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qLogNEI #1937

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Summary: This commit introduces qLogNoisyExpectedImprovement (qLogNEI) a cousing of qLogEI. Similar to qLogEI and in contrast to q(N)EI, it generally exhibits strong and smooth gradients, leading to better acquisition function optimization and Bayesian optimization as a result.

Differential Revision: D47439161

@facebook-github-bot facebook-github-bot added CLA Signed Do not delete this pull request or issue due to inactivity. fb-exported labels Jul 14, 2023
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This pull request was exported from Phabricator. Differential Revision: D47439161

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codecov bot commented Jul 14, 2023

Codecov Report

Merging #1937 (63d661b) into main (dfd2a9b) will increase coverage by 0.00%.
The diff coverage is 100.00%.

❗ Current head 63d661b differs from pull request most recent head ca4226e. Consider uploading reports for the commit ca4226e to get more accurate results

@@           Coverage Diff           @@
##             main    #1937   +/-   ##
=======================================
  Coverage   99.94%   99.94%           
=======================================
  Files         177      177           
  Lines       15596    15655   +59     
=======================================
+ Hits        15588    15647   +59     
  Misses          8        8           
Impacted Files Coverage Δ
botorch/acquisition/__init__.py 100.00% <ø> (ø)
botorch/acquisition/input_constructors.py 100.00% <100.00%> (ø)
botorch/acquisition/logei.py 100.00% <100.00%> (ø)

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SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Jul 17, 2023
Summary:
Pull Request resolved: pytorch#1937

This commit introduces `qLogNoisyExpectedImprovement` (`qLogNEI`) a cousing of `qLogEI`. Similar to `qLogEI` and in contrast to `q(N)EI`, it generally exhibits strong and smooth gradients, leading to better acquisition function optimization and Bayesian optimization as a result.

Differential Revision: D47439161

fbshipit-source-id: fbe7fd2c86131a30557cb55ceeb35f8524e691a3
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This pull request was exported from Phabricator. Differential Revision: D47439161

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Jul 17, 2023
Summary:
Pull Request resolved: pytorch#1937

This commit introduces `qLogNoisyExpectedImprovement` (`qLogNEI`) a cousing of `qLogEI`. Similar to `qLogEI` and in contrast to `q(N)EI`, it generally exhibits strong and smooth gradients, leading to better acquisition function optimization and Bayesian optimization as a result.

Differential Revision: D47439161

fbshipit-source-id: 9553b0123f5e6d9244982552f18da9ff4c8b3371
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This pull request was exported from Phabricator. Differential Revision: D47439161

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Jul 17, 2023
Summary:
Pull Request resolved: pytorch#1937

This commit introduces `qLogNoisyExpectedImprovement` (`qLogNEI`) a cousing of `qLogEI`. Similar to `qLogEI` and in contrast to `q(N)EI`, it generally exhibits strong and smooth gradients, leading to better acquisition function optimization and Bayesian optimization as a result.

Differential Revision: D47439161

fbshipit-source-id: f16d9090c37a7a3f9f49edd306ed8d6fb7fbf706
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This pull request was exported from Phabricator. Differential Revision: D47439161

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Jul 18, 2023
Summary:
Pull Request resolved: pytorch#1937

This commit introduces `qLogNoisyExpectedImprovement` (`qLogNEI`) a cousin of `qLogEI`. Similar to `qLogEI` and in contrast to `q(N)EI`, it generally exhibits strong and smooth gradients, leading to better acquisition function optimization and Bayesian optimization as a result.

Reviewed By: Balandat

Differential Revision: D47439161

fbshipit-source-id: c6556e3f48022a972f257de6f1d0f153bec0f5e6
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This pull request was exported from Phabricator. Differential Revision: D47439161

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Jul 18, 2023
Summary:
Pull Request resolved: pytorch#1937

This commit introduces `qLogNoisyExpectedImprovement` (`qLogNEI`) a cousin of `qLogEI`. Similar to `qLogEI` and in contrast to `q(N)EI`, it generally exhibits strong and smooth gradients, leading to better acquisition function optimization and Bayesian optimization as a result.

Differential Revision: https://internalfb.com/D47439161

fbshipit-source-id: 8a50f123e2f4a828934c8bc4fba0a163e0c0abb4
Summary:
Pull Request resolved: pytorch#1937

This commit introduces `qLogNoisyExpectedImprovement` (`qLogNEI`) a cousin of `qLogEI`. Similar to `qLogEI` and in contrast to `q(N)EI`, it generally exhibits strong and smooth gradients, leading to better acquisition function optimization and Bayesian optimization as a result.

Reviewed By: Balandat

Differential Revision: D47439161

fbshipit-source-id: 8fd1aec52761dfc16b22ddd39f099cd207625966
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This pull request was exported from Phabricator. Differential Revision: D47439161

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This pull request has been merged in 5850ba6.

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