Hypervolume Knowledge Gradient (#1950)

Summary: This includes support for decoupled evaluations and multi-fidelity optimization Reviewed By: Balandat Differential Revision: D47809667
pytorch · Nov 9, 2023 · 63b1c0a · 63b1c0a
1 parent 4677556
commit 63b1c0a
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diff --git a/botorch/acquisition/multi_objective/__init__.py b/botorch/acquisition/multi_objective/__init__.py
@@ -8,6 +8,10 @@
     ExpectedHypervolumeImprovement,
     MultiObjectiveAnalyticAcquisitionFunction,
 )
+from botorch.acquisition.multi_objective.hypervolume_knowledge_gradient import (
+    qHypervolumeKnowledgeGradient,
+    qMultiFidelityHypervolumeKnowledgeGradient,
+)
 from botorch.acquisition.multi_objective.max_value_entropy_search import (
     qMultiObjectiveMaxValueEntropy,
 )
@@ -35,6 +39,8 @@
     "get_default_partitioning_alpha",
     "prune_inferior_points_multi_objective",
     "qExpectedHypervolumeImprovement",
+    "qHypervolumeKnowledgeGradient",
+    "qMultiFidelityHypervolumeKnowledgeGradient",
     "qNoisyExpectedHypervolumeImprovement",
     "MOMF",
     "qMultiObjectiveMaxValueEntropy",