optuna.terminator.CrossValidationErrorEvaluator

class optuna.terminator.CrossValidationErrorEvaluator(*args, **kwargs)

An error evaluator for objective functions based on cross-validation.

This evaluator evaluates the objective function’s statistical error, which comes from the randomness of dataset. This evaluator assumes that the objective function is the average of the cross-validation and uses the scaled variance of the cross-validation scores in the best trial at the moment as the statistical error.

Note

Added in v3.2.0 as an experimental feature. The interface may change in newer versions without prior notice. See https://github.com/optuna/optuna/releases/tag/v3.2.0.

Methods

evaluate(trials, study_direction)

Evaluate the statistical error of the objective function based on cross-validation.

evaluate(trials, study_direction)

Evaluate the statistical error of the objective function based on cross-validation.

Parameters:

• trials (list[FrozenTrial]) – A list of trials to consider. The best trial in trials is used to compute the statistical error.

• study_direction (StudyDirection) – The direction of the study.

Returns:

A float representing the statistical error of the objective function.

Return type:

float