start = time.time()
if self.__optuna_hyperopt:
+ storage_dir, study_name = str(dk.full_path).rsplit("/", 1)
pruner = optuna.pruners.HyperbandPruner()
- study = optuna.create_study(pruner=pruner, direction="minimize")
+ study = optuna.create_study(
+ study_name=study_name,
+ sampler=optuna.samplers.TPESampler(
+ multivariate=True,
+ group=True,
+ ),
+ pruner=pruner,
+ direction=optuna.study.StudyDirection.MINIMIZE,
+ storage=f"sqlite:///{storage_dir}/optuna-lgbm.sqlite",
+ load_if_exists=True,
+ )
study.optimize(
lambda trial: objective(
trial,
n_trials=self.__optuna_config.get("n_trials", N_TRIALS),
n_jobs=self.__optuna_config.get("n_jobs", 1),
timeout=self.__optuna_config.get("timeout", 3600),
+ gc_after_trial=True,
)
self.__optuna_hp = study.best_params
start = time.time()
if self.__optuna_hyperopt:
+ storage_dir, study_name = str(dk.full_path).rsplit("/", 1)
pruner = optuna.pruners.HyperbandPruner()
- study = optuna.create_study(pruner=pruner, direction="minimize")
+ study = optuna.create_study(
+ study_name=study_name,
+ sampler=optuna.samplers.TPESampler(
+ multivariate=True,
+ group=True,
+ ),
+ pruner=pruner,
+ direction=optuna.study.StudyDirection.MINIMIZE,
+ storage=f"sqlite:///{storage_dir}/optuna-xgboost.sqlite",
+ load_if_exists=True,
+ )
study.optimize(
lambda trial: objective(
trial,
n_trials=self.__optuna_config.get("n_trials", N_TRIALS),
n_jobs=self.__optuna_config.get("n_jobs", 1),
timeout=self.__optuna_config.get("timeout", 3600),
+ gc_after_trial=True,
)
self.__optuna_hp = study.best_params