Closed ducvinh-nguyen closed 1 year ago
"Hypervolume improvement is notorious for scaling very badly with number of objectives, its really meant to be used only with 2 objectives, or at most 3. Hence, its not really solvable, its a fundamental limitation of the algorithm."
When trying to do the bayesian optimization with 7 input and 5 objectives using ExpectedHypervolumeImprovement, I encounter the out-of-memory OOM problem:
I have 32GB RAM, that I think more than enough for the problem. Is there a way I can overcome this problem ? Or is it the limitation of the implementation ? Thank you.
Below the code to reproduce the problem :