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Optuna: A hyperparameter optimization framework

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Optuna is an automatic hyperparameter optimization software framework, particularly designed for machine learning. It features an imperative, define-by-run style user API. Thanks to our define-by-run API, the code written with Optuna enjoys high modularity, and the user of Optuna can dynamically construct the search spaces for the hyperparameters.

News

  • 2020-08-07 We are welcoming contributions and are working on streamlining the experience. Read more about it in the blog

Key Features

Optuna has modern functionalities as follows:

Basic Concepts

We use the terms study and trial as follows:

  • Study: optimization based on an objective function
  • Trial: a single execution of the objective function

Please refer to sample code below. The goal of a study is to find out the optimal set of hyperparameter values (e.g., classifier and svm_c) through multiple trials (e.g., n_trials=100). Optuna is a framework designed for the automation and the acceleration of the optimization studies.

Open in Colab

import ...

# Define an objective function to be minimized.
def objective(trial):

    # Invoke suggest methods of a Trial object to generate hyperparameters.
    regressor_name = trial.suggest_categorical('classifier', ['SVR', 'RandomForest'])
    if regressor_name == 'SVR':
        svr_c = trial.suggest_loguniform('svr_c', 1e-10, 1e10)
        regressor_obj = sklearn.svm.SVR(C=svr_c)
    else:
        rf_max_depth = trial.suggest_int('rf_max_depth', 2, 32)
        regressor_obj = sklearn.ensemble.RandomForestRegressor(max_depth=rf_max_depth)

    X, y = sklearn.datasets.load_boston(return_X_y=True)
    X_train, X_val, y_train, y_val = sklearn.model_selection.train_test_split(X, y, random_state=0)

    regressor_obj.fit(X_train, y_train)
    y_pred = regressor_obj.predict(X_val)

    error = sklearn.metrics.mean_squared_error(y_val, y_pred)

    return error  # An objective value linked with the Trial object.

study = optuna.create_study()  # Create a new study.
study.optimize(objective, n_trials=100)  # Invoke optimization of the objective function.

Integrations

Integrations modules, which allow pruning, or early stopping, of unpromising trials are available for the following libraries:

Installation

Optuna is available at the Python Package Index and on Anaconda Cloud.

# PyPI
$ pip install optuna
# Anaconda Cloud
$ conda install -c conda-forge optuna

Optuna supports Python 3.5 or newer.

Also, we also provide Optuna docker images on DockerHub.

Communication

Contribution

Any contributions to Optuna are more than welcome!

If you are new to Optuna, please check the good first issues. They are relatively simple, well-defined and are often good starting points for you to get familiar with the contribution workflow and other developers.

If you already have contributed to Optuna, we recommend the other contribution-welcome issues.

For general guidelines how to contribute to the project, take a look at CONTRIBUTING.md.

Reference

Takuya Akiba, Shotaro Sano, Toshihiko Yanase, Takeru Ohta, and Masanori Koyama. 2019. Optuna: A Next-generation Hyperparameter Optimization Framework. In KDD (arXiv).

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