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 2024-6-4
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.
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Dhanesh R
Dhanesh R 2024-6-4
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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