Usually the RandomSearchCV, I’ve tryied the bayesian optimization from skopt, but empirically I did not see advantages in this over random search, not sure if I used it wrong, someone with good results?
I think it depends on your problem. If you have lots of compute power, high dimensionality and powerful higher-order emergent behavior from hyperparameters then Bayesian optimization makes sense. And vice-versa.
Usually the RandomSearchCV, I’ve tryied the bayesian optimization from skopt, but empirically I did not see advantages in this over random search, not sure if I used it wrong, someone with good results?
I think it depends on your problem. If you have lots of compute power, high dimensionality and powerful higher-order emergent behavior from hyperparameters then Bayesian optimization makes sense. And vice-versa.