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Hyperparameter Tuning using Optuna #368
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JanTeichertKluge
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I just noticed, we should use |
…ter space for optuna tuning
…ls from optuna related methods and functions
…el (DoubleMLLPLR)
SvenKlaassen
approved these changes
Nov 26, 2025
… models in tuning tests
…ree models in tuning test
…folds to 5; adjust DecisionTreeRegressor to max_depth=1 to underfit without tuning
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This pull request introduces Optuna-based hyperparameter tuning .
Introduces the new
tune_ml_models()methods which allows to flexibly tune hyperparameters for most implemented models. For more details take a look at the documentation.Generally, we are moving away from fold-specific hyperparameter tuning as hyperparameters should be valid/good for all splits and to simplify the implementation.
The previous
tune()method will be deprecated in the future.PR Checklist
Please fill out this PR checklist (see our contributing guidelines for details).