Fix exception in CFO's _create_condition if all candidate start points didn't return yet (#263)

* Fix exception if first trial returns None

* Add test

test/tune/test_searcher_invalid_values.py

@@ -0,0 +1,62 @@
+import numpy as np
+from flaml import tune
+from flaml import BlendSearch, CFO
+
+
+def _invalid_objective(config):
+    # DragonFly uses `point`
+    metric = "point" if "point" in config else "report"
+
+    if config[metric] > 4:
+        tune.report(float("inf"))
+    elif config[metric] > 3:
+        tune.report(float("-inf"))
+    elif config[metric] > 2:
+        tune.report(np.nan)
+    else:
+        tune.report(float(config[metric]) or 0.1)
+
+
+config = {"report": tune.uniform(0.0, 5.0)}
+
+
+def test_blendsearch():
+    out = tune.run(
+        _invalid_objective,
+        search_alg=BlendSearch(
+            points_to_evaluate=[
+                {"report": 1.0},
+                {"report": 2.1},
+                {"report": 3.1},
+                {"report": 4.1},
+            ]
+        ),
+        config=config,
+        metric="_metric",
+        mode="max",
+        num_samples=16,
+    )
+
+    best_trial = out.best_trial
+    assert best_trial.config["report"] <= 2.0
+
+
+def test_cfo():
+    out = tune.run(
+        _invalid_objective,
+        search_alg=CFO(
+            points_to_evaluate=[
+                {"report": 1.0},
+                {"report": 2.1},
+                {"report": 3.1},
+                {"report": 4.1},
+            ]
+        ),
+        config=config,
+        metric="_metric",
+        mode="max",
+        num_samples=16,
+    )
+
+    best_trial = out.best_trial
+    assert best_trial.config["report"] <= 2.0