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Automated bayesian optimization library for sklearn

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skopt

skopt is a python module for automatically performing bayesian optimization on scikit-learn machine learning algorithms.

Installation

skopt has been tested to work with the following packages:

  • GPyOpt==1.2.5
  • scikit-learn==0.21.2

Supported algorithms

The following algorithms are currently supported by skopt:

Classification

  • LinearSVC
  • RandomForestClassifier

Regression

  • LinearSVR
  • RandomForestRegressor

Getting started

Below is a simple example of using skopt to find the optimal parameters for a random forest classifiers with features X and labels y:

from skopt import model_searcher
searcher = model_searcher.ModelSearcher('RandomForestClassifier')
searcher.fit(X, y, 'accuracy')

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Automated bayesian optimization library for sklearn

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