Support for element-wise grid search in H2OGridSearch

Description

Hi,

I was wondering if there is a way in H2OGridSearch to search over a pre-defined set of parameters (I'm calling element-wise) rather than Cartesian or RandomDiscrete.

This is possible in sklearn, but does not appear to be possible in H2O. Here is a reprex in sklearn that demonstrates the functionality.

Based upon the grid search documentation here http://docs.h2o.ai/h2o/latest-stable/h2o-docs/grid-search.html#grid-search-in-python this type of element-wise grid searching does not seem possible in H2O.

Using the example in the documentation and considering considering `hyper_params = {'ntrees':[1,100], 'learn_rate':[0.1, 0.001]}`. I'd ideally like to specify `hyper_params` and/or `search_criteria` differently to be able to search over the following combinations.

ntrees

learn_rate

1

0.1

100

0.001

Currently, I believe one can only search over the full cartesian with either `Cartesian` or `RandomDiscrete`, which would search over the four combinations below instead of only the two above.

ntrees

learn_rate

1

0.1

1

0.001

100

0.1

100

0.001

Environment

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Status

Assignee

Michal Kurka

Fix versions

None

Reporter

Jason Muhlenkamp

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