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Make an option to assume Pareto optimality in WFG #5433

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Motivation

As the current WFG significantly slows down when solution_set is not Pareto optimal, I added a line to make solution_set Pareto optimal.

from optuna._hypervolume import WFG


rng = np.random.RandomState(42)
sols = rng.normal(size=(10000, 3)) + 10.0
reference_point = np.max(sols, axis=0) * 1.1
hv = WFG().compute(sols, reference_point)

As is_pareto_front is not really a cheap operation, I additionally added an option to avoid the function call as well.

Description of the changes

  • Add a line to make solution_set Pareto optimal,
  • Add an option to avoid the Pareto solution filtering.

@nabenabe0928
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nabenabe0928 commented May 8, 2024

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This pull request has not seen any recent activity.

@github-actions github-actions bot added the stale Exempt from stale bot labeling. label May 16, 2024
@nabenabe0928 nabenabe0928 removed the stale Exempt from stale bot labeling. label May 17, 2024
@eukaryo
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eukaryo commented May 23, 2024

@nabenabe0928 PR #5432 has been merged!

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2 participants