fslaborg / FSharp.Stats

statistical testing, linear algebra, machine learning, fitting and signal processing in F#
https://fslab.org/FSharp.Stats/
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[Feature Request] Hyper Parameter Tuning #128

Open HLWeil opened 3 years ago

HLWeil commented 3 years ago

Is your feature request related to a problem? Please describe. Many Machine learning algorithms take additional hyper parameters which can affect the model performance quite a bit. Finding the best hyper parameter values is called hyper parameter tuning (HPT). There are several approaches to do this.

Describe the solution you'd like IMO having some kind of HPT framework and some HPT algorithms could well complement the set of machine learning algorithms implemented in FSharp.Stats.