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Knowledge Gradient (one-shot), various maintenance

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@Balandat Balandat released this 02 Oct 00:59

Breaking Changes

  • Require explicit output dimensions in BoTorch models (#238)
  • Make joint_optimize / sequential_optimize return acquisition function
    values (#149) [note deprecation notice below]
  • standardize now works on the second to last dimension (#263)
  • Refactor synthetic test functions (#273)

New Features

  • Add qKnowledgeGradient acquisition function (#272, #276)
  • Add input scaling check to standard models (#267)
  • Add cyclic_optimize, convergence criterion class (#269)
  • Add settings.debug context manager (#242)

Deprecations

  • Consolidate sequential_optimize and joint_optimize into optimize_acqf
    (#150)

Bug fixes

  • Properly pass noise levels to GPs using a FixedNoiseGaussianLikelihood (#241)
    [requires gpytorch > 0.3.5]
  • Fix q-batch dimension issue in ConstrainedExpectedImprovement
    (6c06718)
  • Fix parameter constraint issues on GPU (#260)

Minor changes

  • Add decorator for concatenating pending points (#240)
  • Draw independent sample from prior for each hyperparameter (#244)
  • Allow dim > 1111 for gen_batch_initial_conditions (#249)
  • Allow optimize_acqf to use q>1 for AnalyticAcquisitionFunction (#257)
  • Allow excluding parameters in fit functions (#259)
  • Track the final iteration objective value in fit_gpytorch_scipy (#258)
  • Error out on unexpected dims in parameter constraint generation (#270)
  • Compute acquisition values in gen_ functions w/o grad (#274)

Tests

  • Introduce BotorchTestCase to simplify test code (#243)
  • Refactor tests to have monolithic cuda tests (#261)