Optimization is very slow

Hi,

I think there is something wrong with the way BO runs at my machine. The BO process is very slow and gets slower with every iteration. I understand that some slowdown can be expected but not this much - from 3 sec to 5 mins.

Bayesian Optimization
----------------------------------------------------------------
 Step |   Time |      Value |   colsample_bytree |   subsample | 
    5 | 00m05s |    0.79714 |             0.6500 |      0.9990 | 
    6 | 00m06s |    0.79917 |             0.6500 |      0.6500 | 
    7 | 00m03s |    0.79250 |             0.6500 |      0.8206 | 
    8 | 05m13s |    0.79464 |             0.9990 |      0.9990 |

I tried some profiling and see that most of the time i spent here:

   ncalls  tottime  percall  cumtime  percall filename:lineno(function)
    96854  207.735    0.002  214.026    0.002 basic.py:227(solve_triangular)

The CPU i working a lot during this time.

I have all requirements up to date and installed from pip (linux 64 bit)

Is it normal behaviour? If not, any idea how to solve it?

[KOLANICH]

@KOLANICH what other optimizers have you used? any of them do Bayesian optimization?

Here is the list: https://gitlab.com/KOLANICH/UniOpt.py/tree/master/UniOpt/backends

[fmfn]

I resisted intervening here since the optimizer could be made faster by the user. However I decided to bite the bullet and make the changes. See #176