Efficient creation of a sequence of sets from values and thresholds

Given a shortish sequence of thresholds ordered ascendantly and numerous values.

Wanted result is a sequence of sets, first one containing all distinct values below the lowest/first threshold; next values not below lowest threshold, but below 2nd threshold, if any; and so on 'til last threshold; finally all values not below highest threshold.

There are similar questions about dicts (pointers to helpful solutions there welcome, too),
suggestions amounting to

from itertools import pairwise

def partition(values, thresholds):
    """ Partition values into a list of sets 
        with values in right-open intervals specified by thresholds.
    """
    return [ { v for v in values if v < thresholds[0] }
       ] + [ { v for v in values if lo <= v < hi }
                                for lo, hi in tuple(pairwise(thresholds))
       ] + [ { v for v in values if thresholds[-1] <= v } ]

This "iterates" values len(thresholds)+1 times.

How to efficiently create a sequence of sets partitioning values according to thresholds?

from Efficient creation of a sequence of sets from values and thresholds