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Add qLogNParEGO #532

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Merged
merged 4 commits into from
Apr 7, 2025
Merged

Add qLogNParEGO #532

merged 4 commits into from
Apr 7, 2025

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Scienfitz
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@Scienfitz Scienfitz commented Apr 6, 2025

Since multi-ouput is now supported we might as well add support for this alternative to qLogNEHVI

Notes:

  • changed AcquisitionFunction.supports_multi_output to an explicitly set class var
  • for this acqf, botorch uses an already heavily abbreviated term, so I made abbreviation identical to the original name
  • the name stands for batch logarithmic noisy pareto efficient global optimization
  • Botorch-latest already has an option incremental enabling to chagne qLogNParEGO's behavior in a way that sounds very similar to what sequential does. But since its not released I left that out

Here the result with the existing Pareto example indicating this basically works (the actual code change for this was not pushed):
image
Its also clear that this seems to be inferior to qLogNEHVI, I think this partially could come from the still missing posterior transforms

@Scienfitz Scienfitz added the new feature New functionality label Apr 6, 2025
@Scienfitz Scienfitz self-assigned this Apr 6, 2025
@Scienfitz Scienfitz force-pushed the feature/qLogNParEGO branch from b3c0ad8 to 471d3be Compare April 7, 2025 13:36
@Scienfitz Scienfitz force-pushed the feature/qLogNParEGO branch from 174de6b to 5bf7cf7 Compare April 7, 2025 15:00
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@AdrianSosic AdrianSosic left a comment

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Thx, good to have this alternative 👍🏼

@Scienfitz Scienfitz merged commit 3821066 into main Apr 7, 2025
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@Scienfitz Scienfitz deleted the feature/qLogNParEGO branch April 7, 2025 15:41
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2 participants