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Add CMA-ES Sampler. #447

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merged 23 commits into from
Jul 26, 2019
Merged

Add CMA-ES Sampler. #447

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bcf27df
Add CMA-ES based sampler.
toshihikoyanase Jul 10, 2019
d741162
Update document and setup.
toshihikoyanase Jul 10, 2019
87e60fa
Add tests for CmaEsSampler.
toshihikoyanase Jul 10, 2019
2d0c6c7
Change args of CmaEsSampler.__init__.
toshihikoyanase Jul 10, 2019
58af214
Suppress cma's log.
toshihikoyanase Jul 12, 2019
8d368f7
Fix tests.
toshihikoyanase Jul 12, 2019
a978893
Merge branch 'master' into cma-sampler
toshihikoyanase Jul 17, 2019
dfce281
Move an import sentence.
toshihikoyanase Jul 19, 2019
ba991d5
Remove duplicated test cases.
toshihikoyanase Jul 19, 2019
cb557f0
Fix comments and type hint for CmaEsSampler.
toshihikoyanase Jul 23, 2019
617e067
Fix ambiguous comment.
toshihikoyanase Jul 23, 2019
ede649f
Rename a test function.
toshihikoyanase Jul 23, 2019
5b4508b
Add n_startup_trials option.
toshihikoyanase Jul 23, 2019
1747d0a
Calculate sigma0 in every trial.
toshihikoyanase Jul 23, 2019
a057251
Fix logic to collect target trials.
toshihikoyanase Jul 23, 2019
2c5f0a1
Add comments about issues on implementation.
toshihikoyanase Jul 23, 2019
98cc746
Fix a mistake in a comment.
toshihikoyanase Jul 23, 2019
e9f2934
Fix calculation of individual index in _Optimizer.ask().
toshihikoyanase Jul 24, 2019
90f5ef5
Add a min value for sigma0 to avoid ZeroDivisionError.
toshihikoyanase Jul 24, 2019
922b418
Add a comment about parallel execution.
toshihikoyanase Jul 24, 2019
119372d
Fix comments to reflect review points.
toshihikoyanase Jul 26, 2019
32e5838
Fix the comment about single-valued distributions.
toshihikoyanase Jul 26, 2019
32f2793
Shorten the comment.
toshihikoyanase Jul 26, 2019
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4 changes: 4 additions & 0 deletions docs/source/reference/integration.rst
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Expand Up @@ -9,6 +9,10 @@ Integration
.. autoclass:: ChainerMNStudy
:members:

.. autoclass:: CmaEsSampler
:members:
:exclude-members: infer_relative_search_space, sample_relative, sample_independent

.. autoclass:: KerasPruningCallback
:members:

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2 changes: 2 additions & 0 deletions optuna/integration/__init__.py
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Expand Up @@ -9,6 +9,7 @@
_import_structure = {
'chainer': ['ChainerPruningExtension'],
'chainermn': ['ChainerMNStudy'],
'cma': ['CmaEsSampler'],
'keras': ['KerasPruningCallback'],
'lightgbm': ['LightGBMPruningCallback'],
'mxnet': ['MXNetPruningCallback'],
Expand All @@ -24,6 +25,7 @@
if sys.version_info[0] == 2 or TYPE_CHECKING:
from optuna.integration.chainer import ChainerPruningExtension # NOQA
from optuna.integration.chainermn import ChainerMNStudy # NOQA
from optuna.integration.cma import CmaEsSampler # NOQA
from optuna.integration.keras import KerasPruningCallback # NOQA
from optuna.integration.lightgbm import LightGBMPruningCallback # NOQA
from optuna.integration.mxnet import MXNetPruningCallback # NOQA
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