Hyperparameter optimization for Neural Network written in keras

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Is there a python3 library that optimizes KERAS NN hyperparameters on GPU?

I have tried using sklearn with KerasClassifier wrapper, but it uses cpu.

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Yes there is. You can use Talos, which is a hyperparameter optimization solutions specifically for Keras models. It supports both GPU and multi-GPU use. Full disclosure: I'm the maintainer of the package.