Early Stopping

[sdelea...@gmail.com]

Would it be possible to implement a feature to stop the run if the metric hasn't improved by at least x decimal points in y runs?  (For example:  if AUC has been 43.0001 for the last ten runs and x=0.0001 and y = 10 then break).

Stephen

[Imran Qureshi]

I'm thinking of writing a version of the median stopping rule: https://ray.readthedocs.io/en/latest/tune-schedulers.html#median-stopping-rule.  Has someone already done so for hyperopt?