Yes, I agree. From the example, though, my understanding is that you can only 
pass arrays, not functions, isn't that true?

Thank you, 

________________________________________
From: Andreas Mueller [t3k...@gmail.com]
Sent: Monday, April 20, 2015 2:55 PM
To: scikit-learn-general@lists.sourceforge.net
Subject: Re: [Scikit-learn-general] randomized grid search

If you have continuous parameter you should really really really use
continuous distributions!

On 04/20/2015 12:58 PM, Pagliari, Roberto wrote:
> Hi Vlad,
> when using randomized grid search, does sklearn look into intermediate 
> values, or does it samples from the values provided in the parameter grid?
>
> Thank you,
>
> ________________________________________
> From: Vlad Niculae [zephy...@gmail.com]
> Sent: Monday, April 20, 2015 12:50 PM
> To: scikit-learn-general@lists.sourceforge.net
> Subject: Re: [Scikit-learn-general] randomized grid search
>
> Hi Roberto
>
>> what does None do for max_depth?
> Copy-pasted from 
> http://scikit-learn.org/stable/modules/generated/sklearn.tree.DecisionTreeClassifier.html
>
> "If None, then nodes are expanded until all leaves are pure or until all 
> leaves contain less than min_samples_split samples.”
>
>> In particular, if lists are provided, does randomized grid search construct 
>> a uniform probability distribution?
> Yes
>
>> If that's the case, I presume there is no advantage over GridSearchCV?
> You still get roughly the same advantages (if some parameters matter way more 
> than others, you can get the good scores faster), as long as the grid you’re 
> randomly sampling from is large enough. But if you have more informed 
> distributions to specify, that’s even better.
>
> For convenience, when I have computing power and time to spare, I often run a 
> few tens/hundreds iterations of RandomSearch on large discrete grids, and if 
> it seems promising, I run a full GridSearch overnight with minimal changes to 
> the code.
>
> For practical purposes, it would probably be a better use of the time to just 
> do more random search, but if this would go into a paper, for some audiences 
> it can be more convincing to say you searched a grid thoroughly.
>
> Hope this makes sense,
> Vlad
>
>> Thank you,
>>
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