Multiple models for optimization

[qgallouedec]

Description

Motivation and Context

• I have raised an issue to propose this change (required for new features and bug fixes) [Enhancement] Multiple model iterations per Optuna trial and mean performance objective #204

closes #204

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Documentation (update in the documentation)

Checklist:

• I've read the CONTRIBUTION guide (required)
• I have updated the changelog accordingly (required).
• My change requires a change to the documentation.
• I have updated the tests accordingly (required for a bug fix or a new feature).
• I have updated the documentation accordingly.
• I have reformatted the code using make format (required)
• I have checked the codestyle using make check-codestyle and make lint (required)
• I have ensured make pytest and make type both pass. (required)

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[araffin]

Forgot to push?

[qgallouedec]

No, I will do it soon.

[araffin]

I couldn't push to your branch, so I created one here: https://github.com/DLR-RM/rl-baselines3-zoo/tree/feat/multi-model-optimization...

[araffin]

@qgallouedec could you open a draft PR with this updated branch? (so we keep a trace of it)