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produvia / kryptos

Kryptos AI is a virtual investment assistant that manages your cryptocurrency portfolio
http://twitter.com/kryptos_ai
MIT License
48 stars 8 forks source link

Automated Hyperparameter Search #112

Closed slavakurilyak closed 5 years ago

slavakurilyak commented 5 years ago

Goal

As a developer, I want to implement various optimization libraries (HyperOpt, GPyOpt, and random search), so that I can search for hyperparameters automatically.

Inspiration

MLflow integrates three hyperparameter search solutions:

  1. Random: Perform a simple random search over a random space
  2. Gpyopt: Use GPyOpt to optimize hyperparameters
  3. Hyperopt: Use Hyperopt to optimize hyperparameters

Completed Work