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Update the default SingleTaskGP prior #2449

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Update the default SingleTaskGP prior #2449

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Commits on Jul 30, 2024

  1. Update the default SingleTaskGP prior (pytorch#2449) 

    Summary:
X-link: facebook/Ax#2610

Pull Request resolved: pytorch#2449

Update of the default hyperparameter priors for the SingleTaskGP.

Switch from the conventional Scale-Matern kernel with Gamma(3, 6) lengthscale prior is substituted for an RBF Kernel (without a ScaleKernel), and a change from the high-noise Gamma(1.1, 0.05) noise prior of the GaussianLikelihood to a LogNormal prior that prefers lower values. The change is made in accordance with the findings of [1].

 The change is made to improve the out-of-the-box performance of the BoTorch models on high-dimensional problems.

[1] Carl Hvarfner, Erik Orm Hellsten, Luigi Nardi. _Vanilla Bayesian Optimization Performs Great in High Dimensions_. ICML, 2024.

Reviewed By: saitcakmak

Differential Revision: D60080819
    @facebook-github-bot
    Carl Hvarfner authored and facebook-github-bot committed Jul 30, 2024
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