://lists.sourceforge.net/lists/listinfo/scikit-learn-general > ------------------------------------------------------------------------------ Download BIRT iHub F-Type - The Free Enterprise-Grade BIRT Server from Actuate! Instantly Supercharge Your Business Reports and Dashboards with Interactivity, Sharing, Native Excel Exports, App Integration & more Get technology previously reserved for billion-dollar corporations, FREE http://pubads.g.doubleclick.net/gampad/clk?id=190641631&iu=/4140/ostg.clktrk _______________________________________________ Scikit-learn-general mailing list Scikit-learn-general@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
