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fix chebyshev scalariztaion #1616

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@sdaulton sdaulton commented Jan 5, 2023

Summary: See #1614

Differential Revision: D42373368

@facebook-github-bot facebook-github-bot added CLA Signed Do not delete this pull request or issue due to inactivity. fb-exported labels Jan 5, 2023
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This pull request was exported from Phabricator. Differential Revision: D42373368

Comment on lines 35 to 38
Outcomes are multiplied by -1, then normalized to [0,1] for maximization (or [-1,0] for minimization)
and then an augmented Chebyshev scalarization is applied.

Since typically the augmented chebyshev scalarization is minimized, we multiply the resulting quantity by -1.
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Suggested change
Outcomes are multiplied by -1, then normalized to [0,1] for maximization (or [-1,0] for minimization)
and then an augmented Chebyshev scalarization is applied.
Since typically the augmented chebyshev scalarization is minimized, we multiply the resulting quantity by -1.
Outcomes are multiplied by -1 (since botorch by default assumes maximization
of the underlying outcomes), then normalized to [0,1] for maximization (or [-1,0]
for minimization) and then an augmented Chebyshev scalarization is applied.
Since typically the augmented Chebyshev scalarization is minimized, we
multiply the resulting quantity by -1.

@@ -61,6 +63,7 @@ def get_chebyshev_scalarization(
>>> weights = torch.tensor([0.75, -0.25])
>>> transform = get_aug_chebyshev_scalarization(weights, Y)
"""
Y = -Y
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Add a comment here? As well as below in the obj definition for clarity?

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This pull request was exported from Phabricator. Differential Revision: D42373368

sdaulton added a commit to sdaulton/botorch that referenced this pull request Jan 15, 2023
Summary:
Pull Request resolved: pytorch#1616

See pytorch#1614

Differential Revision: D42373368

fbshipit-source-id: 5b705efadd3c1259e8f7fd73964c882f40ae5150
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codecov bot commented Jan 15, 2023

Codecov Report

Merging #1616 (1020015) into main (63dd0cd) will not change coverage.
The diff coverage is 100.00%.

❗ Current head 1020015 differs from pull request most recent head 3c5b1fd. Consider uploading reports for the commit 3c5b1fd to get more accurate results

@@            Coverage Diff            @@
##              main     #1616   +/-   ##
=========================================
  Coverage   100.00%   100.00%           
=========================================
  Files          169       169           
  Lines        14518     14523    +5     
=========================================
+ Hits         14518     14523    +5     
Impacted Files Coverage Δ
botorch/utils/multi_objective/scalarization.py 100.00% <100.00%> (ø)

📣 We’re building smart automated test selection to slash your CI/CD build times. Learn more

sdaulton added a commit to sdaulton/botorch that referenced this pull request Jan 15, 2023
Summary:
Pull Request resolved: pytorch#1616

See pytorch#1614

Differential Revision: D42373368

fbshipit-source-id: 828dee51734cc54bf3f01c1876af05f9ae8b7201
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This pull request was exported from Phabricator. Differential Revision: D42373368

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This pull request was exported from Phabricator. Differential Revision: D42373368

sdaulton added a commit to sdaulton/botorch that referenced this pull request Feb 8, 2023
Summary:
Pull Request resolved: pytorch#1616

See pytorch#1614

Differential Revision: D42373368

fbshipit-source-id: 8a297e8fdfe3e237397a62acca556219ccd5c959
Summary:
Pull Request resolved: pytorch#1616

See pytorch#1614

Reviewed By: Balandat

Differential Revision: D42373368

fbshipit-source-id: eace05709a824f16a6dfdac0e13d906cc5f8dfd1
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This pull request was exported from Phabricator. Differential Revision: D42373368

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This pull request has been merged in 3e18d2a.

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