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neurodata / SPORF

This is the implementation of Sparse Projection Oblique Randomer Forest
https://neurodata.io/forests/
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auto-tune forests #87

Open jovo opened 5 years ago

jovo commented 5 years ago

like this: https://www.rdocumentation.org/packages/grf/versions/0.10.1/topics/tune_causal_forest

for example, this is the key paper on the topic: https://dl.acm.org/citation.cfm?id=2177404 though there are others more recently.

jovo commented 5 years ago

once we are in python, we could try the standard stuff, eg https://scikit-optimize.github.io/notebooks/hyperparameter-optimization.html

jovo commented 5 years ago

also this: https://github.com/grf-labs/grf/blob/master/REFERENCE.md#parameter-tuning