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cog-imperial / entmoot

Multiobjective black-box optimization using gradient-boosted trees
https://entmoot.readthedocs.io/
BSD 3-Clause "New" or "Revised" License
56 stars 12 forks source link

Create maximisation objective #25

Closed TobyBoyne closed 1 year ago

TobyBoyne commented 1 year ago

Provide an easier user interface for maximisation problems.

Essentially just multiplies the objective function evaluations and the predicted values by -1, to turn a minimisation problem into a maximisation problem. Provides the ProblemConfig.add_max_function() for ease of use. An example notebook and some test cases are provided.

spiralulam commented 1 year ago

This extension comes in handy. Thank you!