Note
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Callback for Study.optimize
This tutorial showcases how to use & implement Optuna Callback
for optimize()
.
Callback
is called after every evaluation of objective
, and
it takes Study
and FrozenTrial
as arguments, and does some work.
MLflowCallback is a great example.
Stop optimization after some trials are pruned in a row
This example implements a stateful callback which stops the optimization
if a certain number of trials are pruned in a row.
The number of trials pruned in a row is specified by threshold
.
import optuna
class StopWhenTrialKeepBeingPrunedCallback:
def __init__(self, threshold: int):
self.threshold = threshold
self._consequtive_pruned_count = 0
def __call__(self, study: optuna.study.Study, trial: optuna.trial.FrozenTrial) -> None:
if trial.state == optuna.trial.TrialState.PRUNED:
self._consequtive_pruned_count += 1
else:
self._consequtive_pruned_count = 0
if self._consequtive_pruned_count >= self.threshold:
study.stop()
This objective prunes all the trials except for the first 5 trials (trial.number
starts with 0).
def objective(trial):
if trial.number > 4:
raise optuna.TrialPruned
return trial.suggest_float("x", 0, 1)
Here, we set the threshold to 2
: optimization finishes once two trials are pruned in a row.
So, we expect this study to stop after 7 trials.
import logging
import sys
# Add stream handler of stdout to show the messages
optuna.logging.get_logger("optuna").addHandler(logging.StreamHandler(sys.stdout))
study_stop_cb = StopWhenTrialKeepBeingPrunedCallback(2)
study = optuna.create_study()
study.optimize(objective, n_trials=10, callbacks=[study_stop_cb])
A new study created in memory with name: no-name-6bb9fc95-2bce-4c6d-b2f3-0c3270ff2eb1
Trial 0 finished with value: 0.32644473153900344 and parameters: {'x': 0.32644473153900344}. Best is trial 0 with value: 0.32644473153900344.
Trial 1 finished with value: 0.6692808030889834 and parameters: {'x': 0.6692808030889834}. Best is trial 0 with value: 0.32644473153900344.
Trial 2 finished with value: 0.25047460941165445 and parameters: {'x': 0.25047460941165445}. Best is trial 2 with value: 0.25047460941165445.
Trial 3 finished with value: 0.5422149772384136 and parameters: {'x': 0.5422149772384136}. Best is trial 2 with value: 0.25047460941165445.
Trial 4 finished with value: 0.6184660157043532 and parameters: {'x': 0.6184660157043532}. Best is trial 2 with value: 0.25047460941165445.
Trial 5 pruned.
Trial 6 pruned.
As you can see in the log above, the study stopped after 7 trials as expected.
Total running time of the script: (0 minutes 0.006 seconds)