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optuna.importance

docs/source/reference/importance.rst

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.. module:: optuna.importance

optuna.importance

The :mod:~optuna.importance module provides functionality for evaluating hyperparameter importances based on completed trials in a given study. The utility function :func:~optuna.importance.get_param_importances takes a :class:~optuna.study.Study and optional evaluator as two of its inputs. The evaluator must derive from :class:~optuna.importance.BaseImportanceEvaluator, and is initialized as a :class:~optuna.importance.FanovaImportanceEvaluator by default when not passed in. Users implementing custom evaluators should refer to either :class:~optuna.importance.FanovaImportanceEvaluator, :class:~optuna.importance.MeanDecreaseImpurityImportanceEvaluator, or :class:~optuna.importance.PedAnovaImportanceEvaluator as a guide, paying close attention to the format of the return value from the Evaluator's evaluate function.

.. note::

Although the default importance evaluator in Optuna is :class:~optuna.importance.FanovaImportanceEvaluator, Optuna Dashboard uses a light-weight evaluator, i.e., :class:~optuna.importance.PedAnovaImportanceEvaluator, for runtime performance purposes, yielding a different result.

.. autosummary:: :toctree: generated/ :nosignatures:

get_param_importances FanovaImportanceEvaluator MeanDecreaseImpurityImportanceEvaluator PedAnovaImportanceEvaluator