Added HistGradientBoostingClassifier

sklearnbot/config_spaces/__init__.py

@@ -9,4 +9,5 @@
 import sklearnbot.config_spaces.random_forest
 import sklearnbot.config_spaces.sgd
 import sklearnbot.config_spaces.svc
+import sklearnbot.config_spaces.hist_gradient_boosting 
 from .bootstrap import get_available_config_spaces, get_config_space

sklearnbot/config_spaces/hist_gradient_boosting.py

@@ -0,0 +1,72 @@
+import ConfigSpace
+
+
+def get_hyperparameter_search_space(seed):
+    """
+    Histogram Gradient Boosting search space based on a best effort using the scikit-learn
+    implementation. 
+
+    Parameters
+    ----------
+    seed: int
+        Random seed that will be used to sample random configurations
+
+    Returns
+    -------
+    cs: ConfigSpace.ConfigurationSpace
+        The configuration space object
+    """
+    cs = ConfigSpace.ConfigurationSpace('sklearn.ensemble.HistGradientBoostingClassifier', seed)
+
+    imputation = ConfigSpace.hyperparameters.CategoricalHyperparameter(
+        name='columntransformer__numeric__imputer__strategy', choices=['mean', 'median', 'most_frequent'])
+
+    loss = ConfigSpace.hyperparameters.Constant(name='histgradientboostingclassifier__loss', value='auto')
+
+    learning_rate = ConfigSpace.hyperparameters.UniformFloatHyperparameter(
+        name='histgradientboostingclassifier__learning_rate', lower=0.001, upper=1, default_value=1, log=True)
+
+    max_iter = ConfigSpace.hyperparameters.UniformIntegerHyperparameter(
+        name='histgradientboostingclassifier__max_iter', lower=50, upper=500, default_value=100)
+
+    max_leaf_nodes = ConfigSpace.hyperparameters.UniformIntegerHyperparameter(
+        name='histgradientboostingclassifier__max_leaf_nodes', lower=2, upper=256, default_value=31)  
+
+    max_depth = ConfigSpace.hyperparameters.UniformIntegerHyperparameter(
+        name='histgradientboostingclassifier__max_depth', lower=2, upper=20, default_value=None)
+
+    min_samples_leaf = ConfigSpace.hyperparameters.UniformIntegerHyperparameter(
+        name='histgradientboostingclassifier__min_samples_leaf', lower=1, upper=20, default_value=20)
+
+    l2_regularization = ConfigSpace.hyperparameters.UniformFloatHyperparameter(
+        name='histgradientboostingclassifier__l2_regularization', lower=1e-10, upper=1, default_value=0.0, log=True)
+
+    max_bins = ConfigSpace.hyperparameters.UniformFloatHyperparameter(
+        name='histgradientboostingclassifier__max_bins', lower=2, upper=512, default_value=256)
+
+    validation_fraction = ConfigSpace.UniformFloatHyperparameter(
+        name='histgradientboostingclassifier__validation_fraction', lower=0.1, upper=0.3, default_value=0.1)
+
+    n_iter_no_change = ConfigSpace.UniformIntegerHyperparameter(
+        name='histgradientboostingclassifier__n_iter_no_change', lower=1, upper=2048, default_value=None)
+
+    tol = ConfigSpace.UniformFloatHyperparameter(
+        name='histgradientboostingclassifier__tol', lower=1e-7, upper=1e-1, default_value=1e-7, log=True)
+
+    cs.add_hyperparameters([
+        imputation,
+        loss,
+        learning_rate,
+        max_iter,
+        max_leaf_nodes,
+        max_depth,
+        min_samples_leaf,
+        l2_regularization,
+        max_bins,
+        min_weight_fraction_leaf,
+        validation_fraction,
+        n_iter_no_change,
+        tol,
+    ])
+
+    return cs