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How to limit hyperparameter search using n_iter in search_args?#1652

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kalensk asked this question inQ&A
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I am trying to follow thehyperparameter search guide to limit the number of iterations, but not seeing it work. Rather it is going through all the parameters. For example, my understanding from the docs is to userandom search in order to limit the iterations set insearch_args as shown:

SELECT * FROM pgml.train(    'Handwritten Digit Image Classifier',     algorithm => 'xgboost',     search => 'random',     search_args => '{ "n_iter": 2 }',    search_params => '{        "max_depth": [1, 2, 3, 4, 5, 6],         "n_estimators": [20, 40, 80, 160]    }');

However, I am seeing it iterate through all the search params rather than limited to just 2 iterations. What am I doing wrong or misunderstanding?

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Looks like specifyingcross validation fold parameter limits the iterations to 2 as expected. For example:

SELECT * FROM pgml.train(    'Handwritten Digit Image Classifier',     algorithm => 'xgboost',     search => 'random',     search_args => '{ "n_iter": 2, "cv": 1 }',    search_params => '{        "max_depth": [1, 2, 3, 4, 5, 6],         "n_estimators": [20, 40, 80, 160]    }');
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