Simple grid-search example notebook

yandex / rep

Machine Learning toolbox for Humans

http://yandex.github.io/rep/

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Closed arogozhnikov closed 9 years ago

arogozhnikov commented 9 years ago

Current grid-search example is very complicated.

arogozhnikov commented 9 years ago

Finally.

It is a bit longer but introduces reader step-by-step. I added

threads (instead of IPython cluster)
optimization of RocAuc (but optimization of AMS is still there)
usage of Gaussian Processes in optimization (basically, I reused sklearn's GP ).

generator = RegressionParameterOptimizer(grid_param, n_evaluations=20, regressor=GaussianProcess(), n_attempts=10)

And removed metric-vs-cut things.