{"action":"created","issue":{"url":"https://api.github.com/repos/scikit-optimize/scikit-optimize/issues/57","repository_url":"https://api.github.com/repos/scikit-optimize/scikit-optimize","labels_url":"https://api.github.com/repos/scikit-optimize/scikit-optimize/issues/57/labels{/name}","comments_url":"https://api.github.com/repos/scikit-optimize/scikit-optimize/issues/57/comments","events_url":"https://api.github.com/repos/scikit-optimize/scikit-optimize/issues/57/events","html_url":"https://github.com/scikit-optimize/scikit-optimize/issues/57","id":148539589,"number":57,"title":"Implement RF based model selection","user":{"login":"MechCoder","id":1867024,"avatar_url":"https://avatars.githubusercontent.com/u/1867024?v=3","gravatar_id":"","url":"https://api.github.com/users/MechCoder","html_url":"https://github.com/MechCoder","followers_url":"https://api.github.com/users/MechCoder/followers","following_url":"https://api.github.com/users/MechCoder/following{/other_user}","gists_url":"https://api.github.com/users/MechCoder/gists{/gist_id}","starred_url":"https://api.github.com/users/MechCoder/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/MechCoder/subscriptions","organizations_url":"https://api.github.com/users/MechCoder/orgs","repos_url":"https://api.github.com/users/MechCoder/repos","events_url":"https://api.github.com/users/MechCoder/events{/privacy}","received_events_url":"https://api.github.com/users/MechCoder/received_events","type":"User","site_admin":false},"labels":[{"url":"https://api.github.com/repos/scikit-optimize/scikit-optimize/labels/Enhancement","name":"Enhancement","color":"1d76db"},{"url":"https://api.github.com/repos/scikit-optimize/scikit-optimize/labels/Major","name":"Major","color":"b60205"}],"state":"open","locked":false,"assignee":{"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},"milestone":null,"comments":9,"created_at":"2016-04-15T02:43:43Z","updated_at":"2016-04-30T16:25:12Z","closed_at":null,"body":"The computed variance for each RandomForest is given in http://arxiv.org/pdf/1211.0906v2.pdf in section 4.3.2 (This will involve wrapping sklearn's DecisionTrees to return the standard deviation of each leaf)\r\n\r\nThe ExpectedImprovement makes the same assumption about the predictions being gaussian except there is a minor modification given in Section 5.2 of https://www.cs.ubc.ca/~murphyk/Papers/gecco09.pdf\r\n\r\nThere is a change from sklearn's RF implementation in computing the split point described in 4.3.2 in http://arxiv.org/pdf/1211.0906v2.pdf but we can try without that modification."},"comment":{"url":"https://api.github.com/repos/scikit-optimize/scikit-optimize/issues/comments/215976801","html_url":"https://github.com/scikit-optimize/scikit-optimize/issues/57#issuecomment-215976801","issue_url":"https://api.github.com/repos/scikit-optimize/scikit-optimize/issues/57","id":215976801,"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},"created_at":"2016-04-30T16:25:12Z","updated_at":"2016-04-30T16:25:12Z","body":"The new issue discussing this local search based optimisation is #74 "}}