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NoisyExpectedHypervolumeMixin #2045

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Summary: This commit introduces NoisyExpectedHypervolumeMixin, a derivative of CachedCholeskyMCSamplerMixin that separates out much of the Pareto-partitioning required for qNEHVI.

Differential Revision: D50337502

@facebook-github-bot facebook-github-bot added the CLA Signed Do not delete this pull request or issue due to inactivity. label Oct 16, 2023
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This pull request was exported from Phabricator. Differential Revision: D50337502

SebastianAment added a commit to SebastianAment/Ax that referenced this pull request Oct 16, 2023
Summary:
X-link: pytorch/botorch#2045

Pull Request resolved: facebook#1909

This commit introduces `NoisyExpectedHypervolumeMixin`, a derivative of `CachedCholeskyMCSamplerMixin` that separates out much of the Pareto-partitioning required for `qNEHVI`.

Differential Revision: D50337502

fbshipit-source-id: 3e4080cf8d5102fefc09bb9a3770169d93adbd83
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This pull request was exported from Phabricator. Differential Revision: D50337502

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Oct 16, 2023
Summary:
Pull Request resolved: pytorch#2045

X-link: facebook/Ax#1909

This commit introduces `NoisyExpectedHypervolumeMixin`, a derivative of `CachedCholeskyMCSamplerMixin` that separates out much of the Pareto-partitioning required for `qNEHVI`.

Differential Revision: D50337502

fbshipit-source-id: f998f460a8fb3440e0a8127df54336658bec12a8
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This pull request was exported from Phabricator. Differential Revision: D50337502

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Oct 16, 2023
Summary:
Pull Request resolved: pytorch#2045

X-link: facebook/Ax#1909

This commit introduces `NoisyExpectedHypervolumeMixin`, a derivative of `CachedCholeskyMCSamplerMixin` that separates out much of the Pareto-partitioning required for `qNEHVI`.

Differential Revision: D50337502

fbshipit-source-id: 2c17b7e50fdcbbe667a21a30829f62ddd94c4d69
SebastianAment added a commit to SebastianAment/Ax that referenced this pull request Oct 16, 2023
Summary:
X-link: pytorch/botorch#2045

Pull Request resolved: facebook#1909

This commit introduces `NoisyExpectedHypervolumeMixin`, a derivative of `CachedCholeskyMCSamplerMixin` that separates out much of the Pareto-partitioning required for `qNEHVI`.

Differential Revision: D50337502

fbshipit-source-id: f4d12b5e196a3f25674cc5e7a58680be539eaeb9
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codecov bot commented Oct 16, 2023

Codecov Report

Merging #2045 (5d33a3a) into main (bb48409) will not change coverage.
The diff coverage is 100.00%.

❗ Current head 5d33a3a differs from pull request most recent head beac235. Consider uploading reports for the commit beac235 to get more accurate results

@@            Coverage Diff            @@
##              main     #2045   +/-   ##
=========================================
  Coverage   100.00%   100.00%           
=========================================
  Files          179       179           
  Lines        15810     15818    +8     
=========================================
+ Hits         15810     15818    +8     
Files Coverage Δ
botorch/acquisition/multi_objective/monte_carlo.py 100.00% <100.00%> (ø)
botorch/utils/multi_objective/hypervolume.py 100.00% <100.00%> (ø)
botorch/utils/objective.py 100.00% <100.00%> (ø)

📣 We’re building smart automated test selection to slash your CI/CD build times. Learn more

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Oct 16, 2023
Summary:
Pull Request resolved: pytorch#2045

X-link: facebook/Ax#1909

This commit introduces `NoisyExpectedHypervolumeMixin`, a derivative of `CachedCholeskyMCSamplerMixin` that separates out much of the Pareto-partitioning required for `qNEHVI`.

Differential Revision: https://internalfb.com/D50337502

fbshipit-source-id: ff7a31de937fbb37d099049d1095f96816edda03
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This pull request was exported from Phabricator. Differential Revision: D50337502

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Oct 16, 2023
Summary:
Pull Request resolved: pytorch#2045

X-link: facebook/Ax#1909

This commit introduces `NoisyExpectedHypervolumeMixin`, a derivative of `CachedCholeskyMCSamplerMixin` that separates out much of the Pareto-partitioning required for `qNEHVI`.

Differential Revision: D50337502

fbshipit-source-id: 2564f54c3f73eecbfae9d2d97c2deb69b9f92a3a
SebastianAment added a commit to SebastianAment/Ax that referenced this pull request Oct 16, 2023
Summary:
X-link: pytorch/botorch#2045

Pull Request resolved: facebook#1909

This commit introduces `NoisyExpectedHypervolumeMixin`, a derivative of `CachedCholeskyMCSamplerMixin` that separates out much of the Pareto-partitioning required for `qNEHVI`.

Differential Revision: D50337502

fbshipit-source-id: dfa9b71d98be22253d004d3c0bad94bb48f5dfb5
SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Oct 16, 2023
Summary:
Pull Request resolved: pytorch#2045

X-link: facebook/Ax#1909

This commit introduces `NoisyExpectedHypervolumeMixin`, a derivative of `CachedCholeskyMCSamplerMixin` that separates out much of the Pareto-partitioning required for `qNEHVI`.

Differential Revision: https://internalfb.com/D50337502

fbshipit-source-id: c9d663b1d0e5b4899dd687f98d6980b854deee60
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This pull request was exported from Phabricator. Differential Revision: D50337502

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Oct 16, 2023
Summary:
Pull Request resolved: pytorch#2045

X-link: facebook/Ax#1909

This commit introduces `NoisyExpectedHypervolumeMixin`, a derivative of `CachedCholeskyMCSamplerMixin` that separates out much of the Pareto-partitioning required for `qNEHVI`.

Differential Revision: D50337502

fbshipit-source-id: 7a256db3b7c4604ce02dc2070752873feee1dae5
SebastianAment added a commit to SebastianAment/Ax that referenced this pull request Oct 17, 2023
Summary:
X-link: pytorch/botorch#2045

Pull Request resolved: facebook#1909

This commit introduces `NoisyExpectedHypervolumeMixin`, a derivative of `CachedCholeskyMCSamplerMixin` that separates out much of the Pareto-partitioning required for `qNEHVI`.

Differential Revision: D50337502

fbshipit-source-id: 3e307299349dd5215d5a49109b99aea92176373a
SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Oct 17, 2023
Summary:
Pull Request resolved: pytorch#2045

X-link: facebook/Ax#1909

This commit introduces `NoisyExpectedHypervolumeMixin`, a derivative of `CachedCholeskyMCSamplerMixin` that separates out much of the Pareto-partitioning required for `qNEHVI`.

Differential Revision: https://internalfb.com/D50337502

fbshipit-source-id: 291e72967541385ffd2bf12dd6b22e21a1af1bbd
SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Oct 17, 2023
Summary:
Pull Request resolved: pytorch#2045

X-link: facebook/Ax#1909

This commit introduces `NoisyExpectedHypervolumeMixin`, a derivative of `CachedCholeskyMCSamplerMixin` that separates out much of the Pareto-partitioning required for `qNEHVI`.

Differential Revision: https://internalfb.com/D50337502

fbshipit-source-id: 70adf6fa147557d83931a2fb6e08d85fa8302044
SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Oct 17, 2023
Summary:
Pull Request resolved: pytorch#2045

X-link: facebook/Ax#1909

This commit introduces `NoisyExpectedHypervolumeMixin`, a derivative of `CachedCholeskyMCSamplerMixin` that separates out much of the Pareto-partitioning required for `qNEHVI`.

Differential Revision: https://internalfb.com/D50337502

fbshipit-source-id: 12c7983a890d1df96d95a6796eb348f5e40727c1
SebastianAment added a commit to SebastianAment/Ax that referenced this pull request Oct 17, 2023
Summary:
X-link: pytorch/botorch#2045


This commit introduces `NoisyExpectedHypervolumeMixin`, a derivative of `CachedCholeskyMCSamplerMixin` that separates out much of the Pareto-partitioning required for `qNEHVI`.

Differential Revision: D50337502
SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Oct 17, 2023
Summary:

X-link: facebook/Ax#1909

This commit introduces `NoisyExpectedHypervolumeMixin`, a derivative of `CachedCholeskyMCSamplerMixin` that separates out much of the Pareto-partitioning required for `qNEHVI`.

Differential Revision: D50337502
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This pull request was exported from Phabricator. Differential Revision: D50337502

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Oct 17, 2023
Summary:

X-link: facebook/Ax#1909

This commit introduces `NoisyExpectedHypervolumeMixin`, a derivative of `CachedCholeskyMCSamplerMixin` that separates out much of the Pareto-partitioning required for `qNEHVI`.

Differential Revision: D50337502
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This pull request was exported from Phabricator. Differential Revision: D50337502

SebastianAment added a commit to SebastianAment/Ax that referenced this pull request Oct 18, 2023
Summary:
X-link: pytorch/botorch#2045


This commit introduces `NoisyExpectedHypervolumeMixin`, a derivative of `CachedCholeskyMCSamplerMixin` that separates out much of the Pareto-partitioning required for `qNEHVI`.

Differential Revision: D50337502
SebastianAment added a commit to SebastianAment/Ax that referenced this pull request Oct 18, 2023
Summary:
X-link: pytorch/botorch#2045


This commit introduces `NoisyExpectedHypervolumeMixin`, a derivative of `CachedCholeskyMCSamplerMixin` that separates out much of the Pareto-partitioning required for `qNEHVI`.

Differential Revision: D50337502
SebastianAment added a commit to SebastianAment/Ax that referenced this pull request Oct 18, 2023
Summary:
X-link: pytorch/botorch#2045


This commit introduces `NoisyExpectedHypervolumeMixin`, a derivative of `CachedCholeskyMCSamplerMixin` that separates out much of the Pareto-partitioning required for `qNEHVI`.

Differential Revision: D50337502
SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Oct 18, 2023
Summary:

X-link: facebook/Ax#1909

This commit introduces `NoisyExpectedHypervolumeMixin`, a derivative of `CachedCholeskyMCSamplerMixin` that separates out much of the Pareto-partitioning required for `qNEHVI`.

Differential Revision: D50337502
SebastianAment added a commit to SebastianAment/Ax that referenced this pull request Oct 18, 2023
Summary:
X-link: pytorch/botorch#2045


This commit introduces `NoisyExpectedHypervolumeMixin`, a derivative of `CachedCholeskyMCSamplerMixin` that separates out much of the Pareto-partitioning required for `qNEHVI`.

Differential Revision: D50337502
SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Oct 18, 2023
Summary:

X-link: facebook/Ax#1909

This commit introduces `NoisyExpectedHypervolumeMixin`, a derivative of `CachedCholeskyMCSamplerMixin` that separates out much of the Pareto-partitioning required for `qNEHVI`.

Differential Revision: D50337502
SebastianAment added a commit to SebastianAment/Ax that referenced this pull request Oct 18, 2023
Summary:
X-link: pytorch/botorch#2045


This commit introduces `NoisyExpectedHypervolumeMixin`, a derivative of `CachedCholeskyMCSamplerMixin` that separates out much of the Pareto-partitioning required for `qNEHVI`.

Differential Revision: D50337502
SebastianAment added a commit to SebastianAment/Ax that referenced this pull request Oct 18, 2023
Summary:
X-link: pytorch/botorch#2045


This commit introduces `NoisyExpectedHypervolumeMixin`, a derivative of `CachedCholeskyMCSamplerMixin` that separates out much of the Pareto-partitioning required for `qNEHVI`.

Differential Revision: D50337502
SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Oct 18, 2023
Summary:

X-link: facebook/Ax#1909

This commit introduces `NoisyExpectedHypervolumeMixin`, a derivative of `CachedCholeskyMCSamplerMixin` that separates out much of the Pareto-partitioning required for `qNEHVI`.

Differential Revision: D50337502
SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Oct 18, 2023
Summary:

X-link: facebook/Ax#1909

This commit introduces `NoisyExpectedHypervolumeMixin`, a derivative of `CachedCholeskyMCSamplerMixin` that separates out much of the Pareto-partitioning required for `qNEHVI`.

Differential Revision: D50337502
SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Oct 18, 2023
Summary:

X-link: facebook/Ax#1909

This commit introduces `NoisyExpectedHypervolumeMixin`, a derivative of `CachedCholeskyMCSamplerMixin` that separates out much of the Pareto-partitioning required for `qNEHVI`.

Differential Revision: D50337502
SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Oct 23, 2023
Summary:

X-link: facebook/Ax#1909

This commit introduces `NoisyExpectedHypervolumeMixin`, a derivative of `CachedCholeskyMCSamplerMixin` that separates out much of the Pareto-partitioning required for `qNEHVI`.

Reviewed By: Balandat

Differential Revision: D50337502
SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Oct 23, 2023
Summary:

X-link: facebook/Ax#1909

This commit introduces `NoisyExpectedHypervolumeMixin`, a derivative of `CachedCholeskyMCSamplerMixin` that separates out much of the Pareto-partitioning required for `qNEHVI`.

Reviewed By: Balandat

Differential Revision: D50337502
SebastianAment added a commit to SebastianAment/Ax that referenced this pull request Oct 23, 2023
Summary:
X-link: pytorch/botorch#2045


This commit introduces `NoisyExpectedHypervolumeMixin`, a derivative of `CachedCholeskyMCSamplerMixin` that separates out much of the Pareto-partitioning required for `qNEHVI`.

Reviewed By: Balandat

Differential Revision: D50337502
Summary:

X-link: facebook/Ax#1909

This commit introduces `NoisyExpectedHypervolumeMixin`, a derivative of `CachedCholeskyMCSamplerMixin` that separates out much of the Pareto-partitioning required for `qNEHVI`.

Reviewed By: Balandat

Differential Revision: D50337502
@facebook-github-bot
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This pull request was exported from Phabricator. Differential Revision: D50337502

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Oct 23, 2023
Summary:

X-link: facebook/Ax#1909

This commit introduces `NoisyExpectedHypervolumeMixin`, a derivative of `CachedCholeskyMCSamplerMixin` that separates out much of the Pareto-partitioning required for `qNEHVI`.

Reviewed By: Balandat

Differential Revision: D50337502
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This pull request has been merged in 7a7e9ab.

facebook-github-bot pushed a commit to facebook/Ax that referenced this pull request Oct 23, 2023
Summary:
X-link: pytorch/botorch#2045

Pull Request resolved: #1909

This commit introduces `NoisyExpectedHypervolumeMixin`, a derivative of `CachedCholeskyMCSamplerMixin` that separates out much of the Pareto-partitioning required for `qNEHVI`.

Reviewed By: Balandat

Differential Revision: D50337502

fbshipit-source-id: 1e24a4bc884ffa5b3fddb72730007e39fa3dae7e
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