From 2ab487355b2fe9ff55f6be95afa72ffd8406bb2a Mon Sep 17 00:00:00 2001 From: Naoto Mizuno Date: Thu, 23 May 2024 16:54:47 +0900 Subject: [PATCH 1/2] Add built-in GPSampler --- package/samplers/gp/LICENSE | 21 +++++++++++++++++++ package/samplers/gp/README.md | 36 +++++++++++++++++++++++++++++++++ package/samplers/gp/__init__.py | 4 ++++ 3 files changed, 61 insertions(+) create mode 100644 package/samplers/gp/LICENSE create mode 100644 package/samplers/gp/README.md create mode 100644 package/samplers/gp/__init__.py diff --git a/package/samplers/gp/LICENSE b/package/samplers/gp/LICENSE new file mode 100644 index 00000000..4e2b34c1 --- /dev/null +++ b/package/samplers/gp/LICENSE @@ -0,0 +1,21 @@ +MIT License + +Copyright (c) 2024 Preferred Networks, Inc. + +Permission is hereby granted, free of charge, to any person obtaining a copy +of this software and associated documentation files (the "Software"), to deal +in the Software without restriction, including without limitation the rights +to use, copy, modify, merge, publish, distribute, sublicense, and/or sell +copies of the Software, and to permit persons to whom the Software is +furnished to do so, subject to the following conditions: + +The above copyright notice and this permission notice shall be included in all +copies or substantial portions of the Software. + +THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR +IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, +FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE +AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER +LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, +OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE +SOFTWARE. diff --git a/package/samplers/gp/README.md b/package/samplers/gp/README.md new file mode 100644 index 00000000..1f59a9aa --- /dev/null +++ b/package/samplers/gp/README.md @@ -0,0 +1,36 @@ +--- +author: 'Optuna team' +title: 'Gaussian Process-Based Sampler' +description: 'Sampler using Gaussian process-based Bayesian optimization.' +tags: ['sampler', 'built-in'] +optuna_versions: ['3.6.1'] +license: 'MIT License' +--- + +## Class or Function Names +- GPSampler + +## Installation +```bash +pip install scipy pytorch +``` + +## Example +```python +import optuna +import optunahub + + +def objective(trial): + x = trial.suggest_float("x", -5, 5) + return x**2 + + +mod = optunahub.load_module("samplers/gp") +sampler = mod.GPSampler() +study = optuna.create_study(sampler=sampler) +study.optimize(objective, n_trials=100) +``` + +## Others +See the [documentation](https://optuna.readthedocs.io/en/stable/reference/samplers/generated/optuna.samplers.GPSampler.html) for more details. diff --git a/package/samplers/gp/__init__.py b/package/samplers/gp/__init__.py new file mode 100644 index 00000000..20772eb0 --- /dev/null +++ b/package/samplers/gp/__init__.py @@ -0,0 +1,4 @@ +from optuna.samplers import GPSampler + + +__all__ = ["GPSampler"] From f83e83cbd0b403ac65aa9e08f8f99434a0b29f6d Mon Sep 17 00:00:00 2001 From: Naoto Mizuno Date: Fri, 24 May 2024 15:12:23 +0900 Subject: [PATCH 2/2] Add requirements.txt --- package/samplers/gp/requirements.txt | 2 ++ 1 file changed, 2 insertions(+) create mode 100644 package/samplers/gp/requirements.txt diff --git a/package/samplers/gp/requirements.txt b/package/samplers/gp/requirements.txt new file mode 100644 index 00000000..6a70935c --- /dev/null +++ b/package/samplers/gp/requirements.txt @@ -0,0 +1,2 @@ +scipy +pytorch