File: optuna.visualization.matplotlib.edf.py

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"""

plot_edf
========

.. autofunction:: optuna.visualization.matplotlib.plot_edf

The following code snippet shows how to plot EDF.

"""

import math

import optuna


def ackley(x, y):
    a = 20 * math.exp(-0.2 * math.sqrt(0.5 * (x**2 + y**2)))
    b = math.exp(0.5 * (math.cos(2 * math.pi * x) + math.cos(2 * math.pi * y)))
    return -a - b + math.e + 20


def objective(trial, low, high):
    x = trial.suggest_float("x", low, high)
    y = trial.suggest_float("y", low, high)
    return ackley(x, y)


sampler = optuna.samplers.RandomSampler(seed=10)

# Widest search space.
study0 = optuna.create_study(study_name="x=[0,5), y=[0,5)", sampler=sampler)
study0.optimize(lambda t: objective(t, 0, 5), n_trials=500)

# Narrower search space.
study1 = optuna.create_study(study_name="x=[0,4), y=[0,4)", sampler=sampler)
study1.optimize(lambda t: objective(t, 0, 4), n_trials=500)

# Narrowest search space but it doesn't include the global optimum point.
study2 = optuna.create_study(study_name="x=[1,3), y=[1,3)", sampler=sampler)
study2.optimize(lambda t: objective(t, 1, 3), n_trials=500)

optuna.visualization.matplotlib.plot_edf([study0, study1, study2])