Skip to content
Advertisement

Tag: optuna

When using the optuna plugin for hydra, can I import the search space from another config file?

I want to hyper-parameter optimize multiple time series forecasting models on the same data. I’m using the Optuna Sweeper plugin for Hydra. The different models have different hyper-parameters and therefore different search spaces. At the moment my config file looks like this: Now, when I run the main_val.py file with –multirun, I get the optimal hyper-parameters for Ets. Great. But

Best parameters of an Optuna multi-objective optimization

When performing a single-objective optimization with Optuna, the best parameters of the study are accessible using: If I want to perform a multi-objective optimization, this would be become for example : This works, but the command study.best_params fails with RuntimeError: The best trial of a ‘study’ is only supported for single-objective optimization. How can I get the best parameters for

Advertisement