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v0.16.0
Maintenance Release - Various Improvements across models, acquisition function optimization, PFN integration
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Compatibility
Require GPyTorch>=1.14.2 (#3055 ).
New Features
Add EnsembleMapSaasSingleTaskGP (#3035 , #3038 , #3040 ).
Allow different inferred noise levels for each task in MultitaskGP (#2997 ).
Allow LatentKroneckerGP model to support different T values at train and test time (#3032 , #3037 ).
Allow qHypervolumeKnowledgeGradient to return log values for better numerical stability (#2974 , #2976 , #2979 ).
Add NumericToCategoricalEncoding input transform (#2907 ).
Added a MatheronPathModel - a DeterministicModel returning a Matheron path sample (#2984 ).
Project points generated in acquisition function optization to the feasible space (#3010 ).
Add support for non-uniform model weights in EnsembleModel and EnsemblePosterior (#2993 ).
Allow optimizers to support negative indices for fixed features (#2970 ).
Add worst known feasible value to constrained test problems (#3016 ).
Bug Fixes
Fix optimize_acqf_mixed_alternating initialization with categorical features (#2986 ).
Use IIDNormalSampler for PosteriorList by default to fix issue with correlated Sobol samples (#2977 ).
Fix condition_on_observations to correctly apply input transforms and properly add data to train_inputs (#2989 , #2990 , #3034 ).
Fix handling of input transforms for AdditiveMapSaasSingleTaskGP (#3042 ).
Preserve train inputs and targets through transforms (#3044 ).
Improve how qNEHVI handles pending points to avoid duplicate suggestions when initial pending points are passed (#2985 ).
Other Changes
Add support for missing tasks in multi-task GP models (#2960 ).
Add input constructor for LogConstrainedExpectedImprovement (#2973 ).
Improve error handling and update documentation for inter-point constraints (#3003 ).
Make AnalyticAcquisitionFunction._mean_and_sigma() return output dim consistently (#3028 ).
Improve initialization with continuous relaxation in optimize_acqf_mixed_alternating (#3041 ).
Implement ContextualDataset.__eq__() (#3005 ).
Check shape of state dict when comparing input transforms (#3051 ).
Add py.typed file to precent tools complainnig about type stubs (#2982 ).
Improve best feasible objective computation; point user to use probability of feasibility (#3011 ).
Deprecations and removals
Deprecate get_fitted_map_saas_ensemble() in favor of EnsembleMapSaasSingleTaskGP (#3036 ).
Changes to botorch_community
Add MCAcquisition support to PFNModel (#3031 ).
Add copula-based multivariate posterior for PFNModel (#3045 ).
Allow PFNModel to load checkpoints from trainings done with automl/PFNs (#3017 ).
Add support for Kaiming/He initialization for the VBLL mean (#3053 ).
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