CMA-ES achieves strong performance for continuous optimization, but there is still room for improvement in mixed-integer search spaces. To address this, we have added support for the "CMA-ES with Margin" algorithm to our CmaEsSampler, which makes it more efficient in these cases. You can see the benchmark results here. For more detailed information about CMA-ES with Margin, please refer to the paper “CMA-ES with Margin: Lower-Bounding Marginal Probability for Mixed-Integer Black-Box Optimization - arXiv”, which has been accepted for presentation at GECCO 2022.
import optuna
from optuna.samplers import CmaEsSampler
def objective(trial):
x = trial.suggest_float("y", -10, 10, step=0.1)
y = trial.suggest_int("x", -100, 100)
return x**2 + y
study = optuna.create_study(sampler=CmaEsSampler(with_margin=True))
study.optimize(objective)
Distributed Optimization via NFS
JournalFileStorage, a file storage backend based on JournalStorage, supports NFS (Network File System) environments. It is the easiest option for users who wish to execute distributed optimization in environments where it is difficult to set up database servers such as MySQL, PostgreSQL or Redis (e.g. #815, #1330, #1457 and #2216).
import optuna
from optuna.storages import JournalStorage, JournalFileStorage
def objective(trial):
x = trial.suggest_float("x", -100, 100)
y = trial.suggest_float("y", -100, 100)
return x**2 + y
storage = JournalStorage(JournalFileStorage("./journal.log"))
study = optuna.create_study(storage=storage)
study.optimize(objective)
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Commits
6adfe8c Merge pull request #4346 from HideakiImamura/bump-version-number-3.1.0
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Bumps optuna from 2.10.0 to 3.1.0.
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Sourced from optuna's releases.
... (truncated)
Commits
6adfe8cMerge pull request #4346 from HideakiImamura/bump-version-number-3.1.0c7097f3Bump version number to 3.1.045e441bMerge pull request #4239 from c-bata/cmaes-obsoleted-system-attrs86b9288Merge pull request #4327 from nzw0301/add-python-3.11-integration-cifd841edMerge pull request #4276 from Alnusjaponica/fix-checks-integration-chainer74735d6Merge pull request #4344 from toshihikoyanase/fix-processgroup-import67c9ab3Fix import of ProcessGroup48fec20Merge pull request #4281 from Alnusjaponica/fix-checks-integration-pytorch-di...618af22Merge pull request #4279 from Alnusjaponica/fix-checks-integration-test-pytor...7102474Merge pull request #4334 from nzw0301/update-brute-force-sampler-docsDependabot will resolve any conflicts with this PR as long as you don't alter it yourself. You can also trigger a rebase manually by commenting
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