Scikit-optimize: iid parameter to be removed in scikit-learn 0.24

[Yard1]

The iid parameter used in BayesSearchCV has been depreciated in scikit-learn's RandomizedSearchCV and GridSearchCV for a while now and is set to be removed in scikit-learn 0.24. As I ran scikit-learn's nightly, I got an exception after BayesSearchCV passed iid to one of scikit-learn's methods/classes. Considering that the iid parameter has been depreciated, I think it should be removed before scikit-learn updates to make sure BayesSearchCV still works. I may make a PR for that change later, if I have time.

[holgern]

A PR would be great, thanks in advance 👍

[GuillemGSubies]

Any updates here? I'm having troubles running skopt with sklearn 0.24

[kelleyjbrady]

I am experiencing this issue as of Feb 22 2021. Running with sklearn 0.24 produces

---------------------------------------------------------------------------
TypeError                                 Traceback (most recent call last)
<ipython-input-12-f15f8ce4bc93> in <module>
     32             }
     33 
---> 34     grid = BayesSearchCV( estimator = tune_pipe, 
     35                         #estimator=eclf,
     36                         search_spaces=tune_params,

~/lambda-stack-py/lib/python3.8/site-packages/skopt/searchcv.py in __init__(self, estimator, search_spaces, optimizer_kwargs, n_iter, scoring, fit_params, n_jobs, n_points, iid, refit, cv, verbose, pre_dispatch, random_state, error_score, return_train_score)
    307         self.fit_params = fit_params
    308 
--> 309         super(BayesSearchCV, self).__init__(
    310              estimator=estimator, scoring=scoring,
    311              n_jobs=n_jobs, iid=iid, refit=refit, cv=cv, verbose=verbose,

~/lambda-stack-py/lib/python3.8/site-packages/sklearn/utils/validation.py in inner_f(*args, **kwargs)
     61             extra_args = len(args) - len(all_args)
     62             if extra_args <= 0:
---> 63                 return f(*args, **kwargs)
     64 
     65             # extra_args > 0

TypeError: __init__() got an unexpected keyword argument 'iid'

For now I've reverted to 0.23.2, 0.23.0 did not work due to an unrelated exception. (pip install scikit-learn==0.23.2)