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log_erfcx and standard_normal_(log_)hazard for stable pairwise GPs #1919

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Summary: This commit introduces log_erfcx, and standard_normal_(log_)hazard, which improves the stability of the computations involved in pairwise Gaussian process models, and might also be of more general interest and use.

Differential Revision: D47232960

@facebook-github-bot facebook-github-bot added CLA Signed Do not delete this pull request or issue due to inactivity. fb-exported labels Jul 5, 2023
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This pull request was exported from Phabricator. Differential Revision: D47232960

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codecov bot commented Jul 5, 2023

Codecov Report

Merging #1919 (1836c59) into main (7eb847a) will not change coverage.
The diff coverage is 100.00%.

❗ Current head 1836c59 differs from pull request most recent head 446b400. Consider uploading reports for the commit 446b400 to get more accurate results

@@            Coverage Diff            @@
##              main     #1919   +/-   ##
=========================================
  Coverage   100.00%   100.00%           
=========================================
  Files          173       173           
  Lines        15264     15270    +6     
=========================================
+ Hits         15264     15270    +6     
Impacted Files Coverage Δ
botorch/models/pairwise_gp.py 100.00% <ø> (ø)
botorch/models/likelihoods/pairwise.py 100.00% <100.00%> (ø)
botorch/utils/probability/utils.py 100.00% <100.00%> (ø)

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SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Jul 5, 2023
pytorch#1919)

Summary:
Pull Request resolved: pytorch#1919

This commit introduces `log_erfcx`, and `standard_normal_(log_)hazard`, which improves the stability of the computations involved in pairwise Gaussian process models, and might also be of more general interest and use.

Differential Revision: D47232960

fbshipit-source-id: 358c8187869c541a6987fdc71b8fb0a6b9c4f2cb
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This pull request was exported from Phabricator. Differential Revision: D47232960

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Jul 5, 2023
pytorch#1919)

Summary:
Pull Request resolved: pytorch#1919

This commit introduces `log_erfcx`, and `standard_normal_(log_)hazard`, which improves the stability of the computations involved in pairwise Gaussian process models, and might also be of more general interest and use.

Differential Revision: D47232960

fbshipit-source-id: eddf257eaec4beb1d55a94f9bf48fdda59d5a263
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This pull request was exported from Phabricator. Differential Revision: D47232960

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Jul 5, 2023
pytorch#1919)

Summary:
Pull Request resolved: pytorch#1919

This commit introduces `log_erfcx`, and `standard_normal_(log_)hazard`, which improves the stability of the computations involved in pairwise Gaussian process models, and might also be of more general interest and use.

Differential Revision: D47232960

fbshipit-source-id: 34365b4148435793c55bc32f4ed129483a419f4a
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This pull request was exported from Phabricator. Differential Revision: D47232960

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Jul 5, 2023
pytorch#1919)

Summary:
Pull Request resolved: pytorch#1919

This commit introduces `log_erfcx`, and `standard_normal_(log_)hazard`, which improves the stability of the computations involved in pairwise Gaussian process models, and might also be of more general interest and use.

Reviewed By: Balandat

Differential Revision: D47232960

fbshipit-source-id: 4fbcdc759acb31c6b5d5197d6b1f28b4b192996a
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This pull request was exported from Phabricator. Differential Revision: D47232960

pytorch#1919)

Summary:
Pull Request resolved: pytorch#1919

This commit introduces `log_erfcx`, and `standard_normal_(log_)hazard`, which improves the stability of the computations involved in pairwise Gaussian process models, and might also be of more general interest and use.

Reviewed By: Balandat

Differential Revision: D47232960

fbshipit-source-id: 15c4a0f4fa4d798b5ea785bd25d880a39f0a9d0e
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This pull request was exported from Phabricator. Differential Revision: D47232960

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This pull request has been merged in f6ed868.

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