Bump optuna from 2.3.0 to 3.1.0

[dependabot]

Bumps optuna from 2.3.0 to 3.1.0.

Release notes

Sourced from optuna's releases.

v3.1.0

This is the release note of v3.1.0.

This is not something you have to read from top to bottom to learn about the summary of Optuna v3.1. The recommended way is reading the release blog.

Highlights

New Features

CMA-ES with Margin

CMA-ES	CMA-ES with Margin

“The animation is referred from https://github.com/EvoConJP/CMA-ES_with_Margin, which is distributed under the MIT license.”

CMA-ES achieves strong performance for continuous optimization, but there is still room for improvement in mixed-integer search spaces. To address this, we have added support for the "CMA-ES with Margin" algorithm to our CmaEsSampler, which makes it more efficient in these cases. You can see the benchmark results here. For more detailed information about CMA-ES with Margin, please refer to the paper “CMA-ES with Margin: Lower-Bounding Marginal Probability for Mixed-Integer Black-Box Optimization - arXiv”, which has been accepted for presentation at GECCO 2022.

import optuna
from optuna.samplers import CmaEsSampler
def objective(trial):
x = trial.suggest_float("y", -10, 10, step=0.1)
y = trial.suggest_int("x", -100, 100)
return x**2 + y
study = optuna.create_study(sampler=CmaEsSampler(with_margin=True))
study.optimize(objective)

Distributed Optimization via NFS

JournalFileStorage, a file storage backend based on JournalStorage, supports NFS (Network File System) environments. It is the easiest option for users who wish to execute distributed optimization in environments where it is difficult to set up database servers such as MySQL, PostgreSQL or Redis (e.g. #815, #1330, #1457 and #2216).

import optuna
from optuna.storages import JournalStorage, JournalFileStorage
def objective(trial):
x = trial.suggest_float("x", -100, 100)
y = trial.suggest_float("y", -100, 100)
return x**2 + y
storage = JournalStorage(JournalFileStorage("./journal.log"))
study = optuna.create_study(storage=storage)
study.optimize(objective)

... (truncated)

Commits

• 6adfe8c Merge pull request #4346 from HideakiImamura/bump-version-number-3.1.0
• c7097f3 Bump version number to 3.1.0
• 45e441b Merge pull request #4239 from c-bata/cmaes-obsoleted-system-attrs
• 86b9288 Merge pull request #4327 from nzw0301/add-python-3.11-integration-ci
• fd841ed Merge pull request #4276 from Alnusjaponica/fix-checks-integration-chainer
• 74735d6 Merge pull request #4344 from toshihikoyanase/fix-processgroup-import
• 67c9ab3 Fix import of ProcessGroup
• 48fec20 Merge pull request #4281 from Alnusjaponica/fix-checks-integration-pytorch-di...
• 618af22 Merge pull request #4279 from Alnusjaponica/fix-checks-integration-test-pytor...
• 7102474 Merge pull request #4334 from nzw0301/update-brute-force-sampler-docs
• Additional commits viewable in compare view

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[codecov-commenter]

Codecov Report

Merging #201 (3d92189) into master (897811b) will not change coverage.
The diff coverage is n/a.

@@            Coverage Diff            @@
##            master      #201   +/-   ##
=========================================
  Coverage   100.00%   100.00%           
=========================================
  Files            7         7           
  Lines          544       544           
  Branches        98        98           
=========================================
  Hits           544       544           

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