Speed up erf for TPESampler#6200
Merged
nabenabe0928 merged 5 commits intooptuna:masterfrom Jul 17, 2025
Merged
Conversation
Contributor
Author
|
@not522 Could you review this PR? |
Contributor
Author
|
@sawa3030 Could you review this PR? |
Member
Contributor
Author
|
@sawa3030 Although the speedup in @not522 's environment, which is MacOS, I suppose, is not clear, the runtime is quite competitive, so this PR itself should simply benefits Ubuntu users without causing significant slowdown to MacOS users. |
Contributor
Author
|
I removed Could you please verify the speedup in your environment as well?
|
not522
approved these changes
Jul 17, 2025
sawa3030
approved these changes
Jul 17, 2025
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.




Motivation
This PR speeds up erf by improving the constant factor in the time complexity.
Important
40% speedup with
n_trials=500using the following objective function 🚀Please check the benchmarking results (x-axis: Number of points, y-axis: millisecond per erf call) for more details:
Benchmarking Code
Description of the changes
xfirst to reduce the time complexity of the filtering operationsnp.expcalls to take the full advantage of batch processingmath.erfinstead of our implementation for small arrays