Better pareto calculation #1689
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Waow!!! This looks super exciting. |
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This is not a lot of lines, but it is very impactful. Thanks a lot @DanieleOranges ! |
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Types of changes
Motivation and Context / Related issue
The original implementation for dominated points filtering was inefficient, so it get very slow very quickly with pareto size.
In our problems, with a budget of 30k samples, the original implementation needed 2 h runtime, vs 15 min only with the new implementation.
The new implementation comes from https://stackoverflow.com/questions/32791911/fast-calculation-of-pareto-front-in-python
How Has This Been Tested (if it applies)
Some timings on generated numbers
Checklist