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[Feature Request] Hyper Parameter Tuning #128

@HLWeil

Description

@HLWeil

Is your feature request related to a problem? Please describe.
Many Machine learning algorithms take additional hyper parameters which can affect the model performance quite a bit. Finding the best hyper parameter values is called hyper parameter tuning (HPT). There are several approaches to do this.

Describe the solution you'd like
IMO having some kind of HPT framework and some HPT algorithms could well complement the set of machine learning algorithms implemented in FSharp.Stats.

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