Source code for optuna.pruners.median

from optuna.pruners.percentile import PercentilePruner


[docs]class MedianPruner(PercentilePruner): """Pruner using the median stopping rule. Prune if the trial's best intermediate result is worse than median of intermediate results of previous trials at the same step. Example: We minimize an objective function with the median stopping rule. .. testsetup:: import numpy as np from sklearn.model_selection import train_test_split np.random.seed(seed=0) X = np.random.randn(200).reshape(-1, 1) y = np.where(X[:, 0] < 0.5, 0, 1) X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0) classes = np.unique(y) .. testcode:: import optuna from sklearn.linear_model import SGDClassifier def objective(trial): alpha = trial.suggest_uniform('alpha', 0.0, 1.0) clf = SGDClassifier(alpha=alpha) n_train_iter = 100 for step in range(n_train_iter): clf.partial_fit(X_train, y_train, classes=classes) intermediate_value = clf.score(X_test, y_test) trial.report(intermediate_value, step) if trial.should_prune(): raise optuna.exceptions.TrialPruned() return clf.score(X_test, y_test) study = optuna.create_study(direction='maximize', pruner=optuna.pruners.MedianPruner(n_startup_trials=5, n_warmup_steps=30, interval_steps=10)) study.optimize(objective, n_trials=20) Args: n_startup_trials: Pruning is disabled until the given number of trials finish in the same study. n_warmup_steps: Pruning is disabled until the trial exceeds the given number of step. interval_steps: Interval in number of steps between the pruning checks, offset by the warmup steps. If no value has been reported at the time of a pruning check, that particular check will be postponed until a value is reported. """ def __init__(self, n_startup_trials=5, n_warmup_steps=0, interval_steps=1): # type: (int, int, int) -> None super(MedianPruner, self).__init__(50.0, n_startup_trials, n_warmup_steps, interval_steps)