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Hyperparameter tuning #204

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Hyperparameter tuning #204

wants to merge 21 commits into from

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jeffjennings
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@jeffjennings jeffjennings commented Nov 17, 2023

Implements automated determination of regularizer strengths and learning rate within a cross validation loop using ray tune.

  • integrate tuning with CrossValidate
  • choose best train/test split and which splitter to use with tune
  • choose best scheduler and/or search algorithm to use with tune
  • tests

Closes #135

@jeffjennings
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After messing with raytune for a while, I'm not convinced it's the best solution for regularizer strength and learning rate tuning. It requries a lot of overhead to convert training and crossval objects into ray format and adds big dependencies. Built-in pytorch schedulers can probably do much of the same without refactoring code. Raytune stack tracebacks are also pretty unhelpful, and their API seems to be changing frequently. I'm going to look into a simpler approach in pytorch and only come back to this if we need it. Will leave branch open for now.

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Closing as out of scope with v0.3 redesign

@jeffjennings jeffjennings deleted the raytune branch March 13, 2024 15:05
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Hyperparameter optimization
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