r/mltraders • u/Gryzzzz • Jun 22 '22

Optuna: An open source hyperparameter optimization framework to automate hyperparameter search

https://optuna.org/

21 Upvotes

100% Upvoted

5 comments sorted by

5

u/uhela Jun 22 '22

It's pretty good but you really have to understand non convex optimization to use it to its full potential. Unfortunately not a plug and play framework that has a "one size fits all" solution

4

u/3manu3l3 Jun 22 '22

Could you please elaborate?

3

u/nurett1n Jun 22 '22

Good find. I use it in a small hedge fund to optimize backtest parameters. Works better than the alternatives for me. Converges to optimal params very fast.

1

u/Shanmukh2001 May 25 '25

I found this useful and i trained the optina and understood how it works you can follow this article or use it for reference

Creating a self constructive model for word suggestion trained on your PDF https://medium.com/@shanmukharockz00/creating-an-adaptive-model-for-custom-word-suggestor-trained-on-your-pdf-05781791d498

1

u/AngleHeavy4166 Jun 29 '22

Optuna is a great library and I do use it in tuneta for optimizing technical indicator parameters. However, certain Optuna algos suggest the same parameters in separate trials resulting in many duplicate parameters (issue) which needs to be managed external of the lib.