Provide internal implementation of OptunaSearchCV #265
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Codecov ReportAll modified and coverable lines are covered by tests ✅
Additional details and impacted files@@ Coverage Diff @@
## main #265 +/- ##
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Coverage 90.13% 90.13%
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Files 54 54
Lines 2423 2423
Branches 491 491
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Hits 2184 2184
Misses 157 157
Partials 82 82
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synchon
requested changes
May 15, 2024
synchon
approved these changes
May 15, 2024
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Since the current
OptunaSearchCVhas an issue with respect of scikit-learn's implementation (optuna/optuna-integration#118), this PR includes an internal implementation which is fully compatible with scikit-learn.Particularly, the
fitmethod uses a different study in each call, thus respecting the scikit-learn convention of learning in each call and overriding any previous fit call. The implementation in the optuna-integration package will continue training. This creates a test-to-train leakage when used with scikit-learn'scross_validatefunction, which is also used by julearn.