How does HyperOpt find a threshold value of the objective function?

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thada jirajaras

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Oct 15, 2019, 10:35:08 PM10/15/19
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I would like to know..
(1) How does HyperOpt find a threshold value y* of the objective function? 
(2) Is this threshold fixed or does it change with each iteration?

Thank you

James Bergstra

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Oct 16, 2019, 9:15:05 PM10/16/19
to thada jirajaras, hyperopt-discuss
If I recall correctly, the threshold y* of the objective is determined by the TPE algorithm on a variable-by-variable basis, as a quantile of the response data to which that variable contributed.

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