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Speed up LogEI implementation#6248

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not522 merged 6 commits intooptuna:masterfrom
nabenabe0928:enhance/optimize-logei-impl
Aug 25, 2025
Merged

Speed up LogEI implementation#6248
not522 merged 6 commits intooptuna:masterfrom
nabenabe0928:enhance/optimize-logei-impl

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@nabenabe0928 nabenabe0928 commented Aug 15, 2025

Motivation

By optimizing the logei implementation, this PR speeds up GPSampler.

Important

This PR speeds up the master branch by 27% using when using the following code 🎉 :

import optuna


def objective(trial: optuna.Trial) -> float:
    return sum(trial.suggest_float(f"x{i}", -5, 5)**2 for i in range(5))


sampler = optuna.samplers.GPSampler(seed=0)
study = optuna.create_study(sampler=sampler)
study.optimize(objective, n_trials=300)
print((study.trials[-1].datetime_complete - study.trials[0].datetime_start).total_seconds())

Description of the changes

  • Skip unnecessary calculations using caching

@nabenabe0928 nabenabe0928 marked this pull request as ready for review August 15, 2025 07:07
@nabenabe0928 nabenabe0928 added the enhancement Change that does not break compatibility and not affect public interfaces, but improves performance. label Aug 19, 2025
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codecov bot commented Aug 19, 2025

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 89.26%. Comparing base (eba34c9) to head (eaee61f).
⚠️ Report is 13 commits behind head on master.

Additional details and impacted files 
@@            Coverage Diff             @@
##           master    #6248      +/-   ##
==========================================
+ Coverage   89.15%   89.26%   +0.10%     
==========================================
  Files         208      208              
  Lines       13818    13820       +2     
==========================================
+ Hits        12320    12336      +16     
+ Misses       1498     1484      -14

☔ View full report in Codecov by Sentry.
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@y0z
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y0z commented Aug 20, 2025

@not522 @fusawa-yugo Could you review this PR?

not522
not522 reviewed Aug 22, 2025
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fusawa-yugo commented Aug 22, 2025

Thank you for submitting PR.
LGTM!! I also confirmed the speedup.

@nabenabe0928 @not522
Update optuna/_gp/acqf.py
6745069 
Co-authored-by: Naoto Mizuno <naotomizuno@preferred.jp>
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nabenabe0928 commented Aug 22, 2025

@not522 Thank you for the catch:) I applied your suggestion!

not522
not522 approved these changes Aug 25, 2025
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LGTM!

@not522 not522 merged commit 233a129 into optuna:master Aug 25, 2025
14 checks passed
@not522 not522 added this to the v4.6.0 milestone Aug 25, 2025
@nabenabe0928 nabenabe0928 mentioned this pull request Oct 16, 2025
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enhancement Change that does not break compatibility and not affect public interfaces, but improves performance.

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v4.6.0

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@nabenabe0928 @y0z @fusawa-yugo @not522