Merge pull request optuna#4747 from Alnusjaponica/fix-BruteForceSampler

Make BruteForceSampler consider failed trials
Alnusjaponica · Jun 22, 2023 · 0af57a1 · 0af57a1
2 parents 67d976e + 820a523
commit 0af57a1
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diff --git a/optuna/samplers/_brute_force.py b/optuna/samplers/_brute_force.py
@@ -187,6 +187,7 @@ def sample_independent(
                 TrialState.COMPLETE,
                 TrialState.PRUNED,
                 TrialState.RUNNING,
+                TrialState.FAIL,
             ),
         )
         tree = self._build_tree((t for t in trials if t.number != trial.number), trial.params)
@@ -210,6 +211,7 @@ def after_trial(
                 TrialState.COMPLETE,
                 TrialState.PRUNED,
                 TrialState.RUNNING,
+                TrialState.FAIL,
             ),
         )
         tree = self._build_tree(

diff --git a/tests/samplers_tests/test_brute_force.py b/tests/samplers_tests/test_brute_force.py
@@ -275,3 +275,18 @@ def objective_decreasing_variable(trial: Trial) -> float:
     )
     with pytest.raises(ValueError):
         study.optimize(objective_decreasing_variable, n_trials=10)
+
+
+def test_study_optimize_with_failed_trials() -> None:
+    def objective(trial: Trial) -> float:
+        x = trial.suggest_int("x", 0, 99)  # NOQA[F811]
+        return np.nan
+
+    study = optuna.create_study(sampler=samplers.BruteForceSampler())
+    study.optimize(objective, n_trials=100)
+
+    expected_suggested_values = [{"x": i} for i in range(100)]
+    all_suggested_values = [t.params for t in study.trials]
+    assert len(all_suggested_values) == len(expected_suggested_values)
+    for a in expected_suggested_values:
+        assert a in all_suggested_values