Export
import pandas as pd
pd.DataFrame(search.cv_results_).to_csv("cv_results.csv", index=False) # scikit-learn
study.trials_dataframe().to_csv("trials.csv", index=False) # OptunaBoundaries
If the best value lies in the outer 15% of the searched range (on the scale searched), the optimum may be
outside: extend that side and rerun. Example from the fixture: best learning_rate 0.0175 in [0.011, 0.28] ->
search lower values.
Sensitivity
- Effect range: mean score across quartile bins of a parameter; small range = the parameter barely matters.
- Direction: Spearman of parameter (log scale when it spans decades) vs score.
- Peaked: the middle bins clearly beat both ends -> the optimum is inside the range.
- Optuna:
optuna.importance.get_param_importances(study)(fANOVA) andoptuna.visualization.plot_slice / plot_contourfor interactions.
Interactions matter (learning rate and number of trees, C and gamma): look at 2-D slices for the top two parameters.
The one-standard-error rule
Configurations whose mean score is within one standard error of the best are statistically indistinguishable
from it. Choose the simplest (smaller trees, stronger regularisation, fewer features, faster): it generalises at
least as well and costs less. scikit-learn supports this through a callable refit:
def one_se(cv_results):
import numpy as np
m, s = np.array(cv_results["mean_test_score"]), np.array(cv_results["std_test_score"])
best = m.argmax(); thr = m[best] - s[best] / np.sqrt(5)
ok = np.where(m >= thr)[0]
leaves = np.array(cv_results["param_model__max_leaf_nodes"], dtype=float)
return int(ok[np.argmin(leaves[ok])])
search = RandomizedSearchCV(pipe, dist, refit=one_se, ...)Overfitting the validation set
The best of N noisy trials is biased upward, and the bias grows with N. Symptoms: tuned CV score well above the holdout score; improvements of the order of the fold standard deviation. Remedies: nested CV, a fresh holdout, fewer and coarser trials, repeated CV for the final comparison.
Progress
Plot best-so-far vs trial number. A curve that has been flat for the second half of the budget says more trials will not help; change features, the model family or the validation design instead.
Reporting a search
Search: Optuna TPE, 120 trials (MedianPruner, 38 pruned), 5-fold StratifiedGroupKFold, PR-AUC.
Best: 0.412 ± 0.021 (inner CV); nested outer estimate 0.401 ± 0.025; holdout 0.398.
Default configuration: 0.389. Gain: +0.012 (paired corrected t-test p = 0.04).
Most important: min_child_samples, num_leaves; learning rate fixed at 0.05 (final 0.025, 1,900 trees).anomaly-detection-model-builder
Build and evaluate anomaly detection for tabular, sensor and transaction data with few or no labels: define the anomaly type (point, contextual, collective), choose detectors (robust z-score/MAD and IQR rules, Mahalanobis with robust covariance, k-NN distance, LOF, Isolation Forest, one-class SVM, PCA reconstruction / autoencoders, forecasting residuals for time series), combine them by rank, explain each alert by its deviating features, set thresholds from an alert budget or the score distribution, and evaluate with precision@k, PR-AUC and recall on known incidents, or detector agreement when no labels exist. Includes pure-Python detectors (robust z, Mahalanobis, kNN, Isolation Forest, ensemble) and an evaluation script.
catboost-model-builder
Build CatBoost models that use its strengths correctly: raw categorical columns as cat_features (ordered target statistics, no manual encoding), text_features, Pool construction with NaN-safe categories, ordered boosting and has_time for temporal data, symmetric (oblivious) trees, overfitting detector with eval_set and use_best_model, losses for classification, regression (Quantile, Poisson, Tweedie) and ranking (YetiRank), class weights, monotone constraints, feature importance (PredictionValuesChange, LossFunctionChange) and SHAP values, GPU training and model export. Plans cat/text/numeric columns from a CSV and generates a runnable training script, and checks parameter sets for the conflicts CatBoost rejects (iterations vs n_estimators, Bayesian bootstrap with subsample, multiple class-weight options, depth > 16, use_best_model without eval_set).
categorical-encoding-selector
Choose and implement the right encoding for every categorical column given the model family and the data: one-hot (with infrequent-level grouping and handle_unknown), ordinal with an explicit order, cross-fitted target encoding (scikit-learn TargetEncoder, CatBoost ordered statistics, category_encoders inside CV), frequency/count encoding, feature hashing, native categorical support in LightGBM, HistGradientBoosting, XGBoost and CatBoost, prefix levels for codes (zip3, NAICS-2), and embeddings. Measures cardinality, rare-level share, unseen-level rate on a time-ordered holdout and target signal per column, emits the ColumnTransformer, and quantifies target-encoding leakage (in-sample vs out-of-fold vs holdout AUC).
classification-model-selector
Choose the right classification algorithm for tabular, text or mixed data and prove the choice with a fair bake-off: logistic regression (L2, L1, elastic net), linear SVM, naive Bayes, k-NN, RBF SVM, decision trees, random forest, extra trees, HistGradientBoosting, LightGBM, XGBoost, CatBoost, explainable boosting machines (EBM/GAM), points scorecards and MLPs, matched to data size, width, categorical and high-cardinality share, missingness, class imbalance, text, and constraints such as interpretability, monotonic constraints, calibrated probabilities, latency budgets and tiny deployable models. Ranks candidates with starting hyperparameters and cautions, then generates a bake-off script running every candidate on identical CV folds with per-fold metrics, fit time and prediction latency.
clustering-algorithm-selector
Choose the right clustering algorithm and check that clustering makes sense at all: cluster tendency (Hopkins statistic with a correlated-features caveat, nearest-neighbour isolation), then k-means / MiniBatchKMeans, Gaussian mixtures with BIC, agglomerative (Ward, average, complete, single) with dendrograms, DBSCAN, HDBSCAN, OPTICS, spectral clustering, BIRCH, mean shift, k-prototypes and k-modes for mixed or categorical data, and Gower distance, matched to data size, expected shapes, noise, varying density, known k, soft memberships, hierarchy and streaming. Covers preprocessing (scaling, encoding, dimensionality, distance metrics), validation (internal indices, bootstrap stability, external labels, business profiling) and assigning new points.
collaborative-filtering-implementer
Implement collaborative filtering recommenders that beat popularity: item-based kNN with cosine, Jaccard or asymmetric similarity, shrinkage, neighbourhood size, positive-only or mean-centred rating signals and 'because you liked X' explanations; implicit ALS with confidence weighting, BPR pairwise ranking and the closed-form EASE model in plain NumPy, tuned on a temporal validation split by recall@k and NDCG@k and refit on all data; plus user-kNN, explicit matrix factorisation, the implicit/LightFM libraries, hyperparameter ranges, cold-start fallbacks, scaling with sparse matrices and approximate nearest neighbours. Produces top-k lists in the format of the recommendation evaluator.