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Speed up _hypervolume.WFG #5203

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HideakiImamura opened this issue Jan 26, 2024 · 1 comment
Open

Speed up _hypervolume.WFG #5203

HideakiImamura opened this issue Jan 26, 2024 · 1 comment
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contribution-welcome Issue that welcomes contribution. enhancement Change that does not break compatibility and not affect public interfaces, but improves performance.

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@HideakiImamura
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What is an issue?

Optuna has implemented the _hypervolume.WFG class for calculating hypervolume, but this implementation is naive and slow. Speeding this up would be of great benefit in multi-objective optimization. For example, https://ieeexplore.ieee.org/document/1583625 could be a candidate for the algorithm.
@HideakiImamura HideakiImamura added enhancement Change that does not break compatibility and not affect public interfaces, but improves performance. contribution-welcome Issue that welcomes contribution. labels Jan 26, 2024
@nabenabe0928 nabenabe0928 mentioned this issue Mar 12, 2024
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Just in case, I am already working on a faster implementation of WFG.
nabenabe0928/optuna@enhance/speed-up-non-dominated-sort...nabenabe0928:optuna:enhance/speed-up-wfg

@nabenabe0928 nabenabe0928 mentioned this issue May 1, 2024
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contribution-welcome Issue that welcomes contribution. enhancement Change that does not break compatibility and not affect public interfaces, but improves performance.
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@HideakiImamura @nabenabe0928