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Batch-MC Prior-Guided AF #1925

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Summary:
see title. This weights the AF values before reduction over the sample and q-dims.

This also handles X_pending directly, rather than on the underlying AF. This ensures, X_pending is concatenated with X and passed to both the AF an the prior. This will only work for AFs that support concatenating X_pending.

This would need revision to work with for example NEHVI with cached box decompositions.

Reviewed By: Balandat

Differential Revision: D47307059

@facebook-github-bot facebook-github-bot added CLA Signed Do not delete this pull request or issue due to inactivity. fb-exported labels Jul 10, 2023
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This pull request was exported from Phabricator. Differential Revision: D47307059

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codecov bot commented Jul 10, 2023

Codecov Report

Merging #1925 (f113470) into main (56198cd) will increase coverage by 0.00%.
The diff coverage is 100.00%.

❗ Current head f113470 differs from pull request most recent head 26a68bd. Consider uploading reports for the commit 26a68bd to get more accurate results

@@           Coverage Diff           @@
##             main    #1925   +/-   ##
=======================================
  Coverage   99.94%   99.94%           
=======================================
  Files         176      176           
  Lines       15459    15467    +8     
=======================================
+ Hits        15451    15459    +8     
  Misses          8        8           
Impacted Files Coverage Δ
botorch/acquisition/monte_carlo.py 100.00% <100.00%> (ø)
botorch/acquisition/prior_guided.py 100.00% <100.00%> (ø)

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sdaulton added a commit to sdaulton/botorch that referenced this pull request Jul 11, 2023
Summary:
Pull Request resolved: pytorch#1925

see title. This weights the AF values before reduction over the sample and q-dims.

This also handles `X_pending` directly, rather than on the underlying AF. This ensures, `X_pending` is concatenated with `X` and passed to both the AF an the prior. This will only work for AFs that support concatenating `X_pending`.

This would need revision to work with for example NEHVI with cached box decompositions.

Reviewed By: Balandat

Differential Revision: D47307059

fbshipit-source-id: 92499a9b9b99878b8f9ea38757cbed1dc02f77c2
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This pull request was exported from Phabricator. Differential Revision: D47307059

sdaulton and others added 2 commits July 10, 2023 18:00
Summary: See title. This is used in the stacked diff.

Differential Revision: D47296866

fbshipit-source-id: 1ace485d1434d856cd3c15f1515756a0f39c76e9
Summary:
Pull Request resolved: pytorch#1925

see title. This weights the AF values before reduction over the sample and q-dims.

This also handles `X_pending` directly, rather than on the underlying AF. This ensures, `X_pending` is concatenated with `X` and passed to both the AF an the prior. This will only work for AFs that support concatenating `X_pending`.

This would need revision to work with for example NEHVI with cached box decompositions.

Reviewed By: Balandat

Differential Revision: D47307059

fbshipit-source-id: 0f7567a6036928c4df82068d809c947fb0f92a61
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This pull request was exported from Phabricator. Differential Revision: D47307059

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This pull request has been merged in 48afca1.

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