optuna.importance

The importance module provides functionality for evaluating hyperparameter importances based on completed trials in a given study. The utility function get_param_importances() takes a Study and optional evaluator (defaults to PedAnovaImportanceEvaluator) as its inputs. The evaluator must derive from BaseImportanceEvaluator. Users implementing custom evaluators should refer to PedAnovaImportanceEvaluator, FanovaImportanceEvaluator, or MeanDecreaseImpurityImportanceEvaluator, as a guide, paying close attention to the format of the return value from the evaluator’s evaluate function.

See also

plot_param_importances() visualizes parameter importances. The parameter importances in Optuna Dashboard also follow this implementation.

get_param_importances	Evaluate parameter importances (PedAnovaImportanceEvaluator by default) based on completed trials in the given study.
PedAnovaImportanceEvaluator	PED-ANOVA importance evaluator.
FanovaImportanceEvaluator	fANOVA importance evaluator.
MeanDecreaseImpurityImportanceEvaluator	Mean Decrease Impurity (MDI) parameter importance evaluator.