It’s generally much more efficient to leave your heat pump running, opposed to turning the heat source off/down when not needed as with other traditional means of heating (wood furnace, electric baseboard, etc.).
Heat pumps are most efficient when they slowly maintain the temperature of the room. When a large difference in temperature is required (more than 1°C), compressors ramp up, and a heat pump will activate alternate/backup modes of heating in order to quickly achieve temperature.
It is possible to turn a heat pump down overnight. Program the system to drop 1°C every hour, and rise 1°C every hour to when you wake up.
Generally it is recommended to have the home stay a consistent temperature.