{"action":"created","comment":{"url":"https://api.github.com/repos/MechCoder/scikit-optimize/pulls/comments/58539169","id":58539169,"diff_hunk":"@@ -0,0 +1,139 @@\n+\"\"\"Gradient boosted trees based minimization algorithms.\"\"\"","path":"skopt/trees.py","position":1,"original_position":1,"commit_id":"757b0b93ebcb88375741b3d477d2c9bd4b851888","original_commit_id":"757b0b93ebcb88375741b3d477d2c9bd4b851888","user":{"login":"glouppe","id":477771,"avatar_url":"https://avatars.githubusercontent.com/u/477771?v=3","gravatar_id":"","url":"https://api.github.com/users/glouppe","html_url":"https://github.com/glouppe","followers_url":"https://api.github.com/users/glouppe/followers","following_url":"https://api.github.com/users/glouppe/following{/other_user}","gists_url":"https://api.github.com/users/glouppe/gists{/gist_id}","starred_url":"https://api.github.com/users/glouppe/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/glouppe/subscriptions","organizations_url":"https://api.github.com/users/glouppe/orgs","repos_url":"https://api.github.com/users/glouppe/repos","events_url":"https://api.github.com/users/glouppe/events{/privacy}","received_events_url":"https://api.github.com/users/glouppe/received_events","type":"User","site_admin":false},"body":"For consistency, can we rename that file `gbrt_opt.py`?","created_at":"2016-04-05T13:41:20Z","updated_at":"2016-04-05T13:41:20Z","html_url":"https://github.com/MechCoder/scikit-optimize/pull/34#discussion_r58539169","pull_request_url":"https://api.github.com/repos/MechCoder/scikit-optimize/pulls/34","_links":{"self":{"href":"https://api.github.com/repos/MechCoder/scikit-optimize/pulls/comments/58539169"},"html":{"href":"https://github.com/MechCoder/scikit-optimize/pull/34#discussion_r58539169"},"pull_request":{"href":"https://api.github.com/repos/MechCoder/scikit-optimize/pulls/34"}}},"pull_request":{"url":"https://api.github.com/repos/MechCoder/scikit-optimize/pulls/34","id":64531323,"html_url":"https://github.com/MechCoder/scikit-optimize/pull/34","diff_url":"https://github.com/MechCoder/scikit-optimize/pull/34.diff","patch_url":"https://github.com/MechCoder/scikit-optimize/pull/34.patch","issue_url":"https://api.github.com/repos/MechCoder/scikit-optimize/issues/34","number":34,"state":"open","locked":false,"title":"Tree based minimizer","user":{"login":"betatim","id":1448859,"avatar_url":"https://avatars.githubusercontent.com/u/1448859?v=3","gravatar_id":"","url":"https://api.github.com/users/betatim","html_url":"https://github.com/betatim","followers_url":"https://api.github.com/users/betatim/followers","following_url":"https://api.github.com/users/betatim/following{/other_user}","gists_url":"https://api.github.com/users/betatim/gists{/gist_id}","starred_url":"https://api.github.com/users/betatim/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/betatim/subscriptions","organizations_url":"https://api.github.com/users/betatim/orgs","repos_url":"https://api.github.com/users/betatim/repos","events_url":"https://api.github.com/users/betatim/events{/privacy}","received_events_url":"https://api.github.com/users/betatim/received_events","type":"User","site_admin":false},"body":"Fixes #24.\r\n\r\nThis is a minimal implementation of a tree based minimiser. Right now it only supports EI, and can't deal with categorical variables.\r\n\r\nThe `# XXX` comments are where I am not sure if it is worth doing something now  (for this PR) or leaving it for later.\r\n\r\nIt looks like `_expected_improvement` should be refactored so it can be shared with the GP model. After a brief discussion with @glouppe I think it is worth keeping it like this for the moment. In the longer term we might be able to do something smarter/more appropriate that is specialised to the tree based minimizer.\r\n\r\n`_random_point` could also be shared, and in the future will need to get smarter for tree based models to deal with categorical variables.\r\n\r\nTodo:\r\n\r\n* [ ] #35 need something smarter than `bfgs` to optimise tree ensembles\r\n* [ ] pass all the same tests that GP passes\r\n - [ ] bench1\r\n - [ ] bench2\r\n - [ ] bench3\r\n - [ ] branin\r\n - [ ] hart6\r\n* [x] `GBT.predict()` API #41 \r\n* [ ] #40 move GBT to `skopt.learning` 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