Comments (4)
@cyrilmyself I believe the first step would be to use a MultiObjectiveOptimizationConfig per this tutorial, though I'm not sure the Thompson model from the tutorial you linked is compatible with this. Might it be possible to follow the MultiObjectiveOptimization tutorial instead of the one you linked? cc @sdaulton who is our Modeling and Optimization oncall.
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Yea, that's right. Currently, empirical Bayes Thompson sampling is not supported with multiple objectives. I'd recommend using the multi-objective Bayesian optimization tutorial that @bernardbeckerman linked to.
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@bernardbeckerman @sdaulton thank you for your all replying, it really helps me a lot
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Sure thing! Closing this out : )
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