Optuna Constrained Tree-Structured Parzen Estimator Is a Joint Density Generalization of c-TPE

arXiv:2606.09889v1 Announce Type: new Abstract: Constrained hyperparameter optimization (HPO) is common in practice, yet Optuna's widely used constrained TPE lacks algorithmic analysis. While c-TPE proposes an expected constrained improvement (ECI) approach assuming independence between the objective and constraints, Optuna uses a single joint density over both. We show that Optuna's constrained TPE is joint c-TPE -- the same ECI acquisition function using a joint likelihood. We demonstrate joint c-TPE is invariant to constraint duplication whereas independent c-TPE degrades as the product acc

Source: arXiv cs.LG — read the full report at the original publisher.

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