AutoML/Random Grid Search: weight for (categorical only?) hyperparameters

Description

from XGBoostSteps:

however, random search keeps track of indices combinations, not of parameters combinations... so that with the config above, it can produce twice the same model.
I guess the harm is not big today, as the hyperspace is large, but we need to reconsider this: I wish there was a way to give weights to some param, or maybe have a separate grid…

Need to figure out if it's worth having a full grid with similar search space for each booster though.

Assignee

Sebastien Poirier

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Reporter

Sebastien Poirier

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