Motivation

In TPESampler, when consider_prior is set to False, samples that were not selected during the initial exploration are unlikely to be chosen in subsequent samplings. This behavior is undesirable, so consider_prior should be deprecated and always set to True.

Description of the changes

• Deprecation warning is added to the code and the docstring of TPESampler.
  • consider_prior constructs _ParzenEstimatorParameters in the init function of TPESampler, so ideally, deprecation warning is generated in the _ParzenEstimatorParameters. However, NamedTuple doesn’t support overriding new, and the adding a deprecation warning there would require extensive refactoring. Therefore, the warning is instead placed in TPESampler.
  • In addition to that, field names in NamedTuple cannot start with an underscore, and changing the field name to _consider_prior is not allowed in _ParzenEstimatorParameters.
• consider_prior will be fixed to True in future PRs.