FullyBayesian LogEI #2058
Closed
FullyBayesian LogEI #2058
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
facebook-github-bot
added
the
CLA Signed
|
This pull request was exported from Phabricator. Differential Revision: D50413044 |
Codecov Report
@@ Coverage Diff @@
## main #2058 +/- ##
=========================================
Coverage 100.00% 100.00%
=========================================
Files 179 179
Lines 15918 15926 +8
=========================================
+ Hits 15918 15926 +8
📣 We’re building smart automated test selection to slash your CI/CD build times. Learn more |
SebastianAment
force-pushed
the
export-D50413044
branch
from
431ed63 to
37a3cd7
Compare
SebastianAment
added a commit
to SebastianAment/botorch
that referenced
this pull request
Oct 18, 2023
Summary: This commit adds support for combining LogEI acquisition functions with fully Bayesian models. In particular, the commit adds the option to compute ``` LogEI(x) = log( E_SAAS[ E_f[ f_SAAS(x) ] ] ), ``` by replacing `mean` with `logsumexp` in `t_batch_mode_transform`, where `f` is the GP with hyper-parameters `SAAS` evaluated at `x`. Without the change, the acqf would compute ``` ELogEI(x) = E_SAAS[ log( E_f[ f_SAAS(x)] ) ]. ``` Differential Revision: D50413044
|
This pull request was exported from Phabricator. Differential Revision: D50413044 |
SebastianAment
force-pushed
the
export-D50413044
branch
from
37a3cd7 to
75ca09f
Compare
SebastianAment
added a commit
to SebastianAment/botorch
that referenced
this pull request
Oct 18, 2023
Summary: This commit adds support for combining LogEI acquisition functions with fully Bayesian models. In particular, the commit adds the option to compute ``` LogEI(x) = log( E_SAAS[ E_f[ f_SAAS(x) ] ] ), ``` by replacing `mean` with `logsumexp` in `t_batch_mode_transform`, where `f` is the GP with hyper-parameters `SAAS` evaluated at `x`. Without the change, the acqf would compute ``` ELogEI(x) = E_SAAS[ log( E_f[ f_SAAS(x)] ) ]. ``` Differential Revision: D50413044
|
This pull request was exported from Phabricator. Differential Revision: D50413044 |
SebastianAment
force-pushed
the
export-D50413044
branch
from
75ca09f to
5ae9436
Compare
SebastianAment
added a commit
to SebastianAment/botorch
that referenced
this pull request
Oct 18, 2023
Summary: This commit adds support for combining LogEI acquisition functions with fully Bayesian models. In particular, the commit adds the option to compute ``` LogEI(x) = log( E_SAAS[ E_f[ f_SAAS(x) ] ] ), ``` by replacing `mean` with `logsumexp` in `t_batch_mode_transform`, where `f` is the GP with hyper-parameters `SAAS` evaluated at `x`. Without the change, the acqf would compute ``` ELogEI(x) = E_SAAS[ log( E_f[ f_SAAS(x)] ) ]. ``` Differential Revision: D50413044
|
This pull request was exported from Phabricator. Differential Revision: D50413044 |
SebastianAment
force-pushed
the
export-D50413044
branch
from
5ae9436 to
54bed1f
Compare
SebastianAment
added a commit
to SebastianAment/botorch
that referenced
this pull request
Oct 18, 2023
Summary: This commit adds support for combining LogEI acquisition functions with fully Bayesian models. In particular, the commit adds the option to compute ``` LogEI(x) = log( E_SAAS[ E_f[ f_SAAS(x) ] ] ), ``` by replacing `mean` with `logsumexp` in `t_batch_mode_transform`, where `f` is the GP with hyper-parameters `SAAS` evaluated at `x`. Without the change, the acqf would compute ``` ELogEI(x) = E_SAAS[ log( E_f[ f_SAAS(x)] ) ]. ``` Differential Revision: D50413044
|
This pull request was exported from Phabricator. Differential Revision: D50413044 |
SebastianAment
force-pushed
the
export-D50413044
branch
from
54bed1f to
420f26f
Compare
SebastianAment
added a commit
to SebastianAment/botorch
that referenced
this pull request
Oct 25, 2023
Summary: This commit adds support for combining LogEI acquisition functions with fully Bayesian models. In particular, the commit adds the option to compute ``` LogEI(x) = log( E_SAAS[ E_f[ f_SAAS(x) ] ] ), ``` by replacing `mean` with `logsumexp` in `t_batch_mode_transform`, where `f` is the GP with hyper-parameters `SAAS` evaluated at `x`. Without the change, the acqf would compute ``` ELogEI(x) = E_SAAS[ log( E_f[ f_SAAS(x)] ) ]. ``` Reviewed By: dme65, Balandat Differential Revision: D50413044
|
This pull request was exported from Phabricator. Differential Revision: D50413044 |
SebastianAment
added a commit
to SebastianAment/botorch
that referenced
this pull request
Oct 30, 2023
Summary: This commit adds support for combining LogEI acquisition functions with fully Bayesian models. In particular, the commit adds the option to compute ``` LogEI(x) = log( E_SAAS[ E_f[ f_SAAS(x) ] ] ), ``` by replacing `mean` with `logsumexp` in `t_batch_mode_transform`, where `f` is the GP with hyper-parameters `SAAS` evaluated at `x`. Without the change, the acqf would compute ``` ELogEI(x) = E_SAAS[ log( E_f[ f_SAAS(x)] ) ]. ``` Reviewed By: dme65, Balandat Differential Revision: D50413044
SebastianAment
force-pushed
the
export-D50413044
branch
from
420f26f to
1bd4071
Compare
|
This pull request was exported from Phabricator. Differential Revision: D50413044 |
SebastianAment
added a commit
to SebastianAment/botorch
that referenced
this pull request
Nov 2, 2023
Summary: This commit adds support for combining LogEI acquisition functions with fully Bayesian models. In particular, the commit adds the option to compute ``` LogEI(x) = log( E_SAAS[ E_f[ f_SAAS(x) ] ] ), ``` by replacing `mean` with `logsumexp` in `t_batch_mode_transform`, where `f` is the GP with hyper-parameters `SAAS` evaluated at `x`. Without the change, the acqf would compute ``` ELogEI(x) = E_SAAS[ log( E_f[ f_SAAS(x)] ) ]. ``` Reviewed By: dme65, Balandat Differential Revision: D50413044
SebastianAment
force-pushed
the
export-D50413044
branch
from
1bd4071 to
2c4aa6b
Compare
|
This pull request was exported from Phabricator. Differential Revision: D50413044 |
Summary: This commit adds support for combining LogEI acquisition functions with fully Bayesian models. In particular, the commit adds the option to compute ``` LogEI(x) = log( E_SAAS[ E_f[ f_SAAS(x) ] ] ), ``` by replacing `mean` with `logsumexp` in `t_batch_mode_transform`, where `f` is the GP with hyper-parameters `SAAS` evaluated at `x`. Without the change, the acqf would compute ``` ELogEI(x) = E_SAAS[ log( E_f[ f_SAAS(x)] ) ]. ``` Reviewed By: dme65, Balandat Differential Revision: D50413044
SebastianAment
force-pushed
the
export-D50413044
branch
from
2c4aa6b to
fb85460
Compare
|
This pull request was exported from Phabricator. Differential Revision: D50413044 |
|
This pull request has been merged in 0af3ca5. |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Summary:
This commit adds support for combining LogEI acquisition functions with fully Bayesian models. In particular, the commit adds the option to compute
by replacing
meanwithlogsumexpint_batch_mode_transform, wherefis the GP with hyper-parametersSAASevaluated atx. Without the change, the acqf would computeDifferential Revision: D50413044