James your paper is the best on this topic :) What @arjoly is saying is that usually we don't include implementation for new methods in scikit-learn if the reference paper has not passed the test of time (e.g. a least 3 years + significant impact in the community). But I think in this case Randomized Hyperparameter Search is giving a net benefit for models with large number of hyperparams over brute force grid search for little code complexity hence we can do an exception to the "test of time" rule.