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Create OptunaHyperparamRunner #289

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iKintosh opened this issue Nov 16, 2021 · 1 comment
Closed
1 task

Create OptunaHyperparamRunner #289

iKintosh opened this issue Nov 16, 2021 · 1 comment
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enhancement New feature or request experimental New feature may not stay in the library
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@iKintosh
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🚀 Feature Request

Create class OptunaHyperparamRunner that uses inner hyperparams area info of Models and Transforms to create objective function to tune with Optuna

Motivation

It will be great if etna allows to search for hyperparams writing just one line of code

Proposal

OptunaHyperparamRunner should

  • expect transforms
  • expect model
  • have .tune method
  • construct Optuna objective function

Models and Transforms (used for testing) should contain argument .best_params_area that contains all the necessary info on object hyperparams.

Test cases

No response

Alternatives

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Additional context

This is a proof of concept!
You should not use it in production!

Checklist

  • I discussed this issue with ETNA Team
@iKintosh iKintosh added enhancement New feature or request experimental New feature may not stay in the library labels Nov 16, 2021
@martins0n
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It wil be implemented via #1024

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Labels
enhancement New feature or request experimental New feature may not stay in the library
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