[Optuna Sweeper Plugin] - Store Optuna study object for automatic plotting!

[BernardoFerreira]

🚀 Feature Request

• It would be awesome if the Optuna study object created here was stored in the sweep output directory when using the Optuna Sweeper plugin (e.g., where optimization_results.yaml is stored by default).

• Such storage could be made optional in the Hydra config file by means of a boolean parameter of Optuna sweeper, set as False by default.

Motivation

• Access to the Optuna study object would allow users to take advantage of optuna.visualization to automatically generate all sort of relevant plots in the context of hyperparameter optimization;

Pitch

Describe the solution you'd like

• Optional parameter of Optuna sweeper in Hydra configuration file (by default False);
• If True, then Optuna study object is stored in sweep directory (as done for optimization_results.yaml here)
• Storage can be made with pickle or similar;

[gil2rok]

Seconded! Would be a helpful feature.

[CharlesAttend]

Up! It could be a really usefull feature to plot the study afterward.