Advanced Configurations

Defining Parameter Spaces

Currently, we support five kinds of parameters.

def objective(trial):
    # Categorical parameter
    optimizer = trial.suggest_categorical('optimizer', ['MomentumSGD', 'Adam'])

    # Int parameter
    num_layers = trial.suggest_int('num_layers', 1, 3)

    # Uniform parameter
    dropout_rate = trial.suggest_uniform('dropout_rate', 0.0, 1.0)

    # Loguniform parameter
    learning_rate = trial.suggest_loguniform('learning_rate', 1e-5, 1e-2)

    # Discrete-uniform parameter
    drop_path_rate = trial.suggest_discrete_uniform('drop_path_rate', 0.0, 1.0, 0.1)


Branches and Loops

You can use branches or loops depending on parameter values.

def objective(trial):
    classifier_name = trial.suggest_categorical('classifier', ['SVC', 'RandomForest'])
    if classifier_name == 'SVC':
        svc_c = trial.suggest_loguniform('svc_c', 1e-10, 1e10)
        classifier_obj = sklearn.svm.SVC(C=svc_c)
        rf_max_depth = int(trial.suggest_loguniform('rf_max_depth', 2, 32))
        classifier_obj = sklearn.ensemble.RandomForestClassifier(max_depth=rf_max_depth)

def create_model(trial):
    n_layers = trial.suggest_int('n_layers', 1, 3)

    layers = []
    for i in range(n_layers):
        n_units = int(trial.suggest_loguniform('n_units_l{}'.format(i), 4, 128))
        layers.append(L.Linear(None, n_units))
    layers.append(L.Linear(None, 10))

    return chainer.Sequential(*layers)

Please also refer to examples.

Note on the Number of Parameters

The difficulty of optimization increases roughly exponentially with regard to the number of parameters. That is, the number of necessary trials increases exponentially when you increase the number of parameters. We recommend not to add unimportant parameters.

Arguments for Study.optimize

Method optimize() (and optuna study optimize CLI command as well) has several useful options such as timeout. Please refer to its docstring.

FYI: If you give neither n_trials nor timeout options, the optimization continues until it receives a termination signal such as Ctrl+C or SIGTERM. This feature is useful for certain use cases, e.g., when it is hard to estimate computational costs required to optimize your objective function.