Warn multiple intermediate value reports with the same step.

[sile]

Currently, if trial.report() method is called multiple times with the same step in a trial, only the first reported value will be recorded into the storage and the others will be silently ignored.
Reporting multiple values with the same step is an unintended usage of the method, and it could cause bugs that are hard to notice (see #847 as an example of such bug).
Therefore, it seems better to add a check to detect the duplicate reports, and if it's detected, we should emit a warning message.

As an implementation note, this modification could be done without any additional DB costs (see #847 (comment) for the detail).

[stakky]

@sile Hi. Can I take this issue?

[sile]

Of course, please go for it!

[stakky]

@sile
I implemanted a prototype and tested it. I changed a pruning sample(optuna/examples/pruning/simple.py) to reproduce the issue and then warning message was emitted as intended.
stakky@d42fc64
But this prototype emits the warning message too much. I think it should be emited per one trial. What do you think?

[sile]

@stakky Thanks!

But this prototype emits the warning message too much. I think it should be emited per one trial.

I agree with your opinion. I think that it's better to use warnings.warn() instead of Optuna logger. warnings.warn() don't emit duplicate messages.
The detail has not been decided, but Optuna dev team is planning to use warnings.warn() for warnings related to implementation miss, and Optuna logger for warnings related to experimentation (e.g., trial failure report).

[sile]

Anyway, if you create a (WIP or draft) PR, we can discuss it on the PR.

[github-actions]

This issue has not seen any recent activity.

[hvy]

Still seems to be an open issue.

[norihitoishida]

Let me tackle this issue!

[TakuyaInoue-github]

I'm sorry for interrupting but there is no activity on the issue. so i tuckle this issue and create PR.
Please check and comment.