Is there a way to run it locally? or I need to create and agent on my local server to handle it?

I think there should be a way to run it locally as well - https://github.com/allegroai/clearml/blob/master/examples/optimization/hyper-parameter-optimization/hyper_parameter_optimizer.py#L123

Hi StormyBluewhale12 , HPO pushes the tasks into a queue. You need an agent connected to the queue that will start executing tasks.