I'm trying without success to set a timeout when calling 'fmin' from Hyperopt package.
I would like to stop the entire process when max_evals are reached or when time passed (from the first iteration not each trial) > timeout.
Anyone had the same problem and has somehow found a solution?
Many thanks!
Assuming each evaluation is not too long, then you can run hyperopt in a loop doing one evaluation at a time. Each time you start an evaluation, pass fmin() the previous trials. For documentation, see issue 267.
I do something similar, though a problem I noticed is I am not getting the results I expect. It seems to be doing a random search because there is no correlation between the iteration and the loss function. In other words, it doesn't seem to be getting smarter. Maybe that's just me.
