Re: [Scikit-learn-general] hyperparameter optimization

2014-11-02 Thread federico vaggi
I'll definitely try it out! Thanks for all the work. On Sun, Nov 2, 2014 at 9:17 PM, Robert McGibbon wrote: > The feature set is pretty similar to spearmint. We have found that the MOE > GP package is much more robust than the code in spearmint though (it was > open sourced by yelp and is used

Re: [Scikit-learn-general] hyperparameter optimization

2014-11-02 Thread Robert McGibbon
The feature set is pretty similar to spearmint. We have found that the MOE GP package is much more robust than the code in spearmint though (it was open sourced by yelp and is used in production there). In contrast to hyperopt, osprey is a little bit more geared towards ML, in that ideas about cro

Re: [Scikit-learn-general] hyperparameter optimization

2014-11-02 Thread federico vaggi
Looks neat, but how does it differ from hyperopt or spearmint? On Fri, Oct 31, 2014 at 11:46 PM, Robert McGibbon wrote: > Hey, > > I started working on a project for hyperparmeter optimization of sklearn > models. > The package is here: https://github.com/rmcgibbo/osprey. It's designed to > be e

[Scikit-learn-general] hyperparameter optimization

2014-10-31 Thread Robert McGibbon
Hey, I started working on a project for hyperparmeter optimization of sklearn models. The package is here: https://github.com/rmcgibbo/osprey. It's designed to be easy to run in parallel on clusters with minimal setup. For search strategies, it supports Gaussian process expected improvement using

Re: [Scikit-learn-general] Hyperparameter optimization

2013-02-19 Thread Mathieu Blondel
On Wed, Feb 20, 2013 at 11:02 AM, James Bergstra wrote: > Hyperopt comes with some visualization tools for trying to understand > high-dimensional hyperparameter spaces. It can be interesting to > visualize correlations between individual hyperparameters and fitness, > or pairs, but beyond that t

Re: [Scikit-learn-general] Hyperparameter optimization

2013-02-19 Thread James Bergstra
On Tue, Feb 19, 2013 at 7:52 PM, Mathieu Blondel wrote: > On Wed, Feb 20, 2013 at 7:36 AM, James Bergstra > wrote: > And who would have thought that the >> Perceptron would have 8 hyper-parameters?? > > I think the Perceptron is not a good candidate. I'd rather choose > SGDClassifier (you can thu

Re: [Scikit-learn-general] Hyperparameter optimization

2013-02-19 Thread James Bergstra
On Tue, Feb 19, 2013 at 7:55 PM, Lars Buitinck wrote: > 2013/2/19 James Bergstra : >> Further to this: I started a project on github to look at how to >> combine hyperopt with sklearn. >> https://github.com/jaberg/hyperopt-sklearn >> >> I've only wrapped on algorithm so far: Perceptron >> https://

Re: [Scikit-learn-general] Hyperparameter optimization

2013-02-19 Thread Lars Buitinck
2013/2/19 James Bergstra : > Further to this: I started a project on github to look at how to > combine hyperopt with sklearn. > https://github.com/jaberg/hyperopt-sklearn > > I've only wrapped on algorithm so far: Perceptron > https://github.com/jaberg/hyperopt-sklearn/blob/master/hpsklearn/percep

Re: [Scikit-learn-general] Hyperparameter optimization

2013-02-19 Thread Mathieu Blondel
On Wed, Feb 20, 2013 at 7:36 AM, James Bergstra wrote: And who would have thought that the > Perceptron would have 8 hyper-parameters?? I think the Perceptron is not a good candidate. I'd rather choose SGDClassifier (you can thus add the loss function to the parameter space). Perceptron in scikit

Re: [Scikit-learn-general] Hyperparameter optimization

2013-02-19 Thread James Jong
Hi there, I presume some of you may have already seen this, but if not, caret in R is a nice example of how to do model selection with a unified interface to a variety of class & reg. methods: http://caret.r-forge.r-project.org/ James On Tue, Feb 19, 2013 at 7:12 PM, James Bergstra wrote: > I

Re: [Scikit-learn-general] Hyperparameter optimization

2013-02-19 Thread James Bergstra
I should add: if anyone has thoughts about the design, I'm interested to get your input. Easier to redesign things now, before more code is written. - James On Tue, Feb 19, 2013 at 5:36 PM, James Bergstra wrote: > Further to this: I started a project on github to look at how to > combine hyperop

Re: [Scikit-learn-general] Hyperparameter optimization

2013-02-19 Thread James Bergstra
Further to this: I started a project on github to look at how to combine hyperopt with sklearn. https://github.com/jaberg/hyperopt-sklearn I've only wrapped on algorithm so far: Perceptron https://github.com/jaberg/hyperopt-sklearn/blob/master/hpsklearn/perceptron.py My idea is that little files

Re: [Scikit-learn-general] Hyperparameter optimization

2013-02-11 Thread James Bergstra
Interesting to see this thread revived! FYI I've made hyperopt a lot friendlier since that original posting. http://jaberg.github.com/hyperopt/ pip install hyperopt 1. It has docs. 2. The minimization interface is based on an fmin() function, that should be pretty accessible. 3. It can be instal

Re: [Scikit-learn-general] Hyperparameter optimization

2013-02-11 Thread Mathieu Blondel
On Mon, Feb 11, 2013 at 4:39 PM, Wei LI wrote: > In my point of view, to optimize the hyperparameters can not use standard > optimization techniques(or else it will become a parameters and cannot be > set empirically?) So some heuristic in brute force searching maybe a good > idea. I am thinking a

Re: [Scikit-learn-general] Hyperparameter optimization

2013-02-11 Thread Alexandre Gramfort
indeed SVM (libsvm / liblinear) could benefit also from a path strategy. Alex On Mon, Feb 11, 2013 at 8:39 AM, Wei LI wrote: > In my point of view, to optimize the hyperparameters can not use standard > optimization techniques(or else it will become a parameters and cannot be > set empirically?)

Re: [Scikit-learn-general] Hyperparameter optimization

2013-02-10 Thread Wei LI
In my point of view, to optimize the hyperparameters can not use standard optimization techniques(or else it will become a parameters and cannot be set empirically?) So some heuristic in brute force searching maybe a good idea. I am thinking another heuristic to accelerate such process: maybe a war

Re: [Scikit-learn-general] Hyperparameter optimization

2013-02-10 Thread Ronnie Ghose
just an idea. what about a gridsearch using multidim optimization? As in compute a heuristic and try to converge to an exact number On Sun, Feb 10, 2013 at 10:03 PM, wrote: > I have a pull request for randomized seaech but I need to update it as it > is quite old... > > > > Ronnie Ghose

Re: [Scikit-learn-general] Hyperparameter optimization

2013-02-10 Thread amueller
I have a pull request for randomized seaech but I need to update it as it is quite old... Ronnie Ghose schrieb: >afaik yes. Please tell me if i'm wrong, more experienced scikitters :) > > >On Sun, Feb 10, 2013 at 9:23 PM, Yaser Martinez >wrote: > >> Any further development on this? Is a "brut

Re: [Scikit-learn-general] Hyperparameter optimization

2013-02-10 Thread Ronnie Ghose
afaik yes. Please tell me if i'm wrong, more experienced scikitters :) On Sun, Feb 10, 2013 at 9:23 PM, Yaser Martinez wrote: > Any further development on this? Is a "brute force" grid search the only > alternative to the problem of parameter selection for lets say SVMs? > > > > > -

Re: [Scikit-learn-general] Hyperparameter optimization

2013-02-10 Thread Yaser Martinez
Any further development on this? Is a "brute force" grid search the only alternative to the problem of parameter selection for lets say SVMs? -- Free Next-Gen Firewall Hardware Offer Buy your Sophos next-gen firewall be

Re: [Scikit-learn-general] Hyperparameter optimization

2011-12-06 Thread James Bergstra
On Mon, Dec 5, 2011 at 4:38 PM, Alexandre Passos wrote: > On Mon, Dec 5, 2011 at 16:26, James Bergstra wrote: >> >> This is definitely a good idea. I think randomly sampling is still >> useful though. It is not hard to get into settings where the grid is >> in theory very large and the user has a

Re: [Scikit-learn-general] Hyperparameter optimization

2011-12-06 Thread James Bergstra
On Tue, Dec 6, 2011 at 4:09 AM, Olivier Grisel wrote: > 2011/12/6 Gael Varoquaux : >> On Mon, Dec 05, 2011 at 01:41:53PM -0500, Alexandre Passos wrote: >>> On Mon, Dec 5, 2011 at 13:31, James Bergstra >>> wrote: >>> > I should probably not have scared ppl off speaking of a 250-job >>> > budget.

Re: [Scikit-learn-general] Hyperparameter optimization

2011-12-06 Thread Olivier Grisel
2011/12/6 Gael Varoquaux : > On Mon, Dec 05, 2011 at 01:41:53PM -0500, Alexandre Passos wrote: >> On Mon, Dec 5, 2011 at 13:31, James Bergstra >> 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

Re: [Scikit-learn-general] Hyperparameter optimization

2011-12-05 Thread Gael Varoquaux
On Mon, Dec 05, 2011 at 01:41:53PM -0500, Alexandre Passos wrote: > On Mon, Dec 5, 2011 at 13:31, James Bergstra 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,

Re: [Scikit-learn-general] Hyperparameter optimization

2011-12-05 Thread Olivier Grisel
2011/12/5 Alexandre Passos : > On Mon, Dec 5, 2011 at 16:26, James Bergstra wrote: >> >> This is definitely a good idea. I think randomly sampling is still >> useful though. It is not hard to get into settings where the grid is >> in theory very large and the user has a budget that is a tiny fract

Re: [Scikit-learn-general] Hyperparameter optimization

2011-12-05 Thread Alexandre Passos
On Mon, Dec 5, 2011 at 16:26, James Bergstra wrote: > > This is definitely a good idea. I think randomly sampling is still > useful though. It is not hard to get into settings where the grid is > in theory very large and the user has a budget that is a tiny fraction > of the full grid. I'd like t

Re: [Scikit-learn-general] Hyperparameter optimization

2011-12-05 Thread James Bergstra
On Mon, Dec 5, 2011 at 1:41 PM, Alexandre Passos wrote: > On Mon, Dec 5, 2011 at 13:31, James Bergstra 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 sa

Re: [Scikit-learn-general] Hyperparameter optimization

2011-12-05 Thread Alexandre Passos
On Mon, Dec 5, 2011 at 13:44, Olivier Grisel wrote: > Yes. +1 for a pull request: one could just add a "budget" integer > argument (None by default) to the existing GridSearchCV class. Just did that, the pull request is at https://github.com/scikit-learn/scikit-learn/pull/455 So far no tests. Ho

Re: [Scikit-learn-general] Hyperparameter optimization

2011-12-05 Thread Alexandre Passos
On Mon, Dec 5, 2011 at 14:19, Andreas Müller wrote: > on a related note: what about coarse to fine grid-searches? > For categorial variables, that doesn't make much sense but > I think it does for many of the numerical variables. Coarse-to-fine grid searches (where you expand search in regions ne

Re: [Scikit-learn-general] Hyperparameter optimization

2011-12-05 Thread Andreas Müller
On 12/05/2011 07:44 PM, Olivier Grisel wrote: > 2011/12/5 Alexandre Passos: >> On Mon, Dec 5, 2011 at 13:31, James Bergstra >> 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" hy

Re: [Scikit-learn-general] Hyperparameter optimization

2011-12-05 Thread Olivier Grisel
2011/12/5 Alexandre Passos : > On Mon, Dec 5, 2011 at 13:31, James Bergstra 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 >

Re: [Scikit-learn-general] Hyperparameter optimization

2011-12-05 Thread Alexandre Passos
On Mon, Dec 5, 2011 at 13:31, James Bergstra 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 pe

Re: [Scikit-learn-general] Hyperparameter optimization

2011-12-05 Thread James Bergstra
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. - James On Mon, Dec 5, 2011 at 1:28 PM, James Bergstra wrote: >

Re: [Scikit-learn-general] Hyperparameter optimization

2011-12-05 Thread James Bergstra
On Sat, Dec 3, 2011 at 6:32 AM, Olivier Grisel wrote: >> With regards to the random sampling, I am a bit worried that the results >> hold for a fair amount of points, and with a small amount of points >> (which is typically the situation in which many of us hide) it becomes >> very sensitive to th

Re: [Scikit-learn-general] Hyperparameter optimization

2011-12-03 Thread Alexandre Passos
On Sat, Dec 3, 2011 at 10:25, Gael Varoquaux wrote: > On Sat, Dec 03, 2011 at 12:32:59PM +0100, Olivier Grisel wrote: >> Alexandre has a new blog post about this with simple python snippet >> using sklearn GuassianProcess: > >>   http://atpassos.posterous.com/bayesian-optimization > > That's prett

Re: [Scikit-learn-general] Hyperparameter optimization

2011-12-03 Thread Gael Varoquaux
On Sat, Dec 03, 2011 at 12:32:59PM +0100, Olivier Grisel wrote: > Alexandre has a new blog post about this with simple python snippet > using sklearn GuassianProcess: > http://atpassos.posterous.com/bayesian-optimization That's pretty cool. If Alexandre agrees, this code could definitely serve

Re: [Scikit-learn-general] Hyperparameter optimization

2011-12-03 Thread Olivier Grisel
2011/12/3 Gael Varoquaux : > On Sat, Nov 19, 2011 at 09:15:43PM -0500, James Bergstra wrote: > > thinking about this for quite a while. I am thrilled to know that it > actually works, and would be _very_ interested about having this in the > scikit. Let's discuss it at the sprints. Alexandre has a

Re: [Scikit-learn-general] Hyperparameter optimization

2011-12-02 Thread Gael Varoquaux
On Sat, Nov 19, 2011 at 09:15:43PM -0500, James Bergstra wrote: > 2. Gaussian process w. Expected Improvement global optimization. > This is an established technique for global optimization that has > about the right scaling properties to be good for hyper-parameter > optimization. Without knowin

Re: [Scikit-learn-general] Hyperparameter optimization

2011-11-21 Thread James Bergstra
On Sun, Nov 20, 2011 at 3:56 PM, Alexandre Gramfort wrote: >> 2. Gaussian process w. Expected Improvement global optimization. >> This is an established technique for global optimization that has >> about the right scaling properties to be good for hyper-parameter >> optimization.  I think you pro

Re: [Scikit-learn-general] Hyperparameter optimization

2011-11-20 Thread Alexandre Gramfort
> Hi Alexandre, I haven't been checking my email and I heard about your > message last night from a slightly drunken Gramfort, Grisel, Pinto and > Poilvert in French in a loud bar here in Cambridge. Thanks for the PR > :) too much information :) > I think there are some findings on this topic tha

Re: [Scikit-learn-general] Hyperparameter optimization

2011-11-19 Thread James Bergstra
Hi Alexandre, I haven't been checking my email and I heard about your message last night from a slightly drunken Gramfort, Grisel, Pinto and Poilvert in French in a loud bar here in Cambridge. Thanks for the PR :) I think there are some findings on this topic that would be good and appropriate for

Re: [Scikit-learn-general] Hyperparameter optimization

2011-11-15 Thread Paolo Losi
Hi Alexandre, I recently gave a look to the subject as well. In "Parameter determination of support vector machine and feature selection using simulated annealing approach" [1] a stochastic optimization method that has nice theoretical properties [2] is used to optimize at the same time both feat

Re: [Scikit-learn-general] Hyperparameter optimization

2011-11-14 Thread Gael Varoquaux
Hi Alex, When I mentionned that to James, he seem to imply that this approach was useful only to optimize many parameters, around 8 or more. You would have to confirm this. I believe that he'll be around at the sprints. I far as I am concerned, I don't optimize that number of parameters in the sci

[Scikit-learn-general] Hyperparameter optimization

2011-11-14 Thread Alexandre Passos
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