Fix same set for HyperParameters in Bayesian Optimization algorithm

[fabianvdW]

Fixes #1700

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[fabianvdW]

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[johnugeorge]

/ok-to-test

[andreyvelich]

It's a great fix, thank you @fabianvdW!
I think it was initially implemented with multiple calls for ask: #777
WDYT @gaocegege @johnugeorge ?

[gaocegege]

/lgtm

I did not have a deep dive into skopt thus do not know such a parameter here.

[andreyvelich]

/lgtm
/assign @johnugeorge

[johnugeorge]

/approve

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