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Add support for local HPI in PED-ANOVA#6362

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y0z merged 34 commits intooptuna:masterfrom
kAIto47802:ped-anova-support-local-hpi
Dec 25, 2025
Merged

Add support for local HPI in PED-ANOVA#6362
y0z merged 34 commits intooptuna:masterfrom
kAIto47802:ped-anova-support-local-hpi

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@kAIto47802
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Motivation

While the original PED-ANOVA paper introduces a local HPI that enables computing HPI in top-performing regions, the current implementation does not support this feature and only provides global HPI.

Description of the changes

  • Introduce the target_trials and region_quantile arguments, which correspond to $\gamma'$ and $\gamma$ in the original paper, respectively.
  • Deprecate the baseline_quantile argument, which was originally used for $\gamma$.

@c-bata c-bata added the enhancement Change that does not break compatibility and not affect public interfaces, but improves performance. label Dec 1, 2025
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c-bata commented Dec 1, 2025

@y0z @sawa3030 Could you review this PR?

of which parameters were important to achieve the top-10% performance during
optimization.

.. warning::
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Since this feature is experimental, we can remove this argument without a transition period. At least, we can remove this in Optuna v5.

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Does it mean that we are removing this argument immediately in this PR or setting the removal version to v5.0.0?

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I leave some comments.

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@sawa3030 sawa3030 left a comment

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I've left some minor comments. PTAL!

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If I remember the context correctly, we, including @HideakiImamura , intentionally removed this functionality to reduce the complexity.
The discussion at the time came to the agreement such that we add this feature on request.

@kAIto47802
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Thank you for the comment. I've updated the code accordingly.

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LGTM

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LGTM

@y0z y0z merged commit f9b18d7 into optuna:master Dec 25, 2025
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@not522 not522 added this to the v4.7.0 milestone Jan 14, 2026
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6 participants