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Releases: automl/ParameterImportance

Bugfix for bokeh-plots

29 Jun 13:54
b0224a2
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1.1.2

Bugfixes

  • Bokeh plots ignored the show_plot-argument and always opened browser (#127)

Compatibility With SMAC 0.12.1 and 0.12.2

11 Jun 15:39
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1.1.1

Major changes

  • Add support for SMAC 0.12.1 and 0.12.2
  • Update args of random-forest to fit latest SMAC-requirements

Compatibility With SMAC 0.12.0

02 Apr 10:07
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Major changes

  • Add support for SMAC 0.12.0
  • Drop support for SMAC < 0.12.0

Minor changes

  • Fix and update examples

Add bokeh and fix compatibility with new SMAC

27 Dec 16:24
01b33b7
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1.0.7

Major changes

  • Add interactive bokeh-plots for evaluators

Interface changes

  • Add function plot_bokeh to evaluators, returns bokeh-plot

Minor changes

  • Change method to shorten parameter-names on plots
  • Add pandas and bokeh to requirements

Bugfixes

  • Support SMAC 0.11.x
  • Add traj-alljson format for unambigously readable trajectories
  • Fix #112 smac-facade import error

Fix SMAC>0.11.x support

02 Oct 00:01
cff1b90
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Fix SMAC>0.11.x support

Enable smac-support for version > 0.8.0

09 Jan 14:18
b235a31
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mainly enable smac-support for version > 0.9.0, also add small features

Increase logs and fix label

08 Nov 10:54
bbd2cbd
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improve logging, verbosity-control and output 'cost' instead of 'quality'

Beta release of PIMP

11 May 11:44
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Beta release of PIMP Pre-release
Pre-release

Supported Evaluation methods

Ablation (via Surrogates)

Ablation is a local method that determines parameter importances between two given configurations. It thereby looks which parameter contributed most in a local part of the Configuration Space. It is an iterative method that changes, in each round, one parameter from the starting configuration to that of the target configuration. The parameter that resulted in the highest improvement is kept as this rounds most important parameter. The order determines which parameters are deemed most important and the percentage of improvement tells us how much influence a parameter has.

In PIMP we implemented an efficient variant of ablation, which replaces costly algorithm runs with cheap to evaluate surrogates.

Forward Selection

Forward-Selection is an iterative method. In each iteration it constructs models that only consider parts of all available parameters and keeps the one parameter that results in the lowest prediction error for the next round. The order determines which parameters are deemed most important.

Influence Models

Influence Models aim to learn a linear model and deems those parameters as most important that result in the highest weights of the linear model. However it does not necessarily look at all possible parameters, only those that improve the performance when adding them to the linear model in a forward step. Additionally, it performs one (or more) backwards steps, in which it checks if parameters have become unimportant due to conditionalities in the Parameter Space.

fANOVA

fANOVA is an efficient parameter importance method, leveraging random forest models fit on the data already gathered by Bayesian optimization. fANOVA is able to quantify the importance of both single hyperparameters and of interactions between hyperparameters.