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Introducing LogNoisyExpectedImprovement #1577

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Summary:
Follow up on D41890063 (d819b2d), continuing the logarithmification of improvement-based acquisition functions.
Notably, the existing test case for NEI already exhibits acquisition values that are exactly zero and gradients on the order of machine epsilon. This is solved by LogNEI.

Reviewed By: Balandat

Differential Revision: D42109272

@facebook-github-bot facebook-github-bot added CLA Signed Do not delete this pull request or issue due to inactivity. fb-exported labels Dec 19, 2022
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This pull request was exported from Phabricator. Differential Revision: D42109272

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Dec 19, 2022
Summary:
Pull Request resolved: pytorch#1577

Follow up on D41890063 (pytorch@d819b2d), continuing the logarithmification of improvement-based acquisition functions.
Notably, the existing test case for `NEI` already exhibits acquisition values that are exactly zero and gradients on the order of machine epsilon. This is solved by `LogNEI`.

Reviewed By: Balandat

Differential Revision: D42109272

fbshipit-source-id: fef4dda61cd2fcb1d09af15abe83a9812c88f0b2
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This pull request was exported from Phabricator. Differential Revision: D42109272

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codecov bot commented Dec 19, 2022

Codecov Report

Merging #1577 (1c980d8) into main (37e5061) will not change coverage.
The diff coverage is 100.00%.

❗ Current head 1c980d8 differs from pull request most recent head fd5bfaa. Consider uploading reports for the commit fd5bfaa to get more accurate results

@@            Coverage Diff            @@
##              main     #1577   +/-   ##
=========================================
  Coverage   100.00%   100.00%           
=========================================
  Files          153       153           
  Lines        13602     13623   +21     
=========================================
+ Hits         13602     13623   +21     
Impacted Files Coverage Δ
botorch/acquisition/analytic.py 100.00% <100.00%> (ø)
botorch/acquisition/input_constructors.py 100.00% <100.00%> (ø)

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SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Dec 20, 2022
Summary:
Pull Request resolved: pytorch#1577

Follow up on D41890063 (pytorch@d819b2d), continuing the logarithmification of improvement-based acquisition functions.
Notably, the existing test case for `NEI` already exhibits acquisition values that are exactly zero and gradients on the order of machine epsilon. This is solved by `LogNEI`.

Reviewed By: Balandat

Differential Revision: D42109272

fbshipit-source-id: 147ece187d973d28cc788e68ad2a1a4db690b12e
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This pull request was exported from Phabricator. Differential Revision: D42109272

Summary:
Pull Request resolved: pytorch#1577

Follow up on D41890063 (pytorch@d819b2d), continuing the logarithmification of improvement-based acquisition functions.
Notably, the existing test case for `NEI` already exhibits acquisition values that are exactly zero and gradients on the order of machine epsilon. This is solved by `LogNEI`.

Reviewed By: Balandat

Differential Revision: D42109272

fbshipit-source-id: 3c8370b4581a57becceb915b82a4850386aa61c4
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This pull request was exported from Phabricator. Differential Revision: D42109272

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This pull request has been merged in 8f58784.

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