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Support Lexicographic optimization in Blendsearch
Why are these changes needed?
We plan to support lexicographic optimization in BlendSearch. This pull request is primarily intended to track the implementation progress. We encourage everyone to provide feedback in this pull request regarding both implementation suggestions and application scenarios.
TODO:
- [x] Implement a easier ECI calculation method.
- [x] Force the global search algorithm to MO-HPO in lexicographic optimization.
- [ ] Add tests and docs.
Related issue number
N/A
Checks
- [ ] I've used pre-commit to lint the changes in this PR, or I've made sure lint with flake8 output is two 0s.
- [ ] I've included any doc changes needed for https://microsoft.github.io/FLAML/. See https://microsoft.github.io/FLAML/docs/Contribute#documentation to build and test documentation locally.
- [ ] I've added tests (if relevant) corresponding to the changes introduced in this PR.
- [ ] I've made sure all auto checks have passed.
Is it better to create a new subclass than modifying the original BlendSearch? It's an open question.
Is it better to create a new subclass than modifying the original BlendSearch? It's an open question.
I think we do not need to do it for now. Because LexiFlow is also not independent of flow2 in the current version.