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Pass Errors to the tuner #95

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csala opened this issue Oct 23, 2018 · 3 comments
Open

Pass Errors to the tuner #95

csala opened this issue Oct 23, 2018 · 3 comments
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new feature New features that affect the public API

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@csala
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csala commented Oct 23, 2018

Sometimes there are some hyperparameter combinations that provoke errors, so we know that those are bad values, but we don't have any score to pass to the tuner.

Should we implement a way to pass these errors to the tuners that allows them to figure out which hyperparameter values provoke them?

This is a possible implementation:

  • Allow passing None as the score, which means that score could not be computed for those hyperparameter values.
  • Filter out all training samples with score None when fitting the current estimators.
  • Implement a new binary classifier that sits before the current estimators and only predicts whether the score will be None or not, and use the predictions from this classifier to discard suggested hyperparameters during propose.
@micahjsmith
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An "error" may also be conceptually equivalent to a score of -inf

@csala
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csala commented Feb 8, 2019

The problem that we have with this is that -inf is not supported as a score value by (at least some of) our tuners :-(

The closest thing right now is to pass a big negative constant value, but it feels like a very feeble workaround

@micahjsmith micahjsmith added internal improvement Improvements that do not change the public API help wanted labels Feb 13, 2019
@micahjsmith
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We should make a reproducible example of the tuner crashing when given a score of -inf. See if this can be addressed. Otherwise, look into other sentinel values for "telling" the tuner that the parameters were bad.

@micahjsmith micahjsmith added new feature New features that affect the public API and removed internal improvement Improvements that do not change the public API labels Feb 13, 2019
@csala csala removed the help wanted label Feb 22, 2019
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