This NVIDIA post goes into extending Bayesian Optimization to multiple metrics [0]. It shows how you can use efficient optimization to find a good Pareto Fronti

This 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