x1
and x2
cannot simultaneously meet the optima for both metrics f1
and f2
. For example, it can be extremely challenging to maximize both model performance and minimize training time. SigOpt’s Multimetric Optimization tries to solve this problem by finding sets of feasible or optimal values. The result of a Multimetric Experiment is a Pareto Frontier.​budget
must be set when a Multimetric Experiment is created