Optimizing multiple metrics

To optimize multiple metrics in a single run, use a weighted sum of the individual metrics.

metric_combined = 0.3 * metric_a + 0.2 * metric_b + ... + 1.5 * metric_n
wandb.log({"metric_combined": metric_combined})

Log the new combined metric and set it as the optimization objective:

metric:
  name: metric_combined
  goal: minimize