Questions regarding the use of scikit-optimize, a package for model-based sequential optimization.
Questions regarding the use of scikit-optimize, a Python package for model-based sequential optimization of costly black-box functions.
Questions tagged [scikit-optimize]
47 questions
5
votes
1 answer
XGBoost and scikit-optimize: BayesSearchCV and XGBRegressor are incompatible - why?
I have a very large dataset (7 million rows, 54 features) that I would like to fit a regression model to using XGBoost. To train the best possible model, I want to use BayesSearchCV from scikit-optimize to run the fit repeatedly for different…
Electronic Ant
- 91
- 10
4
votes
1 answer
what is the kappa variable (BayesianOptimization)
I read some posts and tutorials about BayesianOptimization and I never saw explanation about kappa variable.
What is the kappa variable ?
How can it help us ?
How this values can influence the BayesianOptimization process ?
Boom
- 1,145
- 18
- 44
4
votes
2 answers
lightgbm.basic.LightGBMError: Check failed: (best_split_info.left_count) > (0)
There's a couple of other questions similar to this, but I couldn't find a solution which seems to fit. I am using LightGBM with Scikit-Optimize BayesSearchCV.
full_pipeline = skl.Pipeline(steps=[('preprocessor', pre_processor),
…
Lucy
- 179
- 1
- 4
- 14
3
votes
4 answers
TypeError inside the `scikit-optimize` package
When I use scikit-optimize version 0.7.4 to optimize a scikit-learn 0.23 model:
rf = BayesSearchCV(
RandomForestClassifier(
min_samples_leaf=0.01, oob_score=True
), {
'n_estimators': Integer(30, 200),
…
Cloudy
- 58
- 6
2
votes
2 answers
How to fix the 'numpy.int' attribute error when using skopt.BayesSearchCV in scikit-learn?
When I run the following code on the official documentation, it has an error.
Minimal example
from skopt import BayesSearchCV
from sklearn.datasets import load_digits
from sklearn.svm import SVC
from sklearn.model_selection import…
sanctus
- 21
- 1
2
votes
1 answer
Train and test data setup for sklearn
I'm creating a classification model to predict the outcome of sports event(win/loss) and am running into a data setup conundrum.
Currently the data is setup as follows:
example_data = [team_a_feat_1, team_a_feat_2...team_b_feat_1, team_b_feat_2...…
Sentient AI Turing
- 49
- 4
2
votes
1 answer
How are the test scores in cv_results_ and best_score_ calculated in scikit-optimize?
I'm using BayesSearchCV from scikit-optimize to optimise an XGBoost model to fit some data I have. While the model fits fine, I am puzzled by the scores provided in the diagnostic information and am unable to replicate them.
Here's an example script…
Electronic Ant
- 91
- 10
2
votes
0 answers
Running multiprocessing Pool.map multiple times in one program ends up blocking
I am trying to optimize a function that is relatively expensive to evaluate. The function operates across a series of data points, and can be evaluated in parallel. Each data point evaluation requires access to global data, so I am using ctype and…
bubster
- 21
- 1
1
vote
0 answers
Skorch NeuralNetRegressor and GridSearchCV - Custom Parameters
I have the following model defined, that I would like to apply Hyperparameter tuning to. I want to use GridSearchCV and change the number of layers etc.
class Regressor(nn.Module):
def __init__(self, n_layers=3, n_features=10,…
flying_loaf_3
- 397
- 2
- 3
- 12
1
vote
0 answers
Subclass EarlyStopper in scikit-optimize
I can't figure out how to subclass EarlyStopper to use it as callback in scikit-optimize (gp_minimize). Based on the documentation. How should I think when subclassinging?
Documentation:…
Henri
- 1,077
- 10
- 24
1
vote
1 answer
Output from noisy optimization in skopt.gp_minimize
When using skopt.gp_minimize on a noisy dataset with unknown variance - is the returned minimum the x-values found for one specific sample of data or the minimum of the surrogate function? And either way - is it possible to specify which one is…
Jakob Sejten
- 31
- 2
1
vote
0 answers
How to run Scikit's gp_minimize in parallel?
I am unable to make skopt.gp_minimize run at multiple cores. According to the documentation, the parameter n_jobs should set the number of cores. However, setting n_cores>1 seems to have no effect. Here is a minimal example that reproduces the…
Botond
- 2,640
- 6
- 28
- 44
1
vote
0 answers
How to restart BayesSearchCV from a checkpoint
I am performing hyperparameter search over a large space using skopt.BayesSearchCV. I am running it on a machine that restarts at 7pm every day. I want to be able to save the state of the BayesSearchCV so I can restart the search from where I left…
jet457
- 211
- 2
- 5
1
vote
0 answers
Can the ask function in scikit-optimize be parallelized?
I'm using the skopt (scikit-optimize) package, using the ask-tell syntax. I'm using python 3.7, on a windows machine The ask function call takes a long time (first call ~1 minute, then increases 1 minute for each iteration, so ultimately as much as…
Mark Sale
- 65
- 5
1
vote
0 answers
Pipeline that scales, then tunes hyperparameters in a nested RFECV. What am I doing wrong?
I'm trying to build a basic ML pipeline that will select features while tuning hyper parameters at the same time.
The code is below.
#pipeline for full feature selection - hyperparametertuning
starttime = timeit.default_timer()
scaler =…
Benjamin Liu
- 19
- 3