AutoSampler

Abstract

This package automatically selects an appropriate sampler for the provided search space based on the developers’ recommendation. The following articles provide detailed information about AutoSampler.

• 📰 AutoSampler: Automatic Selection of Optimization Algorithms in Optuna
• 📰 AutoSampler: Full Support for Multi-Objective & Constrained Optimization

APIs

• AutoSampler(*, seed: int | None = None, constraints_func: Callable[[FrozenTrial], Sequence[float]] | None = None)
  • seed: Random seed to initialize internal random number generator. Defaults to None (a seed is picked randomly).
  • constraints_func: An optional function that computes the objective constraints. It must take a FrozenTrial and return the constraints. The return value must be a sequence of floats. A value strictly larger than 0 means that a constraints is violated. A value equal to or smaller than 0 is considered feasible. If constraints_func returns more than one value for a trial, that trial is considered feasible if and only if all values are equal to 0 or smaller. The constraints_func will be evaluated after each successful trial.

This sampler currently accepts only seed and constraints_func. These arguments follow the same convention as the other samplers, so please take a look at the reference.

Installation

This sampler requires optional dependencies of Optuna.

$ pip install optunahub cmaes torch scipy

Note that since we may update the implementation of AutoSampler, it is highly encouraged to use the latest version of Optuna.

Example

import optuna
import optunahub


def objective(trial):
  x = trial.suggest_float("x", -5, 5)
  y = trial.suggest_float("y", -5, 5)
  return x**2 + y**2


module = optunahub.load_module(package="samplers/auto_sampler")
study = optuna.create_study(sampler=module.AutoSampler())
study.optimize(objective, n_trials=300)

Test

To execute the tests for AutoSampler, please run the following commands. The test file is provided in the package. Please use optuna>=4.8 to run the tests.

pip install pytest

pytest package/samplers/auto_sampler/tests/