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sigopt-examples's Issues

Please help me with restarting previous experiment

Hi,
I want to know how to restart my previous experiment. Here's what I did.

from sigopt_sklearn.search import SigOptSearchCV

client_token = "My Token"
net_parameters = {
                'parameters':(range),
                }
clf = SigOptSearchCV(net, net_parameters, cv=train_test_splitter, client_token=client_token,
                    n_jobs=1, n_iter=50, scoring=get_scorer('neg_mean_squared_error'))

clf.fit(SDT_training, target_training)

I have the previous experiment's ID.
I would appreciate any help!
Thank you

setup_env.sh not working properly on Mac OS

I just tried re-setting up from scratch on a faster computer. Doesn't seem like setup_env.sh actually takes the "Darwin" path on Mac (eventhough when I run uname -s on the command line I see 'Darwin').

As well, brew install gfortran has been deprecated in favor of brew install gcc it seems.

Seems as though by running most of these steps manually and then re-running setup_env.sh I get things to work, but I'm definitely not a bash expert, or a python package requirements install expert

Another wrinkle depending on your homebrew you may have to supply the gcc version in the brew install

Error: No available formula for gcc
GCC is now maintained in homebrew-versions, with major version
number in formula name as suffix. Please tap using:

    brew tap homebrew/versions

and then install GCC based on its version, e.g., 'brew install gcc47'.

However, if I run brew update first, then the simple approach works, brew install gcc

Probably not worth racking brains about, but worth considering in future setup scripts

Predefined train/validation splits for SigOptSearchCV.

Hi Sigopt,
I'm trying to run Hyper Parameter Optimization using predefined(fixed) train/validation indices.

clf = SigOptSearchCV(net, net_parameters, cv=train_test_splitter, client_token=client_token,
                    n_jobs=1, n_iter=100, scoring=get_scorer('neg_mean_squared_error'),experiment=experiment)

This is what I used before with train_test_splitter=ShuffleSplit() from sklearn.
How can I modify SigOptSearchCV and optimize hyper parameters for the fixed train/validation splits?

I also tried PredefinedSplit from sklearn with fixed train and validaiton indices, but the cross validation generates separate test sets and divide train/val using the remaining sets.
The point is I don't want to leave test set out and report scores on validation set.
For example, If I have 1,000 datasets, I would like to use the first 800 for training ONLY, and the rest 200 for validation ONLY.
But what the SigOptSearchCV did is, split the dataset into 900 for train and 100 for test. Then split the 900 data into train and validation sets.

Thank you!

user question - nba api

When I run the setup_env.sh in the sigopt beats vegas module, it just says "downloading season 1" and doesn't do anything. Are there any common problems that arise executing this?

SigOpt NBA OverUnder Model notebook doesn't import client_token before run_example in 1st cell

as well, run_example parameter list seems to require passing client_token explicitly. This fixes it. I'll open a PR once it finishes (takes a while it seems) and I can save the nb

from predictor.sigopt_creds import client_token
from predictor.stand_alone import run_example
# Warning, this can take a very long time (many hours)
EXPERIMENT_ID = run_example(client_token)
# EXPERIMENT_ID = run_example(sigopt_depth=0, sigopt_width=0)
#EXPERIMENT_ID = 1545 # Put your experiment ID here if you have already run stand_alone

Error running the beats vegas ipython nb example

Looks like I'm getting some imports errors. I ran setup.sh as mentioned in the Readme (I did get some errors saying sudo apt-get wasn't installed since I'm on Mac OS I suppose, but everything seemed fine)

I'm using Anaconda for python and just ran the setup in a new env (in case that helps describe the error below).

So, I went to run the first cell of the nb (pasted below, and then got the error, which I've also pasted below)

from predictor.stand_alone import run_example
# Warning, this can take a very long time (many hours)
EXPERIMENT_ID = run_example(sigopt_depth=0, sigopt_width=0)
#EXPERIMENT_ID = 1545 # Put your experiment ID here if you have already run stand_alone
---------------------------------------------------------------------------
ImportError                               Traceback (most recent call last)
<ipython-input-2-6a242b8ff34b> in <module>()
----> 1 from predictor.stand_alone import run_example
      2 # Warning, this can take a very long time (many hours)
      3 EXPERIMENT_ID = run_example(sigopt_depth=0, sigopt_width=0)
      4 #EXPERIMENT_ID = 1545 # Put your experiment ID here if you have already run stand_alone

/Users/jlent/github_projects/sigopt-examples/sigopt-beats-vegas/predictor/stand_alone.py in <module>()
      4 
      5 import bet_reader
----> 6 import evaluator
      7 import read_data
      8 from constant import SEASON_1314_END

/Users/jlent/github_projects/sigopt-examples/sigopt-beats-vegas/predictor/evaluator.py in <module>()
      2 
      3 import bet_reader
----> 4 from model import get_features
      5 from constant import SEASON_1415_START, SEASON_1415_END
      6 

/Users/jlent/github_projects/sigopt-examples/sigopt-beats-vegas/predictor/model.py in <module>()
----> 1 from sklearn import ensemble
      2 import numpy
      3 
      4 from team_stats import TeamStats
      5 

/Users/jlent/anaconda/envs/sigopt_vegas/lib/python2.7/site-packages/sklearn/ensemble/__init__.py in <module>()
      5 
      6 from .base import BaseEnsemble
----> 7 from .forest import RandomForestClassifier
      8 from .forest import RandomForestRegressor
      9 from .forest import RandomTreesEmbedding

/Users/jlent/anaconda/envs/sigopt_vegas/lib/python2.7/site-packages/sklearn/ensemble/forest.py in <module>()
     53 from ..externals.joblib import Parallel, delayed
     54 from ..externals import six
---> 55 from ..feature_selection.from_model import _LearntSelectorMixin
     56 from ..metrics import r2_score
     57 from ..preprocessing import OneHotEncoder

/Users/jlent/anaconda/envs/sigopt_vegas/lib/python2.7/site-packages/sklearn/feature_selection/__init__.py in <module>()
      5 """
      6 
----> 7 from .univariate_selection import chi2
      8 from .univariate_selection import f_classif
      9 from .univariate_selection import f_oneway

/Users/jlent/anaconda/envs/sigopt_vegas/lib/python2.7/site-packages/sklearn/feature_selection/univariate_selection.py in <module>()
     13 
     14 from ..base import BaseEstimator
---> 15 from ..preprocessing import LabelBinarizer
     16 from ..utils import (as_float_array, check_array, check_X_y, safe_sqr,
     17                      safe_mask)

/Users/jlent/anaconda/envs/sigopt_vegas/lib/python2.7/site-packages/sklearn/preprocessing/__init__.py in <module>()
      6 from ._function_transformer import FunctionTransformer
      7 
----> 8 from .data import Binarizer
      9 from .data import KernelCenterer
     10 from .data import MinMaxScaler

/Users/jlent/anaconda/envs/sigopt_vegas/lib/python2.7/site-packages/sklearn/preprocessing/data.py in <module>()
     23 from ..utils.sparsefuncs_fast import (inplace_csr_row_normalize_l1,
     24                                       inplace_csr_row_normalize_l2)
---> 25 from ..utils.sparsefuncs import (inplace_column_scale,
     26                                  mean_variance_axis, incr_mean_variance_axis,
     27                                  min_max_axis)

ImportError: cannot import name inplace_column_scale

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