Saving/Resuming Study with RDB Backend

An RDB backend enables persistent experiments (i.e., to save and resume a study) as well as access to history of studies. In addition, we can run multi-node optimization tasks with this feature, which is described in Easy Parallelization.

In this section, let’s try simple examples running on a local environment with SQLite DB.

Note

You can also utilize other RDB backends, e.g., PostgreSQL or MySQL, by setting the storage argument to the DB’s URL. Please refer to SQLAlchemy’s document for how to set up the URL.

New Study

We can create a persistent study by calling create_study() function as follows. An SQLite file example.db is automatically initialized with a new study record.

import logging
import sys

import optuna

# Add stream handler of stdout to show the messages
optuna.logging.get_logger("optuna").addHandler(logging.StreamHandler(sys.stdout))
study_name = "example-study"  # Unique identifier of the study.
storage_name = "sqlite:///{}.db".format(study_name)
study = optuna.create_study(study_name=study_name, storage=storage_name)

Out:

A new study created in RDB with name: example-study

To run a study, call optimize() method passing an objective function.

def objective(trial):
    x = trial.suggest_float("x", -10, 10)
    return (x - 2) ** 2


study.optimize(objective, n_trials=3)

Out:

Trial 0 finished with value: 18.04918112894684 and parameters: {'x': -2.2484327850334225}. Best is trial 0 with value: 18.04918112894684.
Trial 1 finished with value: 0.0034351527707770814 and parameters: {'x': 1.9413898236585396}. Best is trial 1 with value: 0.0034351527707770814.
Trial 2 finished with value: 49.844546165184354 and parameters: {'x': -5.060067008547748}. Best is trial 1 with value: 0.0034351527707770814.

Resume Study

To resume a study, instantiate a Study object passing the study name example-study and the DB URL sqlite:///example-study.db.

study = optuna.create_study(study_name=study_name, storage=storage_name, load_if_exists=True)
study.optimize(objective, n_trials=3)

Out:

Using an existing study with name 'example-study' instead of creating a new one.
Trial 3 finished with value: 8.737523671655262 and parameters: {'x': 4.955930254869905}. Best is trial 1 with value: 0.0034351527707770814.
Trial 4 finished with value: 35.539802267067486 and parameters: {'x': -3.961526840253886}. Best is trial 1 with value: 0.0034351527707770814.
Trial 5 finished with value: 67.33071639846814 and parameters: {'x': -6.205529623276497}. Best is trial 1 with value: 0.0034351527707770814.

Experimental History

We can access histories of studies and trials via the Study class. For example, we can get all trials of example-study as:

study = optuna.create_study(study_name=study_name, storage=storage_name, load_if_exists=True)
df = study.trials_dataframe(attrs=("number", "value", "params", "state"))

Out:

Using an existing study with name 'example-study' instead of creating a new one.

The method trials_dataframe() returns a pandas dataframe like:

print(df)

Out:

   number      value  params_x     state
0       0  18.049181 -2.248433  COMPLETE
1       1   0.003435  1.941390  COMPLETE
2       2  49.844546 -5.060067  COMPLETE
3       3   8.737524  4.955930  COMPLETE
4       4  35.539802 -3.961527  COMPLETE
5       5  67.330716 -6.205530  COMPLETE

A Study object also provides properties such as trials, best_value, best_params (see also Lightweight, versatile, and platform agnostic architecture).

print("Best params: ", study.best_params)
print("Best value: ", study.best_value)
print("Best Trial: ", study.best_trial)
print("Trials: ", study.trials)

Out:

Best params:  {'x': 1.9413898236585396}
Best value:  0.0034351527707770814
Best Trial:  FrozenTrial(number=1, values=[0.0034351527707770814], datetime_start=datetime.datetime(2021, 4, 5, 1, 58, 26, 946805), datetime_complete=datetime.datetime(2021, 4, 5, 1, 58, 26, 960379), params={'x': 1.9413898236585396}, distributions={'x': UniformDistribution(high=10.0, low=-10.0)}, user_attrs={}, system_attrs={}, intermediate_values={}, trial_id=2, state=TrialState.COMPLETE, value=None)
Trials:  [FrozenTrial(number=0, values=[18.04918112894684], datetime_start=datetime.datetime(2021, 4, 5, 1, 58, 26, 900412), datetime_complete=datetime.datetime(2021, 4, 5, 1, 58, 26, 917126), params={'x': -2.2484327850334225}, distributions={'x': UniformDistribution(high=10.0, low=-10.0)}, user_attrs={}, system_attrs={}, intermediate_values={}, trial_id=1, state=TrialState.COMPLETE, value=None), FrozenTrial(number=1, values=[0.0034351527707770814], datetime_start=datetime.datetime(2021, 4, 5, 1, 58, 26, 946805), datetime_complete=datetime.datetime(2021, 4, 5, 1, 58, 26, 960379), params={'x': 1.9413898236585396}, distributions={'x': UniformDistribution(high=10.0, low=-10.0)}, user_attrs={}, system_attrs={}, intermediate_values={}, trial_id=2, state=TrialState.COMPLETE, value=None), FrozenTrial(number=2, values=[49.844546165184354], datetime_start=datetime.datetime(2021, 4, 5, 1, 58, 26, 979536), datetime_complete=datetime.datetime(2021, 4, 5, 1, 58, 26, 994053), params={'x': -5.060067008547748}, distributions={'x': UniformDistribution(high=10.0, low=-10.0)}, user_attrs={}, system_attrs={}, intermediate_values={}, trial_id=3, state=TrialState.COMPLETE, value=None), FrozenTrial(number=3, values=[8.737523671655262], datetime_start=datetime.datetime(2021, 4, 5, 1, 58, 27, 51408), datetime_complete=datetime.datetime(2021, 4, 5, 1, 58, 27, 67158), params={'x': 4.955930254869905}, distributions={'x': UniformDistribution(high=10.0, low=-10.0)}, user_attrs={}, system_attrs={}, intermediate_values={}, trial_id=4, state=TrialState.COMPLETE, value=None), FrozenTrial(number=4, values=[35.539802267067486], datetime_start=datetime.datetime(2021, 4, 5, 1, 58, 27, 91609), datetime_complete=datetime.datetime(2021, 4, 5, 1, 58, 27, 104881), params={'x': -3.961526840253886}, distributions={'x': UniformDistribution(high=10.0, low=-10.0)}, user_attrs={}, system_attrs={}, intermediate_values={}, trial_id=5, state=TrialState.COMPLETE, value=None), FrozenTrial(number=5, values=[67.33071639846814], datetime_start=datetime.datetime(2021, 4, 5, 1, 58, 27, 124626), datetime_complete=datetime.datetime(2021, 4, 5, 1, 58, 27, 137693), params={'x': -6.205529623276497}, distributions={'x': UniformDistribution(high=10.0, low=-10.0)}, user_attrs={}, system_attrs={}, intermediate_values={}, trial_id=6, state=TrialState.COMPLETE, value=None)]

Total running time of the script: ( 0 minutes 0.508 seconds)

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