Enable Optimizer state and Multi-Fidelity passthrough in SMAC

.vscode/settings.json

@@ -17,7 +17,6 @@
         // See Also:
         // - https://github.com/microsoft/vscode/issues/2809#issuecomment-1544387883
         // - mlos_bench/config/schemas/README.md
-
         {
             "fileMatch": [
                 "mlos_bench/mlos_bench/tests/config/schemas/environments/test-cases/**/*.jsonc",
@@ -136,8 +135,7 @@
     // See Also .vscode/launch.json for environment variable args to pytest during debug sessions.
     // For the rest, see setup.cfg
     "python.testing.pytestArgs": [
-        "--log-level=DEBUG",
         "."
     ],
     "python.testing.unittestEnabled": false
-}
+}

mlos_core/mlos_core/optimizers/bayesian_optimizers/smac_optimizer.py

@@ -43,7 +43,8 @@ def __init__(
         self,  # pylint: disable=too-many-locals
         *,  # pylint: disable=too-many-locals
         parameter_space: ConfigSpace.ConfigurationSpace,
-        optimization_targets: str | List[str] | None = None,
+        optimization_targets: Union[str, List[str], None] = None,
+        objective_weights: Optional[List[float]] = None,
         space_adapter: Optional[BaseSpaceAdapter] = None,
         seed: Optional[int] = 0,
         run_name: Optional[str] = None,
@@ -233,6 +234,8 @@ def __init__(
             intensifier=intensifier_instance,
             random_design=random_design,
             config_selector=config_selector,
+            multi_objective_algorithm=Optimizer_Smac.get_multi_objective_algorithm(
+                scenario, objective_weights=self._objective_weights),
             overwrite=True,
             logging_level=False,  # Use the existing logger
             **SmacOptimizer._filter_kwargs(facade, **kwargs),

mlos_core/mlos_core/optimizers/optimizer.py

@@ -26,7 +26,8 @@ class BaseOptimizer(metaclass=ABCMeta):
 
     def __init__(self, *,
                  parameter_space: ConfigSpace.ConfigurationSpace,
-                 optimization_targets: str | List[str] | None = None,
+                 optimization_targets: Optional[Union[str, List[str]]] = None,
+                 objective_weights: Optional[List[float]] = None,
                  space_adapter: Optional[BaseSpaceAdapter] = None):
         """
         Create a new instance of the base optimizer.

mlos_core/mlos_core/tests/optimizers/optimizer_multiobj_test.py

@@ -98,7 +98,7 @@ def objective(point: pd.DataFrame) -> pd.DataFrame:
         # Test registering the suggested configuration with a score.
         observation = objective(suggestion)
         assert isinstance(observation, pd.DataFrame)
-        assert set(observation.columns) == {'score', 'other_score'}
+        assert set(observation.columns) == {'main_score', 'other_score'}
         optimizer.register(suggestion, observation, context)
 
     (best_config, best_score, best_context) = optimizer.get_best_observations()