Mle-hyperopt

Latest version: v0.0.10

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0.0.5

Added

- Adds possibility to store and reload entire strategies as pkl file (as asked for in issue 2).
- Adds `improvement` method indicating if score is better than best stored one
- Adds save option for best plot
- Adds `args, kwargs` into decorator
- Adds synchronous Successive Halving (`SuccessiveHalvingSearch` - issue 3)
- Adds synchronous HyperBand (`HyperbandSearch` - issue 3)
- Adds synchronous PBT (`PBTSearch` - issue 4)
- Adds option to save log in `tell` method
- Adds small torch mlp example for SH/Hyperband/PBT w. logging/scheduler
- Adds print welcome/update message for strategy specific info

Changed
- Major internal restructuring:
- `clean_data`: Get rid of extra data provided in configuration file
- `tell_search`: Update model of search strategy (e.g. SMBO/Nevergrad)
- `log_search`: Add search specific log data to evaluation log
- `update_search`: Refine search space/change active strategy etc.
- Also allow to store checkpoint of trained models in `tell` method.
- Fix logging message when log is stored
- Make json serializer more robust for numpy data types
- Robust type checking with `isinstance(self.log[0]["objective"], (float, int, np.integer, np.float))`
- Update NB to include `mle-scheduler` example
- Make PBT explore robust for integer/categorical valued hyperparams
- Calculate total batches & their sizes for hyperband

0.0.4

Fixed
- Bug Fix Data Types & internal refactor 🔺 for internal talk.

0.0.3

Added
- Adds rich logging to all console print statements.
- Updates documentation and adds text to `getting_started.ipynb`.

Changed
- Generalizes `NevergradSearch` to wrap around all search strategies.

Fixed
- Fixes `CoordinateSearch` active grid search dimension updating. We have to account for the fact that previous coordinates are not evaluated again after switching the active variable.

0.0.2

Added
- Adds search space refinement for nevergrad and smbo search strategies via `refine_after` and `refine_top_k`:

python
strategy = SMBOSearch(
real={"lrate": {"begin": 0.1, "end": 0.5, "prior": "uniform"}},
integer={"batch_size": {"begin": 1, "end": 5, "prior": "uniform"}},
categorical={"arch": ["mlp", "cnn"]},
search_config={
"base_estimator": "GP",
"acq_function": "gp_hedge",
"n_initial_points": 5,
"refine_after": 5,
"refine_top_k": 2,
},
seed_id=42,
verbose=True
)

- Adds additional strategy boolean option `maximize_objective` to maximize instead of performing default black-box minimization.

Changed
- Enhances documentation and test coverage.

Fixed
- Fixes import bug when using PyPi installation.

0.0.1

Added
- Base API implementation:

python
from mle_hyperopt import RandomSearch

Instantiate random search class

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