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@stsievert stsievert commented May 23, 2020

What does this PR implement?
@ToddMorrill has a good example of Hyperband in dask/dask-examples#149. He's a first time user and has hit some road bumps.

This PR does the following:

  • More clearly showed errors while scoring models (as in BUG: clearly show error message while initing models #670).
  • Better names variables in HyperbandSearchCV.metadata (I'm open to suggestions!)
  • Adds some notes to Hyperband's documentation.
  • Warns the user about unbalanced chunks.
  • Adds a comparison with RandomizedSearchCV to HyperbandSearchCV.metadata.

Reference issues/PRs

TODO:

  • change n_models to n_params, and add note in documentation about it being approximate
  • (blog posts) change rule of thumb to evenly chunk dask array.

@stsievert stsievert marked this pull request as draft May 24, 2020 03:38
@stsievert stsievert changed the title MAINT: show errors while scoring models in model selection MAINT, DOC: Modify Hyperband docs for first-time users May 24, 2020
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  • make clear that each partial_fit call sees one chunk of the data

Base automatically changed from master to main February 2, 2021 03:43
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