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I think many people (including the DFO community) already do that. People also consider the notion of multiple objectives important here I believe
by bigred100 8y ago
I think many people (including the DFO community) already do that. People also consider the notion of multiple objectives important here I believe
- improbable22 8y agoThanks. What's DFO? And what do you usefully do with multiple objectives, besides minimise some total?
- jcagalawan 8y agoDFO is derivative free optimization. With multiple objectives you try to find different solutions given different weightings to the objectives for the Pareto front and pick one depending on the domain.
- Zephyr314 8y agoThis NVIDIA post goes into extending Bayesian Optimization to multiple metrics [0]. It shows how you can use efficient optimization to find a good Pareto Frontier[1]. [0]: https://devblogs.nvidia.com/sigopt-deep-learning-hyperparameter-optimization/ https://devblogs.nvidia.com/sigopt-deep-learning-hyperparame... [1]: https://en.wikipedia.org/wiki/Pareto_efficiency https://en.wikipedia.org/wiki/Pareto_efficiency