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dswah / pyGAM

[HELP REQUESTED] Generalized Additive Models in Python
https://pygam.readthedocs.io
Apache License 2.0
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add random sampling to gridsearch #130

Open dswah opened 6 years ago

dswah commented 6 years ago

this will make possible to search a huge model spaces.

arose13 commented 5 years ago

Talking out loud but would this be better than something like bayesian grid search?

dswah commented 5 years ago

@arose13 That's a good point! Have you worked with any bayesian-optimization libraries? Would you know how we could get pyGAM to be compatible with with some common APIs?

actually the original reason for this feature request isn't really relevant any more. I think i made the request so that we could randomly optimize many models for a given dataset and that way generate a distribution of models, but that need was mitigated by randomly specifying the grid in the gridsearch

arose13 commented 5 years ago

I have used a few. I can experiment today with seeing how trivial it is (it shouldn't be too hard)