automl / SMAC3

SMAC3: A Versatile Bayesian Optimization Package for Hyperparameter Optimization
https://automl.github.io/SMAC3/v2.1.0/
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MOMF: Multi-Objective-Multi-Fidelity #1074

Open timruhkopf opened 1 year ago

timruhkopf commented 1 year ago

Leveraging Trust for Joint Multi-Objective and Multi-Fidelity Optimization implements an acquisition function for joint multi-objective multi-fidelity optimization. It is implemented in BOTorch with a nice tutorial. This could be an extension to SMAC's MO capabilities.

We should have a feasibility discussion on where and how to implement that as a feature of SMAC.