py-why / py-why/EconML

Using FLAML in tune() methods

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#557 5 comments 0 reactions 1 assignee View on GitHub

@kbattocchi is already working on this.

Since Jan 26, 2022.

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Description

It's great to have tune() methods in some of the model classes (though sadly not all as yet). But they all seem to do tuning via grid search, which is quite wasteful.
Could you possibly add an option to use FLAML instead of grid search, to search the hyperparameter space - should be quite easy if there's already a spec in the code for the parameter space of each class to be tuned.

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