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Describe how to use Optuna with Spark using ask-and-tell functionality #6077

@fritshermans

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@fritshermans

What is an issue?

Multiple issues were raised over the last years of people who asked for Spark support. However, it's pretty simple to use Optuna in combination with Spark using the ask-and-tell functionality. I described it in a blog post. I think it would be useful to add a small example to the documentation of ask-and-tell.

Please let me know what you think of it. I would be happy to create a PR.

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