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Add assume_pareto for hv calculation in _calculate_weights_below_for_multi_objective#6129

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y0z merged 1 commit intooptuna:masterfrom
not522:assume_pareto
Jun 6, 2025
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Add assume_pareto for hv calculation in _calculate_weights_below_for_multi_objective#6129
y0z merged 1 commit intooptuna:masterfrom
not522:assume_pareto

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@not522 not522 commented Jun 5, 2025

Motivation

The hypervolume calculation for the weights in TPESampler can be assume these points are on the Pareto front. This is because they have been processed to only include the Pareto front.

Description of the changes

  • Add assume_pareto for hv calculation in _calculate_weights_below_for_multi_objective

Benchmark

  • master: 26.196007 sec
  • PR: 22.274717 sec
import optuna


def objective(trial: optuna.Trial) -> tuple[float, float, float]:
    x = trial.suggest_float("x", -5, 5)
    y = trial.suggest_float("y", -5, 5)
    return x**2 + y**2, (x - 2)**2 + (y - 2)**2, (x + 2)**2 + (y + 2)**2


sampler = optuna.samplers.TPESampler(seed=42)
study = optuna.create_study(sampler=sampler, directions=["minimize"]*3)
study.optimize(objective, n_trials=1000)
trials = study.trials
print((trials[-1].datetime_complete - trials[0].datetime_start).total_seconds())

@not522 not522 added the enhancement Change that does not break compatibility and not affect public interfaces, but improves performance. label Jun 5, 2025
nabenabe0928
nabenabe0928 approved these changes Jun 5, 2025
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LGTM:)

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nabenabe0928 commented Jun 6, 2025

I confirmed the reproducibility as well:)

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nabenabe0928 commented Jun 6, 2025

@y0z Could you check this PR?

y0z
y0z approved these changes Jun 6, 2025
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LGTM

@y0z y0z merged commit 1ab5c2e into optuna:master Jun 6, 2025
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@y0z y0z added this to the v4.4.0 milestone Jun 6, 2025
@not522 not522 deleted the assume_pareto branch June 6, 2025 02:44
@nabenabe0928 nabenabe0928 mentioned this pull request Oct 16, 2025
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@y0z y0z y0z approved these changes

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@nabenabe0928 nabenabe0928 nabenabe0928 approved these changes

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enhancement Change that does not break compatibility and not affect public interfaces, but improves performance.

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