AutoML-Optuna

一、安装

train:

pip install optuna

web board:

pip install optuna-dashboard

二、 示例

执行 quick_start.py

import optuna


def objective(trial):
    x = trial.suggest_float("x", -100, 100)
    y = trial.suggest_categorical("y", [-1, 0, 1])
    z = trial.suggest_float("z", -10, 10)
    return x ** 2 + y + z


if __name__ == "__main__":
    study = optuna.create_study(
        storage="sqlite:///db.sqlite3",  # Specify the storage URL here.
        study_name="quadratic-simple3"
    )
    study.optimize(objective, n_trials=100)
    print(f"Best value: {study.best_value} (params: {study.best_params})")

web board 查看

optuna-dashboard sqlite:///db.sqlite3

结果展示:

score优化示例

import optuna

study = optuna.create_study()
print(f"Sampler is {study.sampler.__class__.__name__}")

study = optuna.create_study(sampler=optuna.samplers.RandomSampler())
print(f"Sampler is {study.sampler.__class__.__name__}")

study = optuna.create_study(sampler=optuna.samplers.CmaEsSampler())
print(f"Sampler is {study.sampler.__class__.__name__}")

import logging
import sys

import sklearn.datasets
import sklearn.linear_model
import sklearn.model_selection


def objective(trial):
    iris = sklearn.datasets.load_iris()
    classes = list(set(iris.target))
    train_x, valid_x, train_y, valid_y = sklearn.model_selection.train_test_split(
        iris.data, iris.target, test_size=0.25, random_state=0
    )

    alpha = trial.suggest_float("alpha", 1e-5, 1e-1, log=True)
    clf = sklearn.linear_model.SGDClassifier(alpha=alpha)

    for step in range(100):
        clf.partial_fit(train_x, train_y, classes=classes)

        # Report intermediate objective value.
        intermediate_value = 1.0 - clf.score(valid_x, valid_y)
        trial.report(intermediate_value, step)

        # Handle pruning based on the intermediate value.
        if trial.should_prune():
            raise optuna.TrialPruned()

    return 1.0 - clf.score(valid_x, valid_y)


# Add stream handler of stdout to show the messages
optuna.logging.get_logger("optuna").addHandler(logging.StreamHandler(sys.stdout))
study = optuna.create_study(pruner=optuna.pruners.MedianPruner())
study.optimize(objective, n_trials=20)

print(study.trials_dataframe())
print("===")

输出：

三、总结

1. 使用简单，能灵活自定义object funcion

2. 有Dashboard 能实时的监控数据，进行画图