/optuna

A hyperparameter optimization framework

Primary LanguagePythonMIT LicenseMIT

Optuna: A hyperparameter optimization framework

Python pypi conda GitHub license CircleCI Read the Docs Codecov Gitter chat

Website | Docs | Install Guide | Tutorial

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.

News

  • 2022-02-14 Pre-releases of Optuna 3.0 are available! Early adopters may want to upgrade and provide feedback for a smoother transition to the coming full release. You can install a pre-release version by pip install -U --pre optuna. Find the latest one here

  • 2021-10-11 Optuna 3.0 Roadmap published for review. Please take a look at the planned improvements to Optuna, and share your feedback in the github issues. PR contributions also welcome!

  • 2021-07-14 Please take a few minutes to fill in this survey, and let us know how you use Optuna now and what improvements you'd like.🤔 All questions optional. 🙇‍♂️ https://forms.gle/mCAttqxVg5oUifKV8

Key Features

Optuna has modern functionalities as follows:

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., regressor and svr_c) through multiple trials (e.g., n_trials=100). Optuna is a framework designed for the automation and the acceleration of the optimization studies.

Open in Colab

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('regressor', ['SVR', 'RandomForest'])
    if regressor_name == 'SVR':
        svr_c = trial.suggest_float('svr_c', 1e-10, 1e10, log=True)
        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.fetch_california_housing(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  # An 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.

Examples

Examples can be found in optuna/optuna-examples.

Integrations

Integrations modules, which allow pruning, or early stopping, of unpromising trials are available for the following libraries:

Web Dashboard (experimental)

The new Web dashboard is under the development at optuna-dashboard. It is still experimental, but much better in many regards. Feature requests and bug reports welcome!

Manage studies Visualize with interactive graphs
manage-studies optuna-realtime-graph

Install optuna-dashboard via pip:

$ pip install optuna-dashboard
$ optuna-dashboard sqlite:///db.sqlite3
...
Listening on http://localhost:8080/
Hit Ctrl-C to quit.

Installation

Optuna is available at the Python Package Index and on Anaconda Cloud.

# PyPI
$ pip install optuna
# Anaconda Cloud
$ conda install -c conda-forge optuna

Optuna supports Python 3.6 or newer.

Also, we also provide Optuna docker images on DockerHub.

Communication

Contribution

Any contributions to Optuna are more than welcome!

If you are new to Optuna, please check the good first issues. They are relatively simple, well-defined and are often good starting points for you to get familiar with the contribution workflow and other developers.

If you already have contributed to Optuna, we recommend the other contribution-welcome issues.

For general guidelines how to contribute to the project, take a look at CONTRIBUTING.md.

Reference

Takuya Akiba, Shotaro Sano, Toshihiko Yanase, Takeru Ohta, and Masanori Koyama. 2019. Optuna: A Next-generation Hyperparameter Optimization Framework. In KDD (arXiv).