Seems like the missing file issue disappeared. Now I get two main errors:

AttributeError: module 'bson' has no attribute 'BSON'

ImportError: You must install lightgbm and sklearn in order to use the ATPE algorithm. Please run `pip install lightgbm scikit-learn` and try again. These are not built in dependencies of hyperopt.

The first one is fine, I'll investigate the code.

The second is weird because I've put the packages in checkInputs:
https://github.com/NixOS/nixpkgs/pull/82144/files#diff-2020c7eb4c24313c689126b065cec464R77

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hyperopt is now in nixpkgs