Data Base Archive

[pfistfl]

This is a feature request, based on my experiences with Optuna.

Optuna offers saving runs to a database (see here).
This allows for restarting optimization runs or re-use results from previous experiments.
(E.g. I ran a random search previously and now would like my next BO / HB / etc. to know about existing results.)

We could offer this on two levels:

• write archive to a database, start from archive
• write opt progress to a database

Benefits:

• I can cancel optimization runs and do not loose all information
• I can transfer optimization runs between machines by just porting the sqlite DB
• I become more robust to crashes / outside influence (e.g. on servers)
• I can at a later point just decide I want to spend more compute on something and do not loose the compute I invested before.

The API in Optuna is pretty cool, I think this might be sufficient and is simple enough and could be re-used.

[sebffischer]

@pfistfl @be-marc Maybe we could solve this with callbacks?

[be-marc]

Done with ArchiveAsync.