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I 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
by jaberg99 13y ago
I 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