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dask / dask-searchcv

dask-searchcv is now part of dask-ml: https://github.com/dask/dask-ml
BSD 3-Clause "New" or "Revised" License
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bayesian optimization for hyperparameter tuning #58

Closed mynameisvinn closed 6 years ago

mynameisvinn commented 7 years ago

should we consider incorporating bayesian optimization for hyperparameter search?

it could be distributed with across different machines, just as with gridsearch, but would converge much faster.

here is the 2017 nips paper (http://papers.nips.cc/paper/4522-practical-bayesian-optimization-of-machine-learning-algorithms.pdf)

TomAugspurger commented 6 years ago

We can discuss this further in https://github.com/dask/dask-ml/issues/161

FYI, https://github.com/dask/dask-ml/pull/221 is implementing Hyperband. This may be a good model for out to structure the code implementing something like http://papers.nips.cc/paper/4522-practical-bayesian-optimization-of-machine-learning-algorithms.pdf