おしゃれ並列Grid Search

Joblibでぱぱっと書きました

def job(X, y, params):
    ...

def grid_search(X, y, search_space, n_jobs=-1):
    search_space = [[(k, v) for v in space]
                    for k, space in search_space.items()]

    tasks = []
    for params in product(*search_space):
        tasks.append({
            'job': delayed(job)(X, y, *[p for _, p in params]),
            **dict(params)
        })

    with Parallel(n_jobs=n_jobs) as p:
        results = p([task.pop('job') for task in tasks])

    results = [{**result, **task} for task, result in zip(tasks, results)]
    results = pd.DataFrame(results)
    return results

X, y = get_data()

search_space = {
    'param_a': [1, 3, 5, 7],
    'param_b': ['a', 'b', 'c'],
    ...,
}

results = grid_search(X, y, search_space)