import optuna
import sklearn
import warnings
+import re
N_TRIALS = 36
TEST_SIZE = 0.1
start = time.time()
if self.__optuna_hyperopt:
- study_name = dk.pair
+ study_name = str(dk.pair)
storage_dir = str(dk.full_path).rsplit("/", 1)
pruner = optuna.pruners.HyperbandPruner()
study = optuna.create_study(
),
pruner=pruner,
direction=optuna.study.StudyDirection.MINIMIZE,
- storage=f"sqlite:///{storage_dir}/optuna-lgbm.sqlite",
+ storage=optuna.storages.JournalStorage(
+ optuna.storages.journal.JournalFileBackend(
+ f"{storage_dir}/optuna-lgbm-{sanitize_path(study_name)}.log"
+ )
+ ),
load_if_exists=True,
)
study.optimize(
error = sklearn.metrics.root_mean_squared_error(y_test, y_pred)
return error
+
+
+def sanitize_path(path: str) -> str:
+ allowed = re.compile(r"[^A-Za-z0-9 _\-\.\(\)]")
+ return allowed.sub("_", path)
import optuna
import sklearn
import warnings
+import re
N_TRIALS = 36
TEST_SIZE = 0.1
start = time.time()
if self.__optuna_hyperopt:
- study_name = dk.pair
+ study_name = str(dk.pair)
storage_dir = str(dk.full_path).rsplit("/", 1)
pruner = optuna.pruners.HyperbandPruner()
study = optuna.create_study(
),
pruner=pruner,
direction=optuna.study.StudyDirection.MINIMIZE,
- storage=f"sqlite:///{storage_dir}/optuna-xgboost.sqlite",
+ storage=optuna.storages.journal.JournalFileBackend(
+ f"{storage_dir}/optuna-xgboost-{sanitize_path(study_name)}.log"
+ ),
load_if_exists=True,
)
study.optimize(
error = sklearn.metrics.root_mean_squared_error(y_test, y_pred)
return error
+
+
+def sanitize_path(path: str) -> str:
+ allowed = re.compile(r"[^A-Za-z0-9 _\-\.\(\)]")
+ return allowed.sub("_", path)