Multi-objective optimisation?

Damien

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Jan 7, 2015, 9:47:41 AM1/7/15

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Hello all,

Are there any plans to support multi-objective optimisation (eg. pareto rank) in hyperopt?

Cheers

Majid al-Dosari

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Mar 5, 2015, 1:23:59 PM3/5/15

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i have no idea about this subject but couldn't you 'convert' the problem to a 'regular' optimization probelm?

James Bergstra

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Mar 6, 2015, 9:00:37 AM3/6/15

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Currently no, but I would be open to that in future. Very relevant extension!

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Imran Qureshi

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Jan 25, 2020, 1:28:39 AM1/25/20

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You can start with simple solution: Using a Weighted Sum method to combine your multiple objectives into a single objective. https://www.sciencedirect.com/topics/computer-science/weighted-sum-method

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