Merge pull request #5400 from nabenabe0928/enhance/speed-up-to-intern…

…al-repr-in-categorical-dist

Speed up `to_internal_repr` in `CategoricalDistribution`

optuna/distributions.py

@@ -529,9 +529,13 @@ def to_external_repr(self, param_value_in_internal_repr: float) -> CategoricalCh
         return self.choices[int(param_value_in_internal_repr)]
 
     def to_internal_repr(self, param_value_in_external_repr: CategoricalChoiceType) -> float:
-        for index, choice in enumerate(self.choices):
-            if _categorical_choice_equal(param_value_in_external_repr, choice):
-                return index
+        try:
+            return self.choices.index(param_value_in_external_repr)
+        except ValueError:  # ValueError: param_value_in_external_repr is not in choices.
+            # ValueError also happens if external_repr is nan or includes precision error in float.
+            for index, choice in enumerate(self.choices):
+                if _categorical_choice_equal(param_value_in_external_repr, choice):
+                    return index
 
         raise ValueError(f"'{param_value_in_external_repr}' not in {self.choices}.")