8000 ENH: Add support for Multimetric BayesSearchCV by QuentinSoubeyran · Pull Request #1062 · scikit-optimize/scikit-optimize · GitHub
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ENH: Add support for Multimetric BayesSearchCV #1062

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ENH: Add support for Multimetric BayesSearchCV #1062

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QuentinSoubeyran
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This is a remake of #1030 with (hopefully) a cleaner history. I had initially forked kernc's fork instead of the base repo.

As discussed in PR #988 and issue #797, this PR implements support for multimetric scoring to BayesSearchCV. The refit parameter is used to drive the optimization process.

Fixes:

Features:

  • add support for list of dict scoring and callable scoring returning a dict of scores to BayesSearchCV
  • added support for refit to specify the score to use for optimisation. Callable refit (accepted by GridSearchCV) are not supported
  • documented the changes, documented the BayesSearchCV.multimetric_ attribute
  • added simple test for the changes
  • added entry in what's new

@QuentinSoubeyran QuentinSoubeyran mentioned this pull request Sep 29, 2021
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@pep8speaks
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pep8speaks commented Sep 29, 2021 •
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Hello @QuentinSoubeyran! Thanks for updating this PR. We checked the lines you've touched for PEP 8 issues, and found:

There are currently no PEP 8 issues detected in this Pull Request. Cheers! 🍻

Comment last updated at 2021-10-13 15:24:27 UTC

@QuentinSoubeyran
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@kernc @glouppe For some reasons CircleCI doesn't let me see the details of the failed tests (I get a "your session has expired" error). If you can tell me what's wrong with the dependencies I'll fix it.

@QuentinSoubeyran QuentinSoubeyran mentioned this pull request Oct 1, 2021
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@QuentinSoubeyran QuentinSoubeyran mentioned this pull request Oct 17, 2021
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@QuentinSoubeyran QuentinSoubeyran changed the title [MRG] Add support for Multimetric BayesSearchCV ENH: Add support for Multimetric BayesSearchCV Oct 19, 2021
@gregorkschroeder
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Does this need any additional work that is preventing a merge or is this just awaiting future inclusion?

@jane-delaney
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Any chance this could be merged as it is badly needed?

@marvher
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marvher commented Oct 4, 2022

Yeah this feature would be really really helpful, thank!
@holgern @kernc @QuentinSoubeyran

@MauritsDescamps
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Is anything blocking this merge?

@rabyj
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rabyj commented May 5, 2023 •
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@MauritsDescamps Repo does not seem the be maintained anymore, last commit was on Oct 12, 2021.

You can bring it up there #1161

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@QuentinSoubeyran @pep8speaks @gregorkschroeder @jane-delaney @marvher @MauritsDescamps @rabyj
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