Support high-dimensional BO

Is your feature request related to a problem? Please describe. Bayesian optimization for high-dimensional constraint problem

Describe the solution you'd like The solution called Sparse Axis-Aligned Subspace BO (SAASBO) is described in the paper: https://arxiv.org/abs/2103.00349

References or alternative approaches

• https://arxiv.org/abs/2103.00349

Are you able and willing to implement this feature yourself and open a pull request?

• Yes, I would like to try to implement it