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Adds hyperparameter tuning utility #219

Merged
merged 12 commits into from Dec 4, 2015
Merged

Adds hyperparameter tuning utility #219

merged 12 commits into from Dec 4, 2015

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halfak
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@halfak halfak commented Dec 2, 2015

Tunes a set of models against a training set to identify the best
model/configuration.

Usage:
    tune <params-config> <features> [--observations=<path>]
                                    [--scoring=<type>]
                                    [--test-prop=<prop>]
                                    [--folds=<num>]
                                    [--report=<path>]
                                    [--label-type=<type>]
                                    [--processes=<num>]
                                    [--verbose]
                                    [--debug]

Options:
    <params-config>        The path to a YAML configuration file containing the
                           models and parameter values to search when tuning
    <features>             The classpath to a feature_list to use when
                           interpreting the feature values of the observations
    --observations=<path>  The path to a file containing observations to train
                           and test against. [default: <stdin>]
    --scoring=<type>       The type of scoring strategy to optimize for when
                           choosing parameter sets [default: roc_auc]
    --folds=<num>          The number of cross-validation folds to try
                           [default: 5]
    --report=<path>        Path to a file to write the tuning report to
                           [default: <stdout>]
    --label-type=<type>    A type describing the value to expect as a label
                           [default: str]
    --processes=<num>      The number of parallel processes to start for
                           model building [default: <cpu-count>]
    --verbose              Print progress information to stderr
    --debug                Print debug information to stderr

@halfak halfak changed the title Adds tuning utility Adds tuning utility (WIP) Dec 2, 2015
@halfak halfak changed the title Adds tuning utility (WIP) Adds hyperparameter tuning utility Dec 2, 2015
@codecov-io
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Current coverage is 82.38%

Merging #219 into master will decrease coverage by -2.76% as of 5840b91

@@            master    #219   diff @@
======================================
  Files          111     114     +3
  Stmts         2942    3055   +113
  Branches         0       0       
  Methods          0       0       
======================================
+ Hit           2505    2517    +12
  Partial          0       0       
- Missed         437     538   +101

Review entire Coverage Diff as of 5840b91

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@he7d3r
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he7d3r commented Dec 3, 2015

Didn't test, but looks good.

Ladsgroup added a commit that referenced this pull request Dec 4, 2015
Adds hyperparameter tuning utility
@Ladsgroup Ladsgroup merged commit 3d16a58 into master Dec 4, 2015
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4 participants