Tuning of imputation hyperparameters

[py9mrg]

Feature

In situations when I am imputing data as a recipe step, I would like to be able to tune the hyperparameters of the imputation method - which I anticipate is going to be a nightmare to implement, especially when parameters are passed between packages. For example, imputing with step_bagimpute uses ipred, which has its own hyperparameters but also passes on hyperparameters to rpart!

# the ipred hyperparameters, e.g. nbagg, can be set:

step_bagimpute(options = list(nbagg = 25))

# I'd like to be able to do something like:

step_bagimpute(options = list(nbagg = tune()))

But there's another level of HPs that ipred passes on to rpart, and it would be nice to be able to tune them as well.

# HPs can be passed through ipred to rpart

step_bagimpute(options = list(control = rpart::rpart.control(minsplit = 10))

# but it would be great to tune even these "next level" parameters:

step_bagimpute(options = list(control = rpart::rpart.control(minsplit = tune()))

Good luck!