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approximate qPI using MVNXPB #1684

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approximate qPI using MVNXPB #1684

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danielrjiang
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Summary: This is work by jiayuewan during his internship. I am simply moving it to OSS.

Differential Revision: D43337388

@facebook-github-bot facebook-github-bot added CLA Signed Do not delete this pull request or issue due to inactivity. fb-exported labels Feb 16, 2023
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This pull request was exported from Phabricator. Differential Revision: D43337388

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codecov bot commented Feb 16, 2023 •
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Codecov Report

Merging #1684 (506b0f2) into main (ecd83ca) will not change coverage.
The diff coverage is 100.00%.

❗ Current head 506b0f2 differs from pull request most recent head aeda382. Consider uploading reports for the commit aeda382 to get more accurate results

@@            Coverage Diff            @@
##              main     #1684   +/-   ##
=========================================
  Coverage   100.00%   100.00%           
=========================================
  Files          169       169           
  Lines        14537     14554   +17     
=========================================
+ Hits         14537     14554   +17
Impacted Files Coverage Δ
botorch/acquisition/__init__.py 100.00% <ø> (ø)
botorch/acquisition/analytic.py 100.00% <100.00%> (ø)

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danielrjiang added a commit to danielrjiang/botorch that referenced this pull request Feb 16, 2023
@danielrjiang @facebook-github-bot
approximate qPI using MVNXPB (pytorch#1684)
59515a5 
Summary:
Pull Request resolved: pytorch#1684

This is work by jiayuewan during his internship. I am simply moving it to OSS.

Differential Revision: D43337388

fbshipit-source-id: 93b2887a4b23685ff1dbf1efa0fbb692c67871b6
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This pull request was exported from Phabricator. Differential Revision: D43337388

@Balandat Balandat mentioned this pull request Feb 16, 2023
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danielrjiang added a commit to danielrjiang/botorch that referenced this pull request Feb 16, 2023
@danielrjiang @facebook-github-bot
approximate qPI using MVNXPB (pytorch#1684)
50cf85a 
Summary:
Pull Request resolved: pytorch#1684

This is work by jiayuewan during his internship. I am simply moving it to OSS.

Differential Revision: D43337388

fbshipit-source-id: e2708825fa26ab230acb2549f823a651bbd940c4
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This pull request was exported from Phabricator. Differential Revision: D43337388

danielrjiang added a commit to danielrjiang/botorch that referenced this pull request Feb 16, 2023
@danielrjiang @facebook-github-bot
approximate qPI using MVNXPB (pytorch#1684)
a205744 
Summary:
Pull Request resolved: pytorch#1684

This is work by jiayuewan during his internship. I am simply moving it to OSS.

Reviewed By: Balandat

Differential Revision: D43337388

fbshipit-source-id: 028aa2798a00ffe94124c0ce193fc7ff54999993
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This pull request was exported from Phabricator. Differential Revision: D43337388

danielrjiang added a commit to danielrjiang/botorch that referenced this pull request Feb 16, 2023
@danielrjiang @facebook-github-bot
approximate qPI using MVNXPB (pytorch#1684)
e7d6d53 
Summary:
Pull Request resolved: pytorch#1684

This is work by jiayuewan during his internship. I am simply moving it to OSS.

Reviewed By: Balandat

Differential Revision: D43337388

fbshipit-source-id: 33eaf7cf7f5c58d2bc79617066e919b8e0c9cebe
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This pull request was exported from Phabricator. Differential Revision: D43337388

Balandat
Balandat reviewed Feb 17, 2023
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botorch/acquisition/analytic.py Outdated
@@ -231,6 +234,70 @@ def forward(self, X: Tensor) -> Tensor:
return Phi(u)


class ApproximateProbabilityOfImprovement(AnalyticAcquisitionFunction):
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Feels like this should have a notion of batch support in the name? Maybe sth like qAnalyticProbabilityOfImprovement ? Or BatchProbabilityOfImprovement?

@danielrjiang @facebook-github-bot
approximate qPI using MVNXPB (pytorch#1684)
aeda382 
Summary:
Pull Request resolved: pytorch#1684

This is work by jiayuewan during his internship. I am simply moving it to OSS.

Reviewed By: Balandat

Differential Revision: D43337388

fbshipit-source-id: ad36066ab16d322d9deeed99110b090a273065d2
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This pull request was exported from Phabricator. Differential Revision: D43337388

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This pull request has been merged in 52959e6.

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