The package says it has Bayesian Optimization but I can’t find much info on how to use it.
Does it go by some other name?
The package is undergoing refactoring now. CC: @baggepinnen
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That’s correct. The old GPSampler has been removed in a recent commit, and a new BOHB sampler will be added by merging
once I’m back in office.
The GPSampler was removed since it never worked very well. Bayesian optimization itself requires a lot of carefully tuned hyperparameters to work, and Hyperopt tried to pick some clever defaults. In practice it was very brittle and hard to understand why it did or didn’t work. It also required a lot of effort to maintain.
A new release with release notes will be out once all BOHB has landed and I’ve played around a bit with it.
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Ok. BO means so many things to ppl. Like there is the TPE etc.