Hi James.
This is a great idea!
My colleague Hannes was also interesting in implementing the Snoek paper for sklearn I think. I am not sure if the mentor sign up phase is over yet. Otherwise I would have suggested you as a mentor ;)

I would love to see this as a GSoC, but don't have time to mentor myself.

Cheers,
Andy

On 04/11/2013 04:45 PM, James Bergstra wrote:
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://www.cs.toronto.edu/%7Ejasper/bayesopt.pdf>
http://arxiv.org/abs/1208.3719



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