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ENH: Add support for Multimetric BayesSearchCV #1062
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Hello @QuentinSoubeyran! Thanks for updating this PR. We checked the lines you've touched for PEP 8 issues, and found: There are currently no PEP 8 issues detected in this Pull Request. Cheers! 🍻 Comment last updated at 2021-10-13 15:24:27 UTC |
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Does this need any additional work that is preventing a merge or is this just awaiting future inclusion? |
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Any chance this could be merged as it is badly needed? |
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Yeah this feature would be really really helpful, thank! |
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Is anything blocking this merge? |
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@MauritsDescamps Repo does not seem the be maintained anymore, last commit was on Oct 12, 2021. You can bring it up there #1161 |
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This is a remake of #1030 with (hopefully) a cleaner history. I had initially forked kernc's fork instead of the base repo.
As discussed in PR #988 and issue #797, this PR implements support for multimetric scoring to
BayesSearchCV. Therefitparameter is used to drive the optimization process.Fixes:
Features:
scoringand callablescoringreturning a dict of scores toBayesSearchCVrefitto specify the score to use for optimisation. Callablerefit(accepted byGridSearchCV) are not supportedBayesSearchCV.multimetric_attribute