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[Tune] Sigopt (multi-metric) api fails with 1.1.0 (tries to hash list) #11581

@raoul-khour-ts

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@raoul-khour-ts

If you run

py_test(
name = "sigopt_prior_beliefs_example",
size = "medium",
srcs = ["examples/sigopt_prior_beliefs_example.py"],
deps = [":tune_lib"],
tags = ["exclusive", "example"],
args = ["--smoke-test"]
)

in python/ray/tune/build (this part of the testing is commented out since you need a sigopt API key...)
You get an output that looks like this:

"""
...
File "/usr/local/lib/python3.8/site-packages/ray/tune/trial_runner.py", line 737, in _process_trial
self._validate_result_metrics(result)
File "/usr/local/lib/python3.8/site-packages/ray/tune/trial_runner.py", line 818, in _validate_result_metrics
elif search_metric and search_metric not in result:
TypeError: unhashable type: 'list'
...
"""
ray 1.1.0.dev

Reproduction (REQUIRED)

in python/ray/tune/build run the sigopt sections that are commented out.

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