Samplers¶

class optuna.samplers.BaseSampler[source]

Base class for samplers.

Optuna combines two types of sampling strategies, which are called relative sampling and independent sampling.

The relative sampling determines values of multiple parameters simultaneously so that sampling algorithms can use relationship between parameters (e.g., correlation). Target parameters of the relative sampling are described in a relative search space, which is determined by infer_relative_search_space().

The independent sampling determines a value of a single parameter without considering any relationship between parameters. Target parameters of the independent sampling are the parameters not described in the relative search space.

More specifically, parameters are sampled by the following procedure. At the beginning of a trial, infer_relative_search_space() is called to determine the relative search space for the trial. Then, sample_relative() is invoked to sample parameters from the relative search space. During the execution of the objective function, sample_independent() is used to sample parameters that don’t belong to the relative search space.

The following figure depicts the lifetime of a trial and how the above three methods are called in the trial.

infer_relative_search_space(study, trial)[source]

Infer the search space that will be used by relative sampling in the target trial.

This method is called right before sample_relative() method, and the search space returned by this method is pass to it. The parameters not contained in the search space will be sampled by using sample_independent() method.

Parameters: study – Target study object. trial – Target trial object. A dictionary containing the parameter names and parameter’s distributions.
sample_independent(study, trial, param_name, param_distribution)[source]

Sample a parameter for a given distribution.

This method is called only for the parameters not contained in the search space returned by sample_relative() method. This method is suitable for sampling algorithms that do not use relationship between parameters such as random sampling and TPE.

Parameters: study – Target study object. trial – Target trial object. param_name – Name of the sampled parameter. param_distribution – Distribution object that specifies a prior and/or scale of the sampling algorithm. A parameter value.
sample_relative(study, trial, search_space)[source]

Sample parameters in a given search space.

This method is called once at the beginning of each trial, i.e., right before the evaluation of the objective function. This method is suitable for sampling algorithms that use relationship between parameters such as Gaussian Process and CMA-ES.

Parameters: study – Target study object. trial – Target trial object. search_space – The search space returned by infer_relative_search_space(). A dictionary containing the parameter names and the values.
class optuna.samplers.GridSampler(search_space)[source]

Sampler using grid search.

With GridSampler, the trials suggest all combinations of parameters in the given search space during the study.

Example

import optuna

def objective(trial):
x = trial.suggest_uniform('x', -100, 100)
y = trial.suggest_int('y', -100, 100)
return x ** 2 + y ** 2

search_space = {
'x': [-50, 0, 50],
'y': [-99, 0, 99]
}
study = optuna.create_study(sampler=optuna.samplers.GridSampler(search_space))
study.optimize(objective, n_trials=3*3)


Note

GridSampler raises an error if all combinations in the passed search_space has already been evaluated. Please make sure that unnecessary trials do not run during optimization by properly setting n_trials in the optimize() method.

Note

GridSampler does not take care of a parameter’s quantization specified by discrete suggest methods but just samples one of values specified in the search space. E.g., in the following code snippet, either of -0.5 or 0.5 is sampled as x instead of an integer point.

import optuna

def objective(trial):
# The following suggest method specifies integer points between -5 and 5.
x = trial.suggest_discrete_uniform('x', -5, 5, 1)
return x ** 2

# Non-int points are specified in the grid.
search_space = {'x': [-0.5, 0.5]}
study = optuna.create_study(sampler=optuna.samplers.GridSampler(search_space))
study.optimize(objective, n_trials=2)

Parameters: search_space – A dictionary whose key and value are a parameter name and the corresponding candidates of values, respectively.

Note

Added in v1.2.0 as an experimental feature. The interface may change in newer versions without prior notice. See https://github.com/optuna/optuna/releases/tag/v1.2.0.

class optuna.samplers.RandomSampler(seed=None)[source]

Sampler using random sampling.

This sampler is based on independent sampling. See also BaseSampler for more details of ‘independent sampling’.

Example

import optuna
from optuna.samplers import RandomSampler

def objective(trial):
x = trial.suggest_uniform('x', -5, 5)
return x**2

study = optuna.create_study(sampler=RandomSampler())
study.optimize(objective, n_trials=10)

Args:
seed: Seed for random number generator.
class optuna.samplers.TPESampler(consider_prior=True, prior_weight=1.0, consider_magic_clip=True, consider_endpoints=False, n_startup_trials=10, n_ei_candidates=24, gamma=<function default_gamma>, weights=<function default_weights>, seed=None)[source]

Sampler using TPE (Tree-structured Parzen Estimator) algorithm.

This sampler is based on independent sampling. See also BaseSampler for more details of ‘independent sampling’.

On each trial, for each parameter, TPE fits one Gaussian Mixture Model (GMM) l(x) to the set of parameter values associated with the best objective values, and another GMM g(x) to the remaining parameter values. It chooses the parameter value x that maximizes the ratio l(x)/g(x).

For further information about TPE algorithm, please refer to the following papers:

Example

import optuna
from optuna.samplers import TPESampler

def objective(trial):
x = trial.suggest_uniform('x', -10, 10)
return x**2

study = optuna.create_study(sampler=TPESampler())
study.optimize(objective, n_trials=10)

static hyperopt_parameters()[source]

Return the the default parameters of hyperopt (v0.1.2).

TPESampler can be instantiated with the parameters returned by this method.

Example

Create a TPESampler instance with the default parameters of hyperopt.

import optuna
from optuna.samplers import TPESampler

def objective(trial):
x = trial.suggest_uniform('x', -10, 10)
return x**2

sampler = TPESampler(**TPESampler.hyperopt_parameters())
study = optuna.create_study(sampler=sampler)
study.optimize(objective, n_trials=10)

Returns: A dictionary containing the default parameters of hyperopt.
class optuna.samplers.CmaEsSampler(x0: Optional[Dict[str, Any]] = None, sigma0: Optional[float] = None, n_startup_trials: int = 1, independent_sampler: Optional[optuna.samplers.base.BaseSampler] = None, warn_independent_sampling: bool = True, seed: Optional[int] = None)[source]

A Sampler using CMA-ES algorithm.

Example

Optimize a simple quadratic function by using CmaEsSampler.

import optuna

def objective(trial):
x = trial.suggest_uniform('x', -1, 1)
y = trial.suggest_int('y', -1, 1)
return x ** 2 + y

sampler = optuna.samplers.CmaEsSampler()
study = optuna.create_study(sampler=sampler)
study.optimize(objective, n_trials=20)


Please note that this sampler does not support CategoricalDistribution. If your search space contains categorical parameters, I recommend you to use TPESampler instead. Furthermore, there is room for performance improvements in parallel optimization settings. This sampler cannot use some trials for updating the parameters of multivariate normal distribution.

You can also use optuna.integration.CmaEsSampler which is a sampler using cma library as the backend.
Parameters: x0 – A dictionary of an initial parameter values for CMA-ES. By default, the mean of low and high for each distribution is used. sigma0 – Initial standard deviation of CMA-ES. By default, sigma0 is set to min_range / 6, where min_range denotes the minimum range of the distributions in the search space. seed – A random seed for CMA-ES. n_startup_trials – The independent sampling is used instead of the CMA-ES algorithm until the given number of trials finish in the same study. independent_sampler – A BaseSampler instance that is used for independent sampling. The parameters not contained in the relative search space are sampled by this sampler. The search space for CmaEsSampler is determined by intersection_search_space(). If None is specified, RandomSampler is used as the default. See also optuna.samplers module provides built-in independent samplers such as RandomSampler and TPESampler. warn_independent_sampling – If this is True, a warning message is emitted when the value of a parameter is sampled by using an independent sampler. Note that the parameters of the first trial in a study are always sampled via an independent sampler, so no warning messages are emitted in this case.
optuna.samplers.intersection_search_space(study, ordered_dict=False)[source]
Return the intersection search space of the BaseStudy.
Parameters: study – A study with completed trials. ordered_dict – A boolean flag determining the return type. If False, the returned object will be a dict. If True, the returned object will be an collections.OrderedDict sorted by keys, i.e. parameter names. A dictionary containing the parameter names and parameter’s distributions.