Support risk measures in MOO input constructors #1401
Closed
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
facebook-github-bot
added
CLA Signed
|
This pull request was exported from Phabricator. Differential Revision: D39494500 |
Codecov Report
@@ Coverage Diff @@
## main #1401 +/- ##
=========================================
Coverage 100.00% 100.00%
=========================================
Files 124 124
Lines 11344 11363 +19
=========================================
+ Hits 11344 11363 +19
📣 We’re building smart automated test selection to slash your CI/CD build times. Learn more |
…ssing_function`. (pytorch#1400) Summary: Pull Request resolved: pytorch#1400 Deprecates the `weights` argument of risk measures in favor of a `preprocessing_function`. This is superior in that it allows better modification of the samples before computing the risk measures. This supports use cases such as filtering non-objective outcomes or applying feasibility weighting all within the risk measure itself. As a result, it helps avoid a number of if/else blocks when implementing robust optimization support in Ax. Differential Revision: https://internalfb.com/D39493308 fbshipit-source-id: 072d0a4c54de854106fa74db5e2ca2efa55d445a
Summary: Pull Request resolved: pytorch#1401 Minor modifications to support risk measures in EHVI and NEHVI input constructors. Instead of applying the full risk measure on the objective thresholds, we only apply the preprocessing function to make sure we remove all non-objective outcomes and align it correctly for maximization. Reviewed By: Balandat Differential Revision: D39494500 fbshipit-source-id: 6bacd61f7a8a9257223f0a219d0bd6972d64769d
saitcakmak
force-pushed
the
export-D39494500
branch
from
d730b89 to
a4f231f
Compare
|
This pull request was exported from Phabricator. Differential Revision: D39494500 |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Summary: Minor modifications to support risk measures in EHVI and NEHVI input constructors. Instead of applying the full risk measure on the objective thresholds, we only apply the preprocessing function to make sure we remove all non-objective outcomes and align it correctly for maximization.
Differential Revision: D39494500