dask / dask/dask-ml

Capture parameters from scikit-optimize for hyperparameter optimization

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#300 17 comments 4 reactions 0 assignees View on GitHub
Algorithm
Dominant language
Python
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Forks
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Description

The Scikit-optimize `BayesSearchCV` class likely has internal functions that help it determine new parameters given scores on a set of older parameters. It would be useful to either introduce Dask to scikit-optimize or else reuse this logic and implement our own `BayesSearchCV`. This could be used with standard `fit` style algorithms or with `Incremental` if we have a nice early-stopping criterion.

This came out of conversation with @ogrisel

Contributor guide

Open the contributing guide

Research direction

Start by inspecting scikit-optimize's BayesSearchCV entry point and the existing Dask-ML estimator and Incremental interfaces. Compare reusing its parameter-selection logic with introducing a Dask-native BayesSearchCV, and define done as a working fit-style integration with a clear early-stopping path if Incremental is supported.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
machine-learning
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

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