2. BayesSearchCV, a GridSearchCV compatible estimator¶
Use BayesSearchCV
as a replacement for scikit-learn’s GridSearchCV.
BayesSearchCV implements a “fit” and a “score” method. It also implements “predict”, “predict_proba”, “decision_function”, “transform” and “inverse_transform” if they are implemented in the estimator used.
The parameters of the estimator used to apply these methods are optimized by cross-validated search over parameter settings.
In contrast to GridSearchCV, not all parameter values are tried out, but rather a fixed number of parameter settings is sampled from the specified distributions. The number of parameter settings that are tried is given by n_iter.
Parameters are presented as a list of skopt.space.Dimension
objects.