Optuna Integration (#215)

* optuna integration and tests

* optuna integration

* optuna integration

* added typing for tests

Author: GoldenCorgi

hiplot/experiment.py

@@ -15,6 +15,7 @@
 if tp.TYPE_CHECKING:
     import pandas as pd
     from .streamlit_helpers import ExperimentStreamlitComponent
+    import optuna
 
 DisplayableType = tp.Union[bool, int, float, str]
 
@@ -502,6 +503,31 @@ def from_dataframe(dataframe: "pd.DataFrame") -> "Experiment":  # No type hint t
 
         return experiment
 
+    @staticmethod
+    def from_optuna(study: "optuna.study.Study") -> "Experiment":  # No type hint to avoid having optuna as an additional dependency
+        """
+        Creates a HiPlot experiment from a Optuna Study.
+
+        :param study: Optuna Study
+        """
+
+
+        # Create a list of dictionary objects using study trials
+        # All parameters are taken using params.copy()
+    
+        hyper_opt_data = []
+        for each_trial in study.trials:
+            trial_params = {}
+            trial_params["value"] = each_trial.value # name = value, as it could be RMSE / accuracy, or any value that the user selects for tuning
+            trial_params["uid"] = each_trial.number
+            trial_params.update(each_trial.params.copy())
+            hyper_opt_data.append(trial_params)
+        experiment = Experiment.from_iterable(hyper_opt_data)
+
+        return experiment
+
+
+
     @staticmethod
     def merge(xp_dict: tp.Dict[str, "Experiment"]) -> "Experiment":
         """

hiplot/test_experiment.py

@@ -10,6 +10,7 @@
 
 import pytest
 import pandas as pd
+import optuna
 
 import hiplot as hip
 
@@ -39,6 +40,24 @@ def test_from_dataframe() -> None:
     xp.validate()
     xp._asdict()
 
+def test_from_optuna() -> None:
+
+    def objective(trial: "optuna.trial.Trial") -> float:
+        x = trial.suggest_float("x", -1, 1)
+        return x ** 2
+
+    study = optuna.create_study()
+    study.optimize(objective, n_trials=3)
+
+    # Create a dataframe from the study.
+    df = study.trials_dataframe()
+    assert isinstance(df, pd.DataFrame)
+    assert df.shape[0] == 3  # n_trials.
+    xp = hip.Experiment.from_optuna(study)
+    assert len(xp.datapoints) == 3
+    xp.validate()
+    xp._asdict()
+
 
 def test_from_dataframe_nan_values() -> None:
     # Pandas automatically convert numeric-based columns None to NaN in dataframes

requirements/dev.txt

@@ -11,3 +11,4 @@ pre-commit
 pandas
 streamlit>=0.63
 beautifulsoup4
+optuna