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I am looking for an automatic tool to hyperparameter tuning. Something similar to Random Search Cross Validation in Scikit-Learn. Note: I used ValidationSet options, unfortunately, the values of hyperparameter not changed as a function of the validation set. So I look for something else

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    $\begingroup$ Functionality like this isn't built-in to the Wolfram Language - unfortunately, you'll have to build it yourself. $\endgroup$
    – Carl Lange
    Commented Feb 5, 2019 at 14:02
  • $\begingroup$ Alas and alack! I will try to import this python capability to WL. $\endgroup$
    – Kiril Danilchenko
    Commented Feb 6, 2019 at 13:02
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    $\begingroup$ I'd love to see it exist! Make sure you post on the community forums if you do :) $\endgroup$
    – Carl Lange
    Commented Feb 6, 2019 at 13:14
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    $\begingroup$ BayesianMinimization and BayesianMaximization? See the Applications. $\endgroup$
    – Alexey Golyshev
    Commented Feb 6, 2019 at 13:36
  • $\begingroup$ @AlexeyGolyshev it is good starting point $\endgroup$
    – Kiril Danilchenko
    Commented Feb 7, 2019 at 13:14

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