Differential Evolution with Hyperband (DEHB) Sampler

Class or Function Names

• DEHBSampler
• DEHBPruner

Installation

There is no additional installation required for this sampler and pruner, but if you want to run the example.py script, you need to install the following packages:

$ pip install sklearn

Example

sampler = DEHBSampler()
pruner = DEHBPruner(min_resource=1, max_resource=n_train_iter, reduction_factor=3)
study = optuna.create_study(sampler=sampler, pruner=pruner)

See example.py for a full example. The following figures are obtained from the analysis of the optimization.

Others

References

Awad, N. H., Mallik, N., & Hutter, F. (2021). DEHB: Evolutionary hyberband for scalable, robust and efficient hyperparameter optimization. In Z. Zhou (Ed.), Proceedings of the Thirtieth International Joint Conference on Artificial Intelligence (IJCAI-21) (pp. 2147–2153).

See the paper for more details.