This issue of how to search for hyperparameters efficiently has come up
quite a few times, and seems to be interesting to the sklearn community. Is
there room for a GSoC on the subject?
## Hyperparameter Optimization
Possible mentors: ?
Possible candidates: Joel Nothman, Hristijan Bogoevski, James Bergstra
* Develop a SearchCV-style wrapper around as much of the scikit as
possible, in order to provide very high-level base estimators like
"VectorClassification" that search through the configurations of single or
multiple algorithms
http://jmlr.csail.mit.edu/proceedings/papers/v28/bergstra13.pdf
http://www.cs.toronto.edu/~jasper/bayesopt.pdf
http://arxiv.org/abs/1208.3719
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