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Last active February 22, 2021 09:48
Reload and resume a scikit-optimize optimization

Reloading skopt optimizations

Scikit-optimize, or skopt, is a pretty neat module that lets you "minimize (very) expensive and noisy black-box functions". Here are some methods you can call to do that:

  • dummy_minimize()
  • forest_minimize()
  • gbrt_minimize()
  • gp_minimize()

When they are done, these methods return a special object that contains information about the performed optimization — parameters tried, values gotten, the predicted surrogate model, etc. You can then save() and load() this object to/from a file.

There is a problem, though — there isn't a method you can call to resume the optimization; you can only start new optimizations from scratch.