optuna.multi_objective.samplers.MOTPEMultiObjectiveSampler

class optuna.multi_objective.samplers.MOTPEMultiObjectiveSampler(consider_prior=True, prior_weight=1.0, consider_magic_clip=True, consider_endpoints=True, n_startup_trials=10, n_ehvi_candidates=24, gamma=<function default_gamma>, weights_above=<function _default_weights_above>, seed=None)[source]

Multi-objective sampler using the MOTPE algorithm.

This sampler is a multiobjective version of TPESampler.

For further information about MOTPE algorithm, please refer to the following paper:

Parameters

  • consider_prior – Enhance the stability of Parzen estimator by imposing a Gaussian prior when True. The prior is only effective if the sampling distribution is either UniformDistribution, DiscreteUniformDistribution, LogUniformDistribution, IntUniformDistribution, or IntLogUniformDistribution.

  • prior_weight – The weight of the prior. This argument is used in UniformDistribution, DiscreteUniformDistribution, LogUniformDistribution, IntUniformDistribution, IntLogUniformDistribution, and CategoricalDistribution.

  • consider_magic_clip – Enable a heuristic to limit the smallest variances of Gaussians used in the Parzen estimator.

  • consider_endpoints – Take endpoints of domains into account when calculating variances of Gaussians in Parzen estimator. See the original paper for details on the heuristics to calculate the variances.

  • n_startup_trials – The random sampling is used instead of the MOTPE algorithm until the given number of trials finish in the same study. 11 * number of variables - 1 is recommended in the original paper.

  • n_ehvi_candidates – Number of candidate samples used to calculate the expected hypervolume improvement.

  • gamma – A function that takes the number of finished trials and returns the number of trials to form a density function for samples with low grains. See the original paper for more details.

  • weights_above – A function that takes the number of finished trials and returns a weight for them. As default, weights are automatically calculated by the MOTPE’s default strategy.

  • seed – Seed for random number generator.

Note

Initialization with Latin hypercube sampling may improve optimization performance. However, the current implementation only supports initialization with random sampling.

Example

import optuna

seed = 128
num_variables = 9
n_startup_trials = 11 * num_variables - 1


def objective(trial):
    x = []
    for i in range(1, num_variables + 1):
        x.append(trial.suggest_float(f"x{i}", 0.0, 2.0 * i))
    return x


sampler = optuna.multi_objective.samplers.MOTPEMultiObjectiveSampler(
    n_startup_trials=n_startup_trials, n_ehvi_candidates=24, seed=seed
)
study = optuna.multi_objective.create_study(
    ["minimize"] * num_variables, sampler=sampler
)
study.optimize(objective, n_trials=250)

Warning

Deprecated in v2.4.0. This feature will be removed in the future. The removal of this feature is currently scheduled for v4.0.0, but this schedule is subject to change. See https://github.com/optuna/optuna/releases/tag/v2.4.0.

Methods

infer_relative_search_space(study, trial)

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

reseed_rng()

Reseed sampler’s random number generator.

sample_independent(study, trial, param_name, …)

Sample a parameter for a given distribution.

sample_relative(study, trial, search_space)

Sample parameters in a given search space.
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 passed to it. The parameters not contained in the search space will be sampled by using sample_independent() method.

Parameters
Returns

A dictionary containing the parameter names and parameter’s distributions.

Return type

Dict[str, optuna.distributions.BaseDistribution]

See also

Please refer to intersection_search_space() as an implementation of infer_relative_search_space().

reseed_rng()[source]

Reseed sampler’s random number generator.

This method is called by the MultiObjectiveStudy instance if trials are executed in parallel with the option n_jobs>1. In that case, the sampler instance will be replicated including the state of the random number generator, and they may suggest the same values. To prevent this issue, this method assigns a different seed to each random number generator.

Return type

None

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 the relationship between parameters such as random sampling.

Parameters
Returns

A parameter value.

Return type

Any

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 the relationship between parameters.

Parameters
Returns

A dictionary containing the parameter names and the values.

Return type

Dict[str, Any]