User-Defined Pruner

In optuna.pruners, we described how an objective function can optionally include calls to a pruning feature which allows Optuna to terminate an optimization trial when intermediate results do not appear promising. In this document, we describe how to implement your own pruner, i.e., a custom strategy for determining when to stop a trial.

Overview of Pruning Interface

The create_study() constructor takes, as an optional argument, a pruner inheriting from BasePruner. The pruner should implement the abstract method prune(), which takes arguments for the associated Study and Trial and returns a boolean value: True if the trial should be pruned and False otherwise. Using the Study and Trial objects, you can access all other trials through the get_trial() method and, and from a trial, its reported intermediate values through the intermediate_values() (a dictionary which maps an integer step to a float value).

You can refer to the source code of the built-in Optuna pruners as templates for building your own. In this document, for illustration, we describe the construction and usage of a simple (but aggressive) pruner which prunes trials that are in last place compared to completed trials at the same step.

Note

Please refer to the documentation of BasePruner or, for example, ThresholdPruner or PercentilePruner for more robust examples of pruner implementation, including error checking and complex pruner-internal logic.

An Example: Implementing LastPlacePruner

We aim to optimize the loss and alpha hyperparameters for a stochastic gradient descent classifier (SGDClassifier) run on the sklearn iris dataset. We implement a pruner which terminates a trial at a certain step if it is in last place compared to completed trials at the same step. We begin considering pruning after a “warmup” of 1 training step and 5 completed trials. For demonstration purposes, we print() a diagnostic message from prune when it is about to return True (indicating pruning).

It may be important to note that the SGDClassifier score, as it is evaluated on a holdout set, decreases with enough training steps due to overfitting. This means that a trial could be pruned even if it had a favorable (high) value on a previous training set. After pruning, Optuna will take the intermediate value last reported as the value of the trial.

import numpy as np
from sklearn.datasets import load_iris
from sklearn.model_selection import train_test_split
from sklearn.linear_model import SGDClassifier

import optuna
from optuna.pruners import BasePruner
from optuna.trial._state import TrialState


class LastPlacePruner(BasePruner):
    def __init__(self, warmup_steps, warmup_trials):
        self._warmup_steps = warmup_steps
        self._warmup_trials = warmup_trials

    def prune(self, study: "optuna.study.Study", trial: "optuna.trial.FrozenTrial") -> bool:
        # Get the latest score reported from this trial
        step = trial.last_step

        if step:  # trial.last_step == None when no scores have been reported yet
            this_score = trial.intermediate_values[step]

            # Get scores from other trials in the study reported at the same step
            completed_trials = study.get_trials(deepcopy=False, states=(TrialState.COMPLETE,))
            other_scores = [
                t.intermediate_values[step]
                for t in completed_trials
                if step in t.intermediate_values
            ]
            other_scores = sorted(other_scores)

            # Prune if this trial at this step has a lower value than all completed trials
            # at the same step. Note that steps will begin numbering at 0 in the objective
            # function definition below.
            if step >= self._warmup_steps and len(other_scores) > self._warmup_trials:
                if this_score < other_scores[0]:
                    print(f"prune() True: Trial {trial.number}, Step {step}, Score {this_score}")
                    return True

        return False

Lastly, let’s confirm the implementation is correct with the simple hyperparameter optimization.

def objective(trial):
    iris = load_iris()
    classes = np.unique(iris.target)
    X_train, X_valid, y_train, y_valid = train_test_split(
        iris.data, iris.target, train_size=100, test_size=50, random_state=0
    )

    loss = trial.suggest_categorical("loss", ["hinge", "log", "perceptron"])
    alpha = trial.suggest_float("alpha", 0.00001, 0.001, log=True)
    clf = SGDClassifier(loss=loss, alpha=alpha, random_state=0)
    score = 0

    for step in range(0, 5):
        clf.partial_fit(X_train, y_train, classes=classes)
        score = clf.score(X_valid, y_valid)

        trial.report(score, step)

        if trial.should_prune():
            raise optuna.TrialPruned()

    return score


pruner = LastPlacePruner(warmup_steps=1, warmup_trials=5)
study = optuna.create_study(direction="maximize", pruner=pruner)
study.optimize(objective, n_trials=50)

Out:

prune() True: Trial 9, Step 4, Score 0.68
prune() True: Trial 14, Step 1, Score 0.6
prune() True: Trial 18, Step 1, Score 0.46
prune() True: Trial 32, Step 1, Score 0.5
prune() True: Trial 33, Step 4, Score 0.64
prune() True: Trial 41, Step 1, Score 0.48
prune() True: Trial 42, Step 4, Score 0.7
prune() True: Trial 46, Step 4, Score 0.66
prune() True: Trial 48, Step 1, Score 0.44

Total running time of the script: ( 0 minutes 0.604 seconds)

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