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ThompsonSampling acquisition function #2443

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Summary: Thompson sampling (approx with RFF & pathwise) as an acquisition function to have it fit with general BO loops (&MBM, although secondary ATM).

Reviewed By: saitcakmak

Differential Revision: D59961584

@facebook-github-bot facebook-github-bot added the CLA Signed Do not delete this pull request or issue due to inactivity. label Jul 24, 2024
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This pull request was exported from Phabricator. Differential Revision: D59961584

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codecov bot commented Jul 24, 2024

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 99.98%. Comparing base (96a71e7) to head (b303c86).

Additional details and impacted files
@@           Coverage Diff           @@
##             main    #2443   +/-   ##
=======================================
  Coverage   99.98%   99.98%           
=======================================
  Files         189      190    +1     
  Lines       16711    16740   +29     
=======================================
+ Hits        16709    16738   +29     
  Misses          2        2           

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This pull request was exported from Phabricator. Differential Revision: D59961584

@hvarfner hvarfner force-pushed the export-D59961584 branch 2 times, most recently from 6d57e6a to d6635a5 Compare July 26, 2024 21:40
hvarfner pushed a commit to hvarfner/botorch that referenced this pull request Jul 26, 2024
Summary:

Thompson sampling (approx with RFF & pathwise) as an acquisition function to have it fit with general BO loops (&MBM, although secondary ATM).

Amend: Removed Fully Bayesian variant, since it did not make sense in its current format.

Reviewed By: saitcakmak

Differential Revision: D59961584
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This pull request was exported from Phabricator. Differential Revision: D59961584

hvarfner pushed a commit to hvarfner/botorch that referenced this pull request Jul 26, 2024
Summary:

Thompson sampling (approx with RFF & pathwise) as an acquisition function to have it fit with general BO loops (&MBM, although secondary ATM).

Amend: Removed Fully Bayesian variant, since it did not make sense in its current format.

Reviewed By: saitcakmak

Differential Revision: D59961584
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This pull request was exported from Phabricator. Differential Revision: D59961584

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This pull request was exported from Phabricator. Differential Revision: D59961584

hvarfner pushed a commit to hvarfner/botorch that referenced this pull request Jul 29, 2024
Summary:
Pull Request resolved: pytorch#2443

Thompson sampling (approx with RFF & pathwise) as an acquisition function to have it fit with general BO loops (&MBM, although secondary ATM).

Amend: Removed Fully Bayesian variant, since it did not make sense in its current format.

Differential Revision: D59961584
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This pull request was exported from Phabricator. Differential Revision: D59961584

hvarfner pushed a commit to hvarfner/botorch that referenced this pull request Jul 29, 2024
Summary:
Pull Request resolved: pytorch#2443

Thompson sampling (approx with RFF & pathwise) as an acquisition function to have it fit with general BO loops (&MBM, although secondary ATM).

Amend: Removed Fully Bayesian variant, since it did not make sense in its current format.

Differential Revision: D59961584
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This pull request was exported from Phabricator. Differential Revision: D59961584

hvarfner pushed a commit to hvarfner/botorch that referenced this pull request Jul 29, 2024
Summary:
Pull Request resolved: pytorch#2443

Thompson sampling (approx with RFF & pathwise) as an acquisition function to have it fit with general BO loops (&MBM, although secondary ATM).

Amend: Removed Fully Bayesian variant, since it did not make sense in its current format.

Differential Revision: D59961584
Summary:
Pull Request resolved: pytorch#2443

Thompson sampling (approx with RFF & pathwise) as an acquisition function to have it fit with general BO loops (&MBM, although secondary ATM).

Amend: Removed Fully Bayesian variant, since it did not make sense in its current format.

Differential Revision: D59961584
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This pull request was exported from Phabricator. Differential Revision: D59961584

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This pull request has been merged in 4497a5c.

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