Bayesian Optimization Capabilities

[bacalfa]

Not an issue, but a few questions.

• Is it possible to use Bayesian optimization (e.g., https://scikit-optimize.github.io/stable/) with a MapieRegressor or MapieClassifier model?
• If I fit the scikit-learn estimator with Bayesian optimization and pass it to the MAPIE estimator, will the original estimator be refit? What if I want to freeze the scikit-learn estimator?

[vtaquet]

Hi @bacalfa , we haven't tested the objects from scikit-optimize but my guess is that BayesSearchCV is fully compatible with MAPIE since it has a scikit-learn-compatible API. Be careful though, if I'm not mistaken, BayesSearchCV is not compatible with the most recent scikit-learn versions and it could raise some conflicts with MAPIE.

[vtaquet]

Hi @bacalfa , have you been able to test whether scikit-optimize is compatible with MAPIE ?

[vincentblot28]

As this issue has no activities, I close it. Feel free to re-open it