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Feature request: Validation data metrics for model selection

Open romanovzky opened this issue 8 months ago • 1 comments

Currently, SymbolicRegressor returns a model that better complies with a certain criteria. This, however, is computed on the training set. Machine learning best practices dictate that model selection should be done using a validation set. Currently, this can be "hacked" by selecting the best pareto front individual against a validation metric after the SymbolicRegressor completes its run. However, with callbacks (see https://github.com/heal-research/pyoperon/issues/18) this feature could allow for earlystop criteria using the validation set. This is common in machine learning packages with iterative training (see Keras, Lightning, xGboost, etc for examples).

romanovzky avatar Jun 06 '24 09:06 romanovzky