suggest methods could include a batch size.

suggest_ methods could include an optional batch_size (default 1) value.

Motivation

We have an optimization problem in which it is faster to operate in batch. We would like to have 256 trials at once.

Description

There should be a way to generate multiple trials at once. Alternately, to create multiple trials before receiving the objective for the previous trial.

Alternatives (optional)

• Slow down our optimization by using batch_size of 1.
• It is not clear to me that I can create multiple trial in Optuna without returning the objective score from a previous trial.

Additional context (optional)

[turian]

ask-and-tell is interesting, I was completely unaware of it. I would prefer a more straightforward interface, but this also looks pretty good.

[not522]

The ask-and-tell interface enables batch optimization. https://optuna.readthedocs.io/en/stable/tutorial/20_recipes/009_ask_and_tell.html#batch-optimization

But, I think that a more straightforward interface like your suggestion will be helpful to write simple code.