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Evaluation of repeated parameter sets in gamultiobj and paretosearch

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I would like to know whether solvers gamultiobj and paretosearch repeat score function evaluation if the parameter set is repeated.

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UDAYA PEDDIRAJU
UDAYA PEDDIRAJU on 4 Jun 2024
Hi Dhanesh,
In general, these solvers are designed to avoid redundant function evaluations for identical parameter sets. They prioritize efficiency and will likely store previously calculated scores to avoid unnecessary re-computations.
However, there are a couple of things to keep in mind:
  • There might be a small tolerance for parameter values being considered "equal." If your parameter values are very close but not strictly identical, the solver might re-evaluate.
  • If you're using a custom objective function, it's possible it might re-evaluate even for identical parameter sets if it doesn't have built-in redundancy checks. Double-check your objective function for potential areas to optimize in this case.
Here are some recommendations:
  • Whenever possible, ensure your parameter sets are unique to avoid any potential re-evaluations.
  • If you're using a custom objective function, review it for opportunities to implement checks for identical parameter sets to prevent redundant calculations.
For more in-depth information, refer to the official documentation for gamultiobj: https://www.mathworks.com/help/gads/gamultiobj.html and paretosearch: https://www.mathworks.com/help/gads/paretosearch-algorithm.html.
  1 Comment
Dhanesh R
Dhanesh R on 4 Jun 2024
Thanks for the answer.
I am using a custom objective function rather than an expression. I found the evaluations are repeated, particularly with paretosearch.

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