SkewGP models (#1906)

Summary:

SkewGP models

Differential Revision: D47082855

botorch/acquisition/input_constructors.py

@@ -42,6 +42,10 @@
     UpperConfidenceBound,
 )
 from botorch.acquisition.cost_aware import InverseCostWeightedUtility
+from botorch.acquisition.expected_feasible_improvement import (
+    ExpectedFeasibleImprovement,
+    qExpectedFeasibleImprovement,
+)
 from botorch.acquisition.fixed_feature import FixedFeatureAcquisitionFunction
 from botorch.acquisition.joint_entropy_search import qJointEntropySearch
 from botorch.acquisition.knowledge_gradient import (
@@ -1443,3 +1447,8 @@ def construct_inputs_qJES(
         "num_samples": num_samples,
     }
     return inputs
+
+
+@acqf_input_constructor(ExpectedFeasibleImprovement)
+def _construct_inputs_efi(*args, X_pending=None, **kwargs):
+    return {"X_pending": X_pending, **construct_inputs_best_f(*args, **kwargs)}

botorch/models/__init__.py

@@ -33,6 +33,7 @@
     MultiTaskGP,
 )
 from botorch.models.pairwise_gp import PairwiseGP, PairwiseLaplaceMarginalLogLikelihood
+from botorch.models.skew_gp import SkewGP, SkewGPClassifier
 
 __all__ = [
     "AffineDeterministicModel",
@@ -56,4 +57,6 @@
     "SingleTaskGP",
     "SingleTaskMultiFidelityGP",
     "SingleTaskVariationalGP",
+    "SkewGP",
+    "SkewGPClassifier",
 ]

botorch/models/likelihoods/__init__.py

@@ -4,13 +4,15 @@
 # This source code is licensed under the MIT license found in the
 # LICENSE file in the root directory of this source tree.
 
+from botorch.models.likelihoods.affine_probit import AffineProbitLikelihood
 from botorch.models.likelihoods.pairwise import (
     PairwiseLogitLikelihood,
     PairwiseProbitLikelihood,
 )
 
 
 __all__ = [
+    "AffineProbitLikelihood",
     "PairwiseProbitLikelihood",
     "PairwiseLogitLikelihood",
 ]