Influence of Metric Set on Workflow Tuning

Machine Learning and Modeling
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I thought that we were more explicit about this in the manual pages, but they are not.

For racing or any other directed optimization (like Bayesian optimization or simulated annealing), the first metric in the metric set is used to guide the process. If you use any verboseness, you should see something like:

Racing will maximize the roc_auc metric.

Then man pages for tune_bayes() and tune_sim_anneal() say that:

The first metric in metrics is the one that will be optimized.

I'll add an issue to update the racing pages.

In any case, it does return all of the metrics that you declare, but only one is used for optimization.

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