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Multi-Objective "Log" acquisition functions
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@Balandat Balandat released this 03 Nov 00:31
· 339 commits to main since this release
v0.9.3
4ff6aae

Highlights

  • Additional "Log" acquisition functions for multi-objective optimization with better numerical behavior, which often leads to significantly improved BO performance over their non-"Log" counterparts:
  • FixedNoiseGP and FixedNoiseMultiFidelityGP have been deprecated, their functionalities merged into SingleTaskGP and SingleTaskMultiFidelityGP, respectively (#2052, #2053).
  • Removed deprecated legacy model fitting functions: numpy_converter, fit_gpytorch_scipy, fit_gpytorch_torch, _get_extra_mll_args (#1995, #2050).

New Features

  • Support multiple data fidelity dimensions in SingleTaskMultiFidelityGP and (deprecated) FixedNoiseMultiFidelityGP models (#1956).
  • Add logsumexp and fatmax to handle infinities and control asymptotic behavior in "Log" acquisition functions (#1999).
  • Add outcome and feature names to datasets, implement MultiTaskDataset (#2015, #2019).
  • Add constrained Hartmann and constrained Gramacy synthetic test problems (#2022, #2026, #2027).
  • Support observed noise in MixedSingleTaskGP (#2054).
  • Add PosteriorStandardDeviation acquisition function (#2060).

Bug fixes

  • Fix input constructors for qMaxValueEntropy and qMultiFidelityKnowledgeGradient (#1989).
  • Fix precision issue that arises from inconsistent data types in LearnedObjective (#2006).
  • Fix fantasization with FixedNoiseGP and outcome transforms and use FantasizeMixin (#2011).
  • Fix LearnedObjective base sample shape (#2021).
  • Apply constraints in prune_inferior_points (#2069).
  • Support non-batch evaluation of PenalizedMCObjective (#2073).
  • Fix Dataset equality checks (#2077).

Other changes

  • Don't allow unused **kwargs in input_constructors except for a defined set of exceptions (#1872, #1985).
  • Merge inferred and fixed noise LCE-M models (#1993).
  • Fix import structure in botorch.acquisition.utils (#1986).
  • Remove deprecated functionality: weights argument of RiskMeasureMCObjective and squeeze_last_dim (#1994).
  • Make X, Y, Yvar into properties in datasets (#2004).
  • Make synthetic constrained test functions subclass from SyntheticTestFunction (#2029).
  • Add construct_inputs to contextual GP models LCEAGP and SACGP (#2057).
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