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Pass optional weights for optimization targets in mlos_core; implemen… #6

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merged 1 commit into from
Jun 3, 2024

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…t multi-target optimization for FLAML. (microsoft#738)

Summary of changes:

  • Pass optional weights for optimization targets in mlos_core
  • Implement weighted average for multi-objective optimization in FLAML
  • Add more unit tests for multi-objective optimization on mlos_core side

Merge after microsoft#730


…t multi-target optimization for FLAML. (#738)

Summary of changes:
* Pass optional weights for optimization targets in mlos_core
* Implement weighted average for multi-objective optimization in FLAML
* Add more unit tests for multi-objective optimization on mlos_core side

Merge after ~#730~

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Co-authored-by: Brian Kroth <[email protected]>
@jsfreischuetz jsfreischuetz marked this pull request as ready for review June 3, 2024 23:03
@jsfreischuetz jsfreischuetz merged commit 3904020 into jsfreischuetz:multifidleity Jun 3, 2024
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