I can not find any examples how to incorporate optuna checkpoinsts.
This works but not with optuna checkpoints:
study_name = f"study_{myKey}_{part}_{qRank}"
db_name = f"{myKey}_{part}_{qRank}.db"
db_path = psl.get_script_path(db_name)
db_path = f"sqlite:///{db_path}"
try:
study = optuna.create_study(
study_name = study_name,
storage = db_path, # Ensure the study is stored persistently
load_if_exists = True, # Load the existing study if it already exists
direction = "minimize", # Or "maximize" depending on your objective
)
algoConf1 = AutoNHITS.get_default_config(h=horiz, backend="optuna")
def config_ov_2(trial):
config = {**algoConf1(trial)}
config.update({
"max_steps":maxSteps,
"futr_exog_list":exogNames,
"hist_exog_list":exogNames
})
return config
model = AutoNHITS(h=horiz,loss=MAE(),config=config_ov_2,search_alg=optuna.samplers.TPESampler(),backend='optuna',num_samples=folds)
models.append(model)
except Exception as e:
print(f"Failed to configure or instantiate MLP for key '{myKey}': {e}")
psl.errorLog(pd,myKey,e)
Description
I can not find any examples how to incorporate optuna checkpoinsts.
This works but not with optuna checkpoints:
Link
No response