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It would be nice if something like the Efficient Global Optimization Algorithm were implemented. In my opinion this would be the "automagical" way of optimizing
by elyase 13y ago
It would be nice if something like the Efficient Global Optimization Algorithm were implemented. In my opinion this would be the "automagical" way of optimizing hyper parameters.
[1] http://www.ressources-actuarielles.net/EXT/ISFA/1226.nsf/0/f84f7ac703bf5862c12576d8002f5259/$FILE/Jones98.pdf http://www.ressources-actuarielles.net/EXT/ISFA/1226.nsf/0/f...
- jaberg99 13y agoI filed this as a hyperopt ticket [1] My hunch is that this algorithm, like GP-based strategies will excel in small numbers of dimensions, but struggle in high numbers of dimensions, especially with conditional parameters. But it's a classic algorithm, and a great fit for some problems, so it would be a nice addition to the lib. [1] https://github.com/hyperopt/hyperopt/issues/177 https://github.com/hyperopt/hyperopt/issues/177