Tpcp Optimization

Hard Rules for self_optimize

• Return self, or (self, info) from self_optimize_with_info.
• Modify only parameters marked as optimizable on the current class.
• Do not store learned state on non-parameter attrs.
• Any learned model/template/weights must survive clone(), so they must be represented as parameters.
• Clone nested algorithms before training/mutating them.
• Prefer @make_optimize_safe; Optimize(...) also applies equivalent checks.

Evaluation Rules

• Never search/tune/train on the final test data.
• Outer evaluation measures the whole training procedure, not one already-trained instance.
• cross_validate(...) expects an optimizer object, not a bare pipeline.
• For grouped or stratified splits, create explicit group/label arrays or use DatasetSplitter.
• In custom scorers, call pipeline.safe_run(datapoint).

Common Mistakes

• Putting black-box parameter search into self_optimize instead of GridSearch/OptunaSearch.
• Forgetting to annotate optimizable params, causing safety checks to fail.
• Changing non-optimizable params during self_optimize.
• Marking a parameter as PureParameter even though it affects training.
• Training a nested algorithm in place and then reusing it across folds/datapoints.
• Calling self_optimize directly in user-facing code instead of using Optimize(...).

Minimal Pattern

class MyPipeline(OptimizablePipeline[MyDataset]):
    model: Parameter[MyAlgo]
    model__weights: OptimizableParameter[np.ndarray]

    def __init__(self, model: MyAlgo = cf(MyAlgo())):
        self.model = model

    def self_optimize(self, dataset: MyDataset, **kwargs):
        model = self.model.clone()
        self.model = model.self_optimize(...)
        return self

Source of Truth

• https://tpcp.readthedocs.io/en/latest/guides/optimization.html
• https://tpcp.readthedocs.io/en/latest/guides/algorithm_evaluation.html
• https://tpcp.readthedocs.io/en/latest/guides/algorithm_validation_tpcp.html
• https://tpcp.readthedocs.io/en/latest/auto_examples/parameter_optimization/_02_optimizable_pipelines.html
• https://tpcp.readthedocs.io/en/latest/auto_examples/parameter_optimization/_03_gridsearch_cv.html
• API docs for Optimize, GridSearch, GridSearchCV, and make_optimize_safe