A hyperparameter optimization framework
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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.
Optuna has modern functionalities as follows:
We use the terms study and trial as follows:
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.
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.
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 3.7 or newer.
Also, we also provide Optuna docker images on DockerHub.
Examples can be found in optuna/optuna-examples.
Optuna has integration features with various third-party libraries. Integrations can be found in optuna/optuna-integration and the document is available here. Integrations support libraries such as the following:
Optuna Dashboard is a real-time web dashboard for Optuna. You can check the optimization history, hyperparameter importances, etc. in graphs and tables. You don't need to create a Python script to call Optuna's visualization functions. Feature requests and bug reports welcome!
Install optuna-dashboard
via pip:
$ pip install optuna-dashboard
$ optuna-dashboard sqlite:///db.sqlite3
...
Listening on http://localhost:8080/
Hit Ctrl-C to quit.
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.
Takuya Akiba, Shotaro Sano, Toshihiko Yanase, Takeru Ohta, and Masanori Koyama. 2019. Optuna: A Next-generation Hyperparameter Optimization Framework. In KDD (arXiv).