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A new version of Python package `GPopt`

is available on PyPI. `GPopt`

is a package for stochastic optimization. This type of optimization is particularly useful for tuning machine learning models’ hyperparameters.

The main change in `GPopt`

’s `v0.4.0`

is: the user can name the objective function’s parameters. This makes it easier to use the results directly as inputs for a tuned machine learning model.

# 1 - Install

```
!pip uninstall -y BCN GPopt
```

```
!pip install BCN --upgrade --no-cache-dir
```

```
!pip install GPopt
```

```
import BCN as bcn # takes a long time to run, ONLY the first time it's run
import GPopt as gp
import numpy as np
from sklearn.gaussian_process import GaussianProcessRegressor
from sklearn.gaussian_process.kernels import Matern
from sklearn.datasets import load_iris, load_wine, load_breast_cancer
from sklearn.model_selection import train_test_split
from sklearn import metrics
from time import time
```

# 2 - cv

```
from sklearn.model_selection import cross_val_score
```

```
def bcn_cv(X_train, y_train,
B = 10, nu = 0.335855,
lam = 10**0.7837525,
r = 1 - 10**(-5.470031),
tol = 10**-7,
col_sample=1,
n_clusters = 3):
estimator = bcn.BCNClassifier(B = int(B),
nu = nu,
lam = lam,
r = r,
tol = tol,
col_sample = col_sample,
n_clusters = n_clusters,
activation="tanh",
type_optim="nlminb",
show_progress = False)
return -cross_val_score(estimator, X_train, y_train,
scoring='accuracy',
cv=5, n_jobs=None,
verbose=0).mean()
def optimize_bcn(X_train, y_train):
# objective function for hyperparams tuning
def crossval_objective(x):
return bcn_cv(X_train=X_train,
y_train=y_train,
B = int(x[0]),
nu = 10**x[1],
lam = 10**x[2],
r = 1 - 10**x[3],
tol = 10**x[4],
col_sample = np.ceil(x[5]),
n_clusters = np.ceil(x[6]))
gp_opt = gp.GPOpt(objective_func=crossval_objective,
lower_bound = np.array([ 3, -6, -10, -10, -6, 0.8, 1]),
upper_bound = np.array([ 100, -0.1, 10, -1, -0.1, 1, 4]),
params_names=["B", "nu", "lam", "r", "tol", "col_sample", "n_clusters"],
gp_obj = GaussianProcessRegressor( # this is where the Gaussian Process can be chosen
kernel=Matern(nu=1.5),
alpha=1e-6,
normalize_y=True,
n_restarts_optimizer=25,
random_state=42,
),
n_init=10, n_iter=190, seed=3137)
return gp_opt.optimize(verbose=2, abs_tol=1e-3)
```

```
dataset = load_wine()
X = dataset.data
y = dataset.target
# split data into training test and test set
X_train, X_test, y_train, y_test = train_test_split(X, y,
test_size=0.2, random_state=3137)
# hyperparams tuning
res_opt = optimize_bcn(X_train, y_train)
print(res_opt)
```

```
print(res_opt.best_score)
```

```
-0.9857142857142858
```

```
res_opt.best_params["B"] = int(res_opt.best_params["B"])
res_opt.best_params["nu"] = 10**res_opt.best_params["nu"]
res_opt.best_params["lam"] = 10**res_opt.best_params["lam"]
res_opt.best_params["r"] = 1 - 10**res_opt.best_params["r"]
res_opt.best_params["tol"] = 10**res_opt.best_params["tol"]
res_opt.best_params["col_sample"] = np.ceil(res_opt.best_params["col_sample"])
res_opt.best_params["n_clusters"] = np.ceil(res_opt.best_params["n_clusters"])
```

```
start = time()
estimator = bcn.BCNClassifier(**res_opt.best_params,
activation="tanh",
type_optim="nlminb").fit(X_train, y_train)
print(f"\n Elapsed: {time() - start}")
start = time()
print(f"\n\n Test set accuracy: {estimator.score(X_test, y_test)}")
print(f"\n Elapsed: {time() - start}")
```

```
|======================================================================| 100%
Elapsed: 0.3253192901611328
Test set accuracy: 1.0
Elapsed: 0.0092620849609375
```

The notebook: https://github.com/Techtonique/GPopt/blob/main/GPopt/demo/thierrymoudiki_20240206_tuning_BCN_classifier_Pt2.ipynb.

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