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MLBazaar / BTB

A simple, extensible library for developing AutoML systems
https://mlbazaar.github.io/BTB/
MIT License
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Issue 15 implement GaussianCopulaProcess #206

Closed pvk-developer closed 4 years ago

pvk-developer commented 4 years ago

Implemented new metamodel GaussianCopulaProcessMetaModel which uses Copulas, this metamodel trains a univariate copula for each hyperparameter to then compute the cumulative distribution of these. Once the cumulative distribution has been calculated, we calculate the inverse of the normal cumulative distribution using scipy.stats.norm and use these transformations to train the GaussianProcessRegressor model.

Resolve #15 #208

codecov-commenter commented 4 years ago

Codecov Report

Merging #206 into master will increase coverage by 0.88%. The diff coverage is 100.00%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master     #206      +/-   ##
==========================================
+ Coverage   96.21%   97.09%   +0.88%     
==========================================
  Files          29       29              
  Lines         792      827      +35     
==========================================
+ Hits          762      803      +41     
+ Misses         30       24       -6
Impacted Files Coverage Δ
btb/tuning/__init__.py 100.00% <100.00%> (ø)
btb/tuning/metamodels/gaussian_process.py 100.00% <100.00%> (ø)
btb/tuning/tuners/__init__.py 100.00% <100.00%> (ø)
btb/tuning/tuners/base.py 97.59% <100.00%> (ø)
btb/tuning/tuners/gaussian_process.py 100.00% <100.00%> (+27.27%) :arrow_up:

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