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Support minimization and maximization of metrics #147

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merged 4 commits into from
Sep 17, 2020
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rgemulla
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via a new config key valid.metric_max

@daniel: This is largely untested & I may also have missed some places where metrics are compared.

@rufex2001
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@rgemulla the metric.py file was not added, so I can't test this yet

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Added.

def __init__(self, metric_max: Union[Job, Config, bool]):
"Params: metric_max=True means higher is better."
if isinstance(metric_max, Job):
metric_max = metric_max.config
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Isn't the .get("valid.metric_max") missing here?

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The line right below does this.

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All looks good and also works well. Tested it with a couple of ax search runs, also tested early stopping explicitly. Just line 12 in metric.py seems off, the rest is fine!

@rgemulla rgemulla merged commit bd915be into master Sep 17, 2020
@rgemulla rgemulla deleted the minmax-metric branch September 17, 2020 21:12
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rufex2001 commented Sep 17, 2020 via email

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2 participants