Add Chebyshev-scalarized matrix UCB for producing Pareto frontier#110
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QianJaneXie wants to merge 2 commits into
Open
Add Chebyshev-scalarized matrix UCB for producing Pareto frontier#110QianJaneXie wants to merge 2 commits into
QianJaneXie wants to merge 2 commits into
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Now users can choose between "weighted" and "pareto" modes. If they choose "weighted", they can provide weights for balancing accuracy, cost, and latency. If they choose "pareto", we will generate a Pareto frontier for them. Currently, all methods support the "weighted" mode but only matrix UCB supports the "pareto" mode which is based on Chebyshev scalarization.