https://github.com/1kastner/optuna

A hyperparameter optimization framework

https://github.com/1kastner/optuna

Repository

A hyperparameter optimization framework

https://github.com/1kastner/optuna/blob/master/

# Optuna: A hyperparameter optimization framework

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[**Website**](https://optuna.org/)
| [**Docs**](https://optuna.readthedocs.io/en/stable/)
| [**Install Guide**](https://optuna.readthedocs.io/en/stable/installation.html)
| [**Tutorial**](https://optuna.readthedocs.io/en/stable/tutorial/index.html)

*Optuna* is an automatic hyperparameter optimization software framework, particularly designed
for machine learning. It features an imperative, *define-by-run* style user API. Thanks to our
*define-by-run* API, the code written with Optuna enjoys high modularity, and the user of
Optuna can dynamically construct the search spaces for the hyperparameters.


## Key Features

Optuna has modern functionalities as follows:

- Parallel distributed optimization
- Pruning of unpromising trials
- Lightweight, versatile, and platform agnostic architecture


## Basic Concepts

We use the terms *study* and *trial* as follows:

- Study: optimization based on an objective function
- Trial: a single execution of the objective function

Please refer to sample code below. The goal of a *study* is to find out the optimal set of
hyperparameter values (e.g., `classifier` and `svm_c`) through multiple *trials* (e.g.,
`n_trials=100`). Optuna is a framework designed for the automation and the acceleration of the
optimization *studies*.


```python
import ...

# Define an objective function to be minimized.
def objective(trial):

    # Invoke suggest methods of a Trial object to generate hyperparameters.
    regressor_name = trial.suggest_categorical('classifier', ['SVR', 'RandomForest'])
    if regressor_name == 'SVR':
        svr_c = trial.suggest_loguniform('svr_c', 1e-10, 1e10)
        regressor_obj = sklearn.svm.SVR(C=svr_c)
    else:
        rf_max_depth = trial.suggest_int('rf_max_depth', 2, 32)
        regressor_obj = sklearn.ensemble.RandomForestRegressor(max_depth=rf_max_depth)

    X, y = sklearn.datasets.load_boston(return_X_y=True)
    X_train, X_val, y_train, y_val = sklearn.model_selection.train_test_split(X, y, random_state=0)

    regressor_obj.fit(X_train, y_train)
    y_pred = regressor_obj.predict(X_val)

    error = sklearn.metrics.mean_squared_error(y_val, y_pred)

    return error  # A objective value linked with the Trial object.

study = optuna.create_study()  # Create a new study.
study.optimize(objective, n_trials=100)  # Invoke optimization of the objective function.
```


## Installation

To install Optuna, use `pip` as follows:

```
$ pip install optuna
```

Optuna supports Python 2.7 and Python 3.5 or newer.


## Contribution

Any contributions to Optuna are welcome! When you send a pull request, please follow the
[contribution guide](./CONTRIBUTING.md).


## License

MIT License (see [LICENSE](./LICENSE)).


## Reference

Takuya Akiba, Shotaro Sano, Toshihiko Yanase, Takeru Ohta, and Masanori Koyama. 2019.
Optuna: A Next-generation Hyperparameter Optimization Framework. In KDD ([arXiv](https://arxiv.org/abs/1907.10902)).

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