ScaledParetoEarlyStoppingStrategy

[SebastianAment]

Summary: This commit introduces ScaledParetoEarlyStoppingStrategy an early stopping strategy for multi-objective optimization problems. The strategy consists of scaling the observed objective toward the reference point, implicitly creating a scaled Pareto frontier. If a trial qualifies for early stopping, it is stopped if it does not dominate the scaled Pareto frontier.

Two different variations of the Pareto scaling, based on a constant uniform scaling and based on the percentiles of each objective, are highlighted in the following plot:

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The following is a schematic comparison to using logical operations to combine single-objective strategies:

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See this document for details.

Differential Revision: D53369314