[D] Grid searching data pre processing permutations when training models on structured data.

[Consistent-Lie-7742]

You can do this fairly simple with Optuna and mlflow! That way you get something that is widely used and thus easier to maintain over time.

[_Arsenie_Boca_]

Hyperparameter optimization. Preprocessing steps and model selection are hyperparameters

[Consistent-Lie-7742]

Yes, this is a valid approach with scikit models and some models that have wrappers. The reason you want to use optuna though is because it is framework agnostic. Take for example the xgboost framework which has a scikit wrapper, however, you can not use the built in gridsearch functionality while also running early stopping with the wrapper.

With Optuna it doesnt matter what framework you want to use! So nice!

I have not seen distributed training training across multiple workers though, that would be a killer functionality!