备注
Click here to download the full example code
手动指定超参数
你自然有一些特定的超参数集要先尝试, 比如初始学习率和叶子数量. 另外, 也有可能在让 Optuna 找到更好的超参数集之前，你已经尝试过一些集合.
Optuna 提供 两个API 以应对这种场景:
将这些超参数集合传递过去并让 Optuna 对其求值 -
enqueue_trial()将这些集合的结果标记为已完成的
Trials -add_trial()
第一个场景: 让 Optuna 对你的超参数求值
在这个场景中, 我们假设你已经有了一些开箱即用的超参数但是还没有对他们进行过求值, 你决定用 Optuna 来找到更好的超参数.
Optuna 有一个 API optuna.study.Study.enqueue_trial() , 它允许你将这些超参数传入 Optuna, Optuna 会对他们求值.
这部分将结合 LightGBM 向你介绍如何使用这些API.
import lightgbm as lgb
import numpy as np
import sklearn.datasets
import sklearn.metrics
from sklearn.model_selection import train_test_split
import optuna
定义目标函数.
def objective(trial):
data, target = sklearn.datasets.load_breast_cancer(return_X_y=True)
train_x, valid_x, train_y, valid_y = train_test_split(data, target, test_size=0.25)
dtrain = lgb.Dataset(train_x, label=train_y)
dvalid = lgb.Dataset(valid_x, label=valid_y)
param = {
"objective": "binary",
"metric": "auc",
"verbosity": -1,
"boosting_type": "gbdt",
"bagging_fraction": min(trial.suggest_float("bagging_fraction", 0.4, 1.0 + 1e-12), 1),
"bagging_freq": trial.suggest_int("bagging_freq", 0, 7),
"min_child_samples": trial.suggest_int("min_child_samples", 5, 100),
}
# Add a callback for pruning.
pruning_callback = optuna.integration.LightGBMPruningCallback(trial, "auc")
gbm = lgb.train(
param, dtrain, valid_sets=[dvalid], verbose_eval=False, callbacks=[pruning_callback]
)
preds = gbm.predict(valid_x)
pred_labels = np.rint(preds)
accuracy = sklearn.metrics.accuracy_score(valid_y, pred_labels)
return accuracy
然后构建 Study 用于超参数优化.
study = optuna.create_study(direction="maximize", pruner=optuna.pruners.MedianPruner())
在这里, 我们让 Optuna 对一些带有更大的 "bagging_fraq" 和默认值的集合求值.
study.enqueue_trial(
{
"bagging_fraction": 1.0,
"bagging_freq": 0,
"min_child_samples": 20,
}
)
study.enqueue_trial(
{
"bagging_fraction": 0.75,
"bagging_freq": 5,
"min_child_samples": 20,
}
)
import logging
import sys
# Add stream handler of stdout to show the messages to see Optuna works expectedly.
optuna.logging.get_logger("optuna").addHandler(logging.StreamHandler(sys.stdout))
study.optimize(objective, n_trials=100, timeout=600)
Out:
/home/docs/checkouts/readthedocs.org/user_builds/optuna-zh-cn/checkouts/latest/tutorial/20_recipes/008_specify_params.py:81: ExperimentalWarning:
enqueue_trial is experimental (supported from v1.2.0). The interface can change in the future.
/home/docs/checkouts/readthedocs.org/user_builds/optuna-zh-cn/envs/latest/lib/python3.7/site-packages/optuna/study.py:857: ExperimentalWarning:
create_trial is experimental (supported from v2.0.0). The interface can change in the future.
/home/docs/checkouts/readthedocs.org/user_builds/optuna-zh-cn/envs/latest/lib/python3.7/site-packages/optuna/study.py:857: ExperimentalWarning:
add_trial is experimental (supported from v2.0.0). The interface can change in the future.
/home/docs/checkouts/readthedocs.org/user_builds/optuna-zh-cn/checkouts/latest/tutorial/20_recipes/008_specify_params.py:89: ExperimentalWarning:
enqueue_trial is experimental (supported from v1.2.0). The interface can change in the future.
/home/docs/checkouts/readthedocs.org/user_builds/optuna-zh-cn/envs/latest/lib/python3.7/site-packages/lightgbm/engine.py:239: UserWarning:
'verbose_eval' argument is deprecated and will be removed in a future release of LightGBM. Pass 'log_evaluation()' callback via 'callbacks' argument instead.
Trial 0 finished with value: 0.972027972027972 and parameters: {'bagging_fraction': 1.0, 'bagging_freq': 0, 'min_child_samples': 20}. Best is trial 0 with value: 0.972027972027972.
/home/docs/checkouts/readthedocs.org/user_builds/optuna-zh-cn/envs/latest/lib/python3.7/site-packages/lightgbm/engine.py:239: UserWarning:
'verbose_eval' argument is deprecated and will be removed in a future release of LightGBM. Pass 'log_evaluation()' callback via 'callbacks' argument instead.
Trial 1 finished with value: 0.965034965034965 and parameters: {'bagging_fraction': 0.75, 'bagging_freq': 5, 'min_child_samples': 20}. Best is trial 0 with value: 0.972027972027972.
/home/docs/checkouts/readthedocs.org/user_builds/optuna-zh-cn/envs/latest/lib/python3.7/site-packages/lightgbm/engine.py:239: UserWarning:
'verbose_eval' argument is deprecated and will be removed in a future release of LightGBM. Pass 'log_evaluation()' callback via 'callbacks' argument instead.
Trial 2 finished with value: 0.965034965034965 and parameters: {'bagging_fraction': 0.9245043426687198, 'bagging_freq': 7, 'min_child_samples': 32}. Best is trial 0 with value: 0.972027972027972.
/home/docs/checkouts/readthedocs.org/user_builds/optuna-zh-cn/envs/latest/lib/python3.7/site-packages/lightgbm/engine.py:239: UserWarning:
'verbose_eval' argument is deprecated and will be removed in a future release of LightGBM. Pass 'log_evaluation()' callback via 'callbacks' argument instead.
Trial 3 finished with value: 0.993006993006993 and parameters: {'bagging_fraction': 0.8187425833714853, 'bagging_freq': 4, 'min_child_samples': 86}. Best is trial 3 with value: 0.993006993006993.
/home/docs/checkouts/readthedocs.org/user_builds/optuna-zh-cn/envs/latest/lib/python3.7/site-packages/lightgbm/engine.py:239: UserWarning:
'verbose_eval' argument is deprecated and will be removed in a future release of LightGBM. Pass 'log_evaluation()' callback via 'callbacks' argument instead.
Trial 4 finished with value: 0.9370629370629371 and parameters: {'bagging_fraction': 0.5343516754966955, 'bagging_freq': 1, 'min_child_samples': 68}. Best is trial 3 with value: 0.993006993006993.
/home/docs/checkouts/readthedocs.org/user_builds/optuna-zh-cn/envs/latest/lib/python3.7/site-packages/lightgbm/engine.py:239: UserWarning:
'verbose_eval' argument is deprecated and will be removed in a future release of LightGBM. Pass 'log_evaluation()' callback via 'callbacks' argument instead.
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Trial 37 finished with value: 0.958041958041958 and parameters: {'bagging_fraction': 0.7739890653990704, 'bagging_freq': 2, 'min_child_samples': 31}. Best is trial 3 with value: 0.993006993006993.
/home/docs/checkouts/readthedocs.org/user_builds/optuna-zh-cn/envs/latest/lib/python3.7/site-packages/lightgbm/engine.py:239: UserWarning:
'verbose_eval' argument is deprecated and will be removed in a future release of LightGBM. Pass 'log_evaluation()' callback via 'callbacks' argument instead.
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Trial 47 finished with value: 0.972027972027972 and parameters: {'bagging_fraction': 0.7858482082974627, 'bagging_freq': 2, 'min_child_samples': 36}. Best is trial 3 with value: 0.993006993006993.
/home/docs/checkouts/readthedocs.org/user_builds/optuna-zh-cn/envs/latest/lib/python3.7/site-packages/lightgbm/engine.py:239: UserWarning:
'verbose_eval' argument is deprecated and will be removed in a future release of LightGBM. Pass 'log_evaluation()' callback via 'callbacks' argument instead.
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Trial 55 finished with value: 0.9790209790209791 and parameters: {'bagging_fraction': 0.793864144255535, 'bagging_freq': 4, 'min_child_samples': 32}. Best is trial 3 with value: 0.993006993006993.
/home/docs/checkouts/readthedocs.org/user_builds/optuna-zh-cn/envs/latest/lib/python3.7/site-packages/lightgbm/engine.py:239: UserWarning:
'verbose_eval' argument is deprecated and will be removed in a future release of LightGBM. Pass 'log_evaluation()' callback via 'callbacks' argument instead.
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Trial 58 finished with value: 0.9790209790209791 and parameters: {'bagging_fraction': 0.9730199146950024, 'bagging_freq': 5, 'min_child_samples': 17}. Best is trial 3 with value: 0.993006993006993.
/home/docs/checkouts/readthedocs.org/user_builds/optuna-zh-cn/envs/latest/lib/python3.7/site-packages/lightgbm/engine.py:239: UserWarning:
'verbose_eval' argument is deprecated and will be removed in a future release of LightGBM. Pass 'log_evaluation()' callback via 'callbacks' argument instead.
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Trial 71 finished with value: 0.9790209790209791 and parameters: {'bagging_fraction': 0.7761725416286711, 'bagging_freq': 3, 'min_child_samples': 32}. Best is trial 3 with value: 0.993006993006993.
/home/docs/checkouts/readthedocs.org/user_builds/optuna-zh-cn/envs/latest/lib/python3.7/site-packages/lightgbm/engine.py:239: UserWarning:
'verbose_eval' argument is deprecated and will be removed in a future release of LightGBM. Pass 'log_evaluation()' callback via 'callbacks' argument instead.
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第二个场景: 让 Optuna 利用已经求值过的超参数.
在这个场景中, 我们假设你已经有了一些开箱即用的超参数, 而且你已经对他们进行求值过, 但是其结果并不让人满意. 因此你考虑使用 Optuna 来找到更好的超参数.
Optuna 有一个 API optuna.study.Study.add_trial() , 它让你向Optuna 注册这些结果, 之后 Optuna 会在进行超参数采样的时候将它们考虑进去.
在本部分中, objective 和第一个场景中一样.
study = optuna.create_study(direction="maximize", pruner=optuna.pruners.MedianPruner())
study.add_trial(
optuna.trial.create_trial(
params={
"bagging_fraction": 1.0,
"bagging_freq": 0,
"min_child_samples": 20,
},
distributions={
"bagging_fraction": optuna.distributions.UniformDistribution(0.4, 1.0 + 1e-12),
"bagging_freq": optuna.distributions.IntUniformDistribution(0, 7),
"min_child_samples": optuna.distributions.IntUniformDistribution(5, 100),
},
value=0.94,
)
)
study.add_trial(
optuna.trial.create_trial(
params={
"bagging_fraction": 0.75,
"bagging_freq": 5,
"min_child_samples": 20,
},
distributions={
"bagging_fraction": optuna.distributions.UniformDistribution(0.4, 1.0 + 1e-12),
"bagging_freq": optuna.distributions.IntUniformDistribution(0, 7),
"min_child_samples": optuna.distributions.IntUniformDistribution(5, 100),
},
value=0.95,
)
)
study.optimize(objective, n_trials=100, timeout=600)
Out:
A new study created in memory with name: no-name-cc69cd99-8453-4d99-8141-15cb8d5c5dda
/home/docs/checkouts/readthedocs.org/user_builds/optuna-zh-cn/checkouts/latest/tutorial/20_recipes/008_specify_params.py:126: ExperimentalWarning:
create_trial is experimental (supported from v2.0.0). The interface can change in the future.
/home/docs/checkouts/readthedocs.org/user_builds/optuna-zh-cn/checkouts/latest/tutorial/20_recipes/008_specify_params.py:126: ExperimentalWarning:
add_trial is experimental (supported from v2.0.0). The interface can change in the future.
/home/docs/checkouts/readthedocs.org/user_builds/optuna-zh-cn/checkouts/latest/tutorial/20_recipes/008_specify_params.py:141: ExperimentalWarning:
create_trial is experimental (supported from v2.0.0). The interface can change in the future.
/home/docs/checkouts/readthedocs.org/user_builds/optuna-zh-cn/checkouts/latest/tutorial/20_recipes/008_specify_params.py:141: ExperimentalWarning:
add_trial is experimental (supported from v2.0.0). The interface can change in the future.
/home/docs/checkouts/readthedocs.org/user_builds/optuna-zh-cn/envs/latest/lib/python3.7/site-packages/lightgbm/engine.py:239: UserWarning:
'verbose_eval' argument is deprecated and will be removed in a future release of LightGBM. Pass 'log_evaluation()' callback via 'callbacks' argument instead.
Trial 2 finished with value: 0.972027972027972 and parameters: {'bagging_fraction': 0.4790265485370792, 'bagging_freq': 0, 'min_child_samples': 52}. Best is trial 2 with value: 0.972027972027972.
/home/docs/checkouts/readthedocs.org/user_builds/optuna-zh-cn/envs/latest/lib/python3.7/site-packages/lightgbm/engine.py:239: UserWarning:
'verbose_eval' argument is deprecated and will be removed in a future release of LightGBM. Pass 'log_evaluation()' callback via 'callbacks' argument instead.
Trial 3 finished with value: 0.986013986013986 and parameters: {'bagging_fraction': 0.871999548285771, 'bagging_freq': 6, 'min_child_samples': 79}. Best is trial 3 with value: 0.986013986013986.
/home/docs/checkouts/readthedocs.org/user_builds/optuna-zh-cn/envs/latest/lib/python3.7/site-packages/lightgbm/engine.py:239: UserWarning:
'verbose_eval' argument is deprecated and will be removed in a future release of LightGBM. Pass 'log_evaluation()' callback via 'callbacks' argument instead.
Trial 4 finished with value: 0.972027972027972 and parameters: {'bagging_fraction': 0.6430934932000298, 'bagging_freq': 4, 'min_child_samples': 69}. Best is trial 3 with value: 0.986013986013986.
/home/docs/checkouts/readthedocs.org/user_builds/optuna-zh-cn/envs/latest/lib/python3.7/site-packages/lightgbm/engine.py:239: UserWarning:
'verbose_eval' argument is deprecated and will be removed in a future release of LightGBM. Pass 'log_evaluation()' callback via 'callbacks' argument instead.
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Trial 15 finished with value: 0.965034965034965 and parameters: {'bagging_fraction': 0.7055398871356235, 'bagging_freq': 3, 'min_child_samples': 6}. Best is trial 3 with value: 0.986013986013986.
/home/docs/checkouts/readthedocs.org/user_builds/optuna-zh-cn/envs/latest/lib/python3.7/site-packages/lightgbm/engine.py:239: UserWarning:
'verbose_eval' argument is deprecated and will be removed in a future release of LightGBM. Pass 'log_evaluation()' callback via 'callbacks' argument instead.
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Trial 44 finished with value: 0.9790209790209791 and parameters: {'bagging_fraction': 0.6761135150854422, 'bagging_freq': 5, 'min_child_samples': 11}. Best is trial 3 with value: 0.986013986013986.
/home/docs/checkouts/readthedocs.org/user_builds/optuna-zh-cn/envs/latest/lib/python3.7/site-packages/lightgbm/engine.py:239: UserWarning:
'verbose_eval' argument is deprecated and will be removed in a future release of LightGBM. Pass 'log_evaluation()' callback via 'callbacks' argument instead.
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Trial 71 finished with value: 0.972027972027972 and parameters: {'bagging_fraction': 0.8551267429082452, 'bagging_freq': 6, 'min_child_samples': 15}. Best is trial 3 with value: 0.986013986013986.
/home/docs/checkouts/readthedocs.org/user_builds/optuna-zh-cn/envs/latest/lib/python3.7/site-packages/lightgbm/engine.py:239: UserWarning:
'verbose_eval' argument is deprecated and will be removed in a future release of LightGBM. Pass 'log_evaluation()' callback via 'callbacks' argument instead.
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Trial 74 finished with value: 0.986013986013986 and parameters: {'bagging_fraction': 0.8767555146302938, 'bagging_freq': 7, 'min_child_samples': 18}. Best is trial 3 with value: 0.986013986013986.
/home/docs/checkouts/readthedocs.org/user_builds/optuna-zh-cn/envs/latest/lib/python3.7/site-packages/lightgbm/engine.py:239: UserWarning:
'verbose_eval' argument is deprecated and will be removed in a future release of LightGBM. Pass 'log_evaluation()' callback via 'callbacks' argument instead.
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Total running time of the script: ( 0 minutes 6.277 seconds)