Make TPESampler faster.
#466
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sile
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toshihikoyanase
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Jul 31, 2019
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LGTM.
I confirmed that this PR does not affect the optimization performance in term of the best-found values of 38 benchmark functions. For further details of the experiment, please refer to this article.
Thank you for your contribution!
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Hi,
I wrote a simple patch to refactor TPE.
It approximately makes the speed of TPE 10 times faster and makes it easier to read.
When using TPE for 10,000 trials with two parameters, it used to take 2 hours, but with this, it takes less than 15 minutes.