Notebook: https://gist.github.com/mrocklin/683196204d9387d1a30a9d4c660e7be0
How to use Optuna and Dask together to perform parallel hyper-parameter optimization at scale. This notebook uses a toy example, for a more fully-featured example take a look at https://github.com/coiled/dask-xgboost-nyctaxi
https://optuna.org
https://dask.org
XGBoost and Hyperparameter Optimization
https://youtu.be/Hh_6X6VFm-E
00:00 Intro
00:35 Optuna Overview
02:52 Optuna with Threads
04:03 Optuna with Dask and Threads
05:32 Caveats
07:09 Optuna and Dask Integration
08:49 Dask within Optuna, sequentially
10:42 Dask within Optuna, in parallel
13:17 Example
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