Support intermediate value plots for constrained optimization

[nabenabe0928]

Contributor License Agreement

This repository (optuna-dashboard) and Goptuna share common code.
This pull request may therefore be ported to Goptuna.
Make sure that you understand the consequences concerning licenses and check the box below if you accept the term before creating this pull request.

• I agree this patch may be ported to Goptuna by other Goptuna contributors.

Reference Issues/PRs

This PR intends to support PR#4851 in Optuna.
PR#4851 supported the gray coloring for infeasible solutions in the intermediate value plot.
Hence, I introduced the same feature to OptunaDashBoard.

Here is an example.

1. Run the following code:

import optuna
import matplotlib.pyplot as plt
from optuna.trial import Trial, FrozenTrial
from optuna.study import create_study
from optuna.visualization import plot_intermediate_values
from typing import Sequence

def objective_with_constraints(trial: Trial) -> float:
        trial.set_user_attr("constraint", [trial.number % 2])

        trial.report(trial.number, step=0)
        trial.report(trial.number + 1, step=1)
        return 0.0

def constraints(trial: FrozenTrial) -> Sequence[float]:
    return trial.user_attrs["constraint"]

study = create_study(sampler=optuna.samplers.NSGAIIISampler(constraints_func=constraints), storage="sqlite:///test.db")
study.optimize(objective_with_constraints, n_trials=10)

2. Then check the visualization:

$ npm run build:dev
$ optuna-dashboard sqlite:///$HOME/test.db

3. The appearance of the dashboard:

What does this implement/fix? Explain your changes.

1. Color the infeasible trials with #CCCCCC,
2. Make the infeasible lines dashed (for color blind), and
3. Add the label saying (infeasible) if the trials are infeasible and complete.

[codecov]

Codecov Report

Merging #676 (2403246) into main (29a5833) will not change coverage.
Report is 5 commits behind head on main.
The diff coverage is n/a.

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[not522]

@HideakiImamura Could you review this PR?

[HideakiImamura]

Thanks for the PR. I have a minor comment. PTAL.

[HideakiImamura]

Just a comment. I think that making dashed line of infeasible trials is very good.

[HideakiImamura]

I confirmed that the change of this PR produces the correct plot as follows. I used this code for verification.

[HideakiImamura]

LGTM.