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Hyperopt search should allow optimizing on any metric, not just r2_score or roc_auc #314

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mcloughlin2 opened this issue Jun 18, 2024 · 0 comments

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@mcloughlin2
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The loss function used in a hyperopt search is always based on R-squared for regression models and ROC AUC for classification. Since we sometimes want to optimize for a different metric (e.g., balanced accuracy or MCC for an imbalanced classification dataset), we should allow users to specify the metric used by hyperopt using the model_choice_score_type parameter.

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