[FR] Allow displaying multiple metrics/parameters along Y axis in scatter plot, distinguished by color

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Guidelines

Feature requests typically go through the following lifecycle:

1. Submit feature request with high-level description on GitHub issues (this is what you're doing now)
2. Discuss feature request with a committer, who may ask for a more detailed design
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Describe the proposal

I propose an enhancement to the scatter plot functionality in the UI. I would like to be able to plot not just one trace, but multiple traces by having the option to select multiple metrics on the Y axis drop down.

Motivation

It would allow people to gain greater insight on their hyperparameter optimization whenever they have more than just one KPI to optimize on. I'm working on a business case where I have to balance out multiple KPIs. In the initial phase, where I'm running a line search over one model parameter (the number of estimators in a GBM), the above feature would be a great way to track the trade-off between the competing KPIs as the model parameters changes.

Proposed Changes

A change to the UI frontend only. Instead of being forced to select one metric/parameter in the scatter plot's Y-axis drop down, I would like to be able to select multiple. Each selection would create a new trace in the scatter plot, clearly distinguished by an automatically assigned color. This should only require small (relatively) small changes to the code that controls the scatter plot section of the UI

Let me know what you think - I know that this would really help me in my work, and I hope (and think) others would like to see this too! :)