[D] Which hyperparameters search library to use?

Hello,

I run some experiments on various ML libraries at work, and benchmark some algorithms they package. I would like to try out some library that does hyperparameters optimization (i.e search), and I stumbled upon those 4 candidates:

• hyperopts

• Optuna

• sklearn.GridSearchCV and another object sklearn.RandomizedSearchCV

Thus, I am asking the community whether you have used those, and if so, which one did you end up choosing?

I have some criteria

• Ecosystem-agnostic: I don’t want to be tied to an specific ecosystem (e.g PyTorch, Tensorflow, JAX), as the librairies I try out are various

• Performance overhead: I am not necessarily looking for the most optimized library, rather a convenient and feature-full one.

• Stability: I’d prefer to avoid a library that may be discontinued in the future.

Thanks for reading