"""This example demonstrates the usage of Optuna with Ray Tune for multi-objective optimization. Please note that schedulers may not work correctly with multi-objective optimization. Requires the Optuna library to be installed (`pip install optuna`). """ import time import ray from ray import tune from ray.tune.search import ConcurrencyLimiter from ray.tune.search.optuna import OptunaSearch def evaluation_fn(step, width, height): return (0.1 + width * step / 100) ** (-1) + height * 0.1 def easy_objective(config): # Hyperparameters width, height = config["width"], config["height"] for step in range(config["steps"]): # Iterative training function - can be any arbitrary training procedure intermediate_score = evaluation_fn(step, width, height) # Feed the score back back to Tune. tune.report( { "iterations": step, "loss": intermediate_score, "gain": intermediate_score * width, } ) time.sleep(0.1) def run_optuna_tune(smoke_test=False): algo = OptunaSearch(metric=["loss", "gain"], mode=["min", "max"]) algo = ConcurrencyLimiter(algo, max_concurrent=4) tuner = tune.Tuner( easy_objective, tune_config=tune.TuneConfig( search_alg=algo, num_samples=10 if smoke_test else 100, ), param_space={ "steps": 100, "width": tune.uniform(0, 20), "height": tune.uniform(-100, 100), # This is an ignored parameter. "activation": tune.choice(["relu", "tanh"]), }, ) results = tuner.fit() print( "Best hyperparameters for loss found were: ", results.get_best_result("loss", "min").config, ) print( "Best hyperparameters for gain found were: ", results.get_best_result("gain", "max").config, ) if __name__ == "__main__": import argparse parser = argparse.ArgumentParser() parser.add_argument( "--smoke-test", action="store_true", help="Finish quickly for testing" ) args, _ = parser.parse_known_args() ray.init(configure_logging=False) run_optuna_tune(smoke_test=args.smoke_test)