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Tree-structured Parzen Estimator for hyperparameter optimization #13

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Tree-structured Parzen Estimator for hyperparameter optimization #13

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Commits on Jun 18, 2021

  1. Initial commit for Tree-structured Parzen Estimator feature

    @ashzblum
    ashzblum committed Jun 18, 2021
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Commits on Jun 19, 2021

  1. Bugfix to make tests cover new tpe code

    @ashzblum
    ashzblum committed Jun 19, 2021
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Commits on Jun 21, 2021

  1. Added multidimensional Parzen window model

    @ashzblum
    ashzblum committed Jun 21, 2021
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  2. Adaptive loss threshold that scales with sqrt of num samples

    @ashzblum
    ashzblum committed Jun 21, 2021
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  3. Added magic formula bounds on sigma from reference implementation

    @ashzblum
    ashzblum committed Jun 21, 2021
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Commits on Jul 8, 2021

  1. Cleaned up tpe_multi method and added bandwidth multiplier

    @ashzblum
    ashzblum committed Jul 8, 2021
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  2. Merge branch 'master' into parzen

    @ashzblum
    ashzblum committed Jul 8, 2021
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Commits on Aug 4, 2021

  1. Updated JSON schema for TPE, added some tests for it

    @ashzblum
    ashzblum committed Aug 4, 2021
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  2. Merged master into branch parzen

    @ashzblum
    ashzblum committed Aug 4, 2021
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Commits on Oct 3, 2021

  1. Merge branch 'master' into parzen

    @dannygoldstein
    dannygoldstein committed Oct 3, 2021
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  2. fix up some tests

    @dannygoldstein
    dannygoldstein committed Oct 3, 2021
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  3. put _construct_model_data back in

    @dannygoldstein
    dannygoldstein committed Oct 3, 2021
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Commits on Oct 23, 2021

  1. save work (tests may not pass)

    @dannygoldstein
    dannygoldstein committed Oct 23, 2021
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Commits on Oct 26, 2021

  1. Merge branch 'master' into parzen

    @dannygoldstein
    dannygoldstein committed Oct 26, 2021
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Commits on Oct 27, 2021

  1. lint

    @dannygoldstein
    dannygoldstein committed Oct 27, 2021
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  2. coerce arrays to lists in random_sample()

    @dannygoldstein
    dannygoldstein committed Oct 27, 2021
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Commits on Nov 30, 2021

  1. Compute expected improvement and prob of improvement from TPE

    @ashzblum
    ashzblum committed Nov 30, 2021
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