Pass multiple metrics into the optimizer #723
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* [x] Update JSON schema to use `"optimizer_target": {"score": "min"}`
format
* [x] Update base Optimizer class to use the new config format (throw
`NotImplementedError` if > 1 target)
* [x] Modify all unit tests to use the new format
Part of #692
Merge after #723
---------
Co-authored-by: Brian Kroth <bpkroth@users.noreply.github.com>
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* [x] Store multiple optimization targets and directions in base `Optimizer` class * [x] Support multiple optimization targets in mock and grid search optimizers * [x] Check for single objective in `MlosCoreOptimizer` class (will add support for multiple objectives after implementing that feature in `mlos_core` in subsequent PRs) * [x] Update unit tests in mlos_bench Merge after ~#723~ and ~#725~ --------- Co-authored-by: Brian Kroth <bpkroth@users.noreply.github.com>
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We will need this for multi-objective optimization as well as for training the optimizers that can take muti-dimensional input
Storage.Experiment.load()return multiple scoresOptimizer.register()and.bulk_register()take multi-dimensional trial scoresNOTE: In this PR, we do not change mlos_core: we will still pass a single scalar into it and do not change the API on mlos_core side. We will change mlos_core in the subsequent PR to minimize the diff.
Part of #692