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LogEI acquisition functions, L0 regularization & homotopy optimization, PiBO, orthogonal additive kernel, nonlinear constraints

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@Balandat Balandat released this 01 Aug 19:34
· 379 commits to main since this release
v0.9.0
91b278f

Compatibility

  • Require Python >= 3.9.0 (#1924).
  • Require PyTorch >= 1.13.1 (#1960).
  • Require linear_operator == 0.5.0 (#1961).
  • Require GPyTorch == 1.11 (#1961).

Highlights

  • Introduce OrthogonalAdditiveKernel (#1869).
  • Speed up LCE-A kernel by over an order of magnitude (#1910).
  • Introduce optimize_acqf_homotopy, for optimizing acquisition functions with homotopy (#1915).
  • Introduce PriorGuidedAcquisitionFunction (PiBO) (#1920).
  • Introduce qLogExpectedImprovement, which provides more accurate numerics than qExpectedImprovement and can lead to significant optimization improvements (#1936).
  • Similarly, introduce qLogNoisyExpectedImprovement, which is analogous to qNoisyExpectedImprovement (#1937).

New Features

  • Add constrained synthetic test functions PressureVesselDesign, WeldedBeam, SpeedReducer, and TensionCompressionString (#1832).
  • Support decoupled fantasization (#1853) and decoupled evaluations in cost-aware utilities (#1949).
  • Add PairwiseBayesianActiveLearningByDisagreement, an active learning acquisition function for PBO and BOPE (#1855).
  • Support custom mean and likelihood in MultiTaskGP (#1909).
  • Enable candidate generation (via optimize_acqf) with both non_linear_constraints and fixed_features (#1912).
  • Introduce L0PenaltyApproxObjective to support L0 regularization (#1916).
  • Enable batching in PriorGuidedAcquisitionFunction (#1925).

Other changes

  • Deprecate FixedNoiseMultiTaskGP; allow train_Yvar optionally in MultiTaskGP (#1818).
  • Implement load_state_dict for SAAS multi-task GP (#1825).
  • Improvements to LinearEllipticalSliceSampler (#1859, #1878, #1879, #1883).
  • Allow passing in task features as part of X in MTGP.posterior (#1868).
  • Improve numerical stability of log densities in pairwise GPs (#1919).
  • Python 3.11 compliance (#1927).
  • Enable using constraints with SampleReducingMCAcquisitionFunctions when using input_constructors and get_acquisition_function (#1932).
  • Enable use of qLogExpectedImprovement and qLogNoisyExpectedImprovement with Ax (#1941).

Bug Fixes

  • Enable pathwise sampling modules to be converted to GPU (#1821).
  • Allow Standardize modules to be loaded once trained (#1874).
  • Fix memory leak in Inducing Point Allocators (#1890).
  • Correct einsum computation in LCEAKernel (#1918).
  • Properly whiten bounds in MVNXPB (#1933).
  • Make FixedFeatureAcquisitionFunction convert floats to double-precision tensors rather than single-precision (#1944).
  • Fix memory leak in FullyBayesianPosterior (#1951).
  • Make AnalyticExpectedUtilityOfBestOption input constructor work correctionly with multi-task GPs (#1955).
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