Struct TPEOptimizer 

pub struct TPEOptimizer { /* private fields */ }

Tree-structured Parzen Estimator (TPE) for hyperparameter optimization

Implementations

impl TPEOptimizer

pub fn new(param_distributions: HashMap<String, ParamDistribution>) -> Self

Create a new TPE optimizer

pub fn n_initial_points(self, n_initial_points: usize) -> Self

Set the number of initial random samples

pub fn n_calls(self, n_calls: usize) -> Self

Set the total number of function evaluations

pub fn gamma(self, gamma: Float) -> Self

Set the gamma parameter (quantile for good/bad observations)

pub fn random_state(self, random_state: u64) -> Self

Set the random state

pub fn optimize<E, CV, F>( &mut self, estimator: E, x: &Array2<Float>, y: &Array1<i32>, cv: CV, scoring: F, ) -> Result<()>

where E: Clone, CV: CrossValidator + Clone, F: Fn(&Array1<i32>, &Array1<i32>) -> Float + Clone,

Perform TPE hyperparameter search

pub fn best_params(&self) -> Option<&HashMap<String, Float>>

Get the best parameters found

pub fn best_score(&self) -> Option<Float>

Get the best score found

pub fn evaluations(&self) -> &[EvaluationPoint]

Get all evaluations