Creating a study and storing

store.py

# Import the package:
import joblib

# Create a study name:
study_name = 'experiment-C'

# Store in DB:
study = optuna.create_study(study_name=study_name, storage='sqlite:///tmp/experiments.db', load_if_exists=True)

# Store and load using joblib:
#joblib.dump(study, 'experiments.pkl')
#study = joblib.load('experiments.pkl')

# Optimize:
study.optimize(objective, n_trials=3)