Welcome to Yohou-Optuna's documentation

OptunaSearchCV brings Optuna's Bayesian hyperparameter optimization to Yohou, providing a search class that inherits the full Yohou forecasting API while using adaptive sampling (TPE, CMA-ES, and more) to explore search spaces more efficiently than grid or random search. It works with both point and interval forecasters.

• Get Started in 5 Minutes

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  Install Yohou-Optuna and run your first hyperparameter search.

  Getting Started

• Need Help?

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  Find answers to common questions and troubleshooting tips.

  Troubleshooting

• Learn the Concepts

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  Understand the object model, temporal CV, and wrapper classes.

  Concepts

• See It In Action

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  Explore interactive example notebooks.

  Examples

License

This project is licensed under the terms of the Apache-2.0 License.

Acknowledgements

This project is maintained by stateful-y, an ML consultancy specializing in time series data science & engineering. If you're interested in collaborating or learning more about our services, please visit our website.