title: How to sample parameters without duplicates in optuna?
body: <p>I am using optuna for parameter optimisation of my custom models. </p>
  
  <p>Is there any way to sample parameters until current params set was not tested before? I mean, do try sample another params if there were some trial in the past with the same set of parameters. </p>
  
  <p>In some cases it is impossible, for example, when there is categorial distribution and <code>n_trials</code> is greater than number os possible unique sampled values. </p>
  
  <p>What I want: have some config param like <code>num_attempts</code> in order to sample parameters up to <code>num_attempts</code> in for-loop until there is a set that was not tested before, else - to run trial on the last sampled set. </p>
  
  <p>Why I need this: just because it costs too much to run heavy models several times on the same parameters. </p>
  
  <p>What I do now: just make this "for-loop" thing but it's messy.</p>
  
  <p>If there is another smart way to do it - will be very grateful for information.  </p>
  
  <p>Thanks!</p>