Add Sklearn-genetic-opt

[rodrigo-arenas]

What is this Python project?

This is an AutoML package as an alternative from popular methods inside scikit-learn, such as Grid Search and Randomized Grid Search.

Sklearn-genetic-opt uses evolutionary algorithms to choose the set of hyperparameters that optimizes the cross-validation scores, it can be used for both regression and classification problems with a scikit-learn alike API.

What's the difference between this Python project and similar ones?

• It uses AI for the optimization process, instead of brute force approach like GridSearch.
• It adds several features missing in similar packages, worth to mention:
  • Callbacks: Allows to monitor, save the models and stop the training when some of several possible criteria is met, such as the model has run for a long time, a threshold metric was achieved, etc. It even allows the user to create a custom callback.
  • Plotting: It was several build-in plotting functionalities to help the user understand the optimization process and take decisions over the models.
  • Tensorboard: It can log with just a single line of code all the evaluation metrics to a tensorboard instance to monitor the training.
  • MLflow: With one single config class, log all the metrics, models, hyperparameters of each run into a MLflow server.

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