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v0.1.1
API updates, more robust model fitting
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Breaking changes
rename botorch.qmc to botorch.sampling, move MC samplers from
acquisition.sampler to botorch.sampling.samplers (#172 )
New Features
Add condition_on_observations and fantasize to the Model level API (#173 )
Support pending observations generically for all MCAcqusitionFunctions (#176 )
Add fidelity kernel for training iterations/training data points (#178 )
Support for optimization constraints across q-batches (to support things like
sample budget constraints) (2a95a6c )
Add ModelList <-> Batched Model converter (#187 )
New test functions
basic: neg_ackley, cosine8, neg_levy, neg_rosenbrock, neg_shekel
(e26dc75 )
for multi-fidelity BO: neg_aug_branin, neg_aug_hartmann6,
neg_aug_rosenbrock (ec4aca7 )
Improved functionality:
More robust model fitting
Catch gpytorch numerical issues and return NaN to the optimizer (#184 )
Restart optimization upon failure by sampling hyperparameters from their prior (#188 )
Sequentially fit batched and ModelListGP models by default (#189 )
Change minimum inferred noise level (e2c64fe )
Introduce optional batch limit in joint_optimize to increases scalability of
parallel optimization (baab578 )
Change constructor of ModelListGP to comply with GPyTorch’s IndependentModelList
constructor (a6cf739 )
Use torch.random to set default seed for samplers (rather than random) to
making sampling reproducible when setting torch.manual_seed
(ae507ad )
Performance Improvements
Use einsum in LinearMCObjective (22ca295 )
Change default Sobol sample size for MCAquisitionFunctions to be base-2 for
better MC integration performance (5d8e818 )
Add ability to fit models in SumMarginalLogLikelihood sequentially (and make
that the default setting) (#183 )
Do not construct the full covariance matrix when computing posterior of
single-output BatchedMultiOutputGPyTorchModel (#185 )
Bug fixes
Properly handle observation_noise kwarg for BatchedMultiOutputGPyTorchModels (#182 )
Fix a issue where f_best was always max for NoisyExpectedImprovement
(410de58 )
Fix bug and numerical issues in initialize_q_batch
(844dcd1 )
Fix numerical issues with inv_transform for qMC sampling (#162 )
Other
Bump GPyTorch minimum requirement to 0.3.3
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