Automated hyperparameter tuning of ortho forest parameters
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@fverac is already working on this.
Since Apr 12, 2022.
enhancement
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Description
Several hyperparameters in ortho forest should have a default setting that is data dependent and potentially set via some sophisticated method. We should enable such 'auto' defaults. Most important hyperparam seems to be the subsampling rate, which should definitely be set as a function of number of samples and features at fit time.
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