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Use Standardize by default for SingleTaskGP #2458

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@dme65 dme65 commented Aug 2, 2024

Summary: D60080819 recently updated the default SingleTaskGP BoTorch priors. One significant change was to remove the use of an outputscale, which may not work well if the outputs aren't standardized. This diff changes the SingleTaskGP to use Standardize by default if no outcome transforms are specified (this allows users to explicitly pass in None if they don't want to use any transforms).

Differential Revision: D60492937

@facebook-github-bot facebook-github-bot added the CLA Signed Do not delete this pull request or issue due to inactivity. label Aug 2, 2024
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This pull request was exported from Phabricator. Differential Revision: D60492937

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This pull request was exported from Phabricator. Differential Revision: D60492937

dme65 pushed a commit to dme65/botorch that referenced this pull request Aug 2, 2024
Summary:
X-link: facebook/Ax#2630

Pull Request resolved: pytorch#2458

D60080819 recently updated the default `SingleTaskGP` BoTorch priors. One significant change was to remove the use of an outputscale, which may not work well if the outputs aren't standardized. This diff changes the `SingleTaskGP` to use `Standardize` and `Normalize` by default if no input/outcome transforms are specified (this allows users to explicitly pass in `None` if they don't want to use any transforms).

Differential Revision: D60492937
@dme65 dme65 force-pushed the export-D60492937 branch from cc6b1e9 to 1bdbf9f Compare August 2, 2024 19:42
dme65 pushed a commit to dme65/botorch that referenced this pull request Aug 2, 2024
Summary:
X-link: facebook/Ax#2630

Pull Request resolved: pytorch#2458

D60080819 recently updated the default `SingleTaskGP` BoTorch priors. One significant change was to remove the use of an outputscale, which may not work well if the outputs aren't standardized. This diff changes the `SingleTaskGP` to use `Standardize` and `Normalize` by default if no input/outcome transforms are specified (this allows users to explicitly pass in `None` if they don't want to use any transforms).

Differential Revision: D60492937
@dme65 dme65 force-pushed the export-D60492937 branch from 1bdbf9f to e257ed5 Compare August 2, 2024 20:09
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This pull request was exported from Phabricator. Differential Revision: D60492937

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codecov bot commented Aug 2, 2024

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 99.98%. Comparing base (5ffa491) to head (5cdc3c3).

Additional details and impacted files
@@           Coverage Diff           @@
##             main    #2458   +/-   ##
=======================================
  Coverage   99.98%   99.98%           
=======================================
  Files         191      191           
  Lines       16814    16823    +9     
=======================================
+ Hits        16812    16821    +9     
  Misses          2        2           

☔ View full report in Codecov by Sentry.
📢 Have feedback on the report? Share it here.

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This pull request was exported from Phabricator. Differential Revision: D60492937

dme65 pushed a commit to dme65/botorch that referenced this pull request Aug 2, 2024
Summary:
X-link: facebook/Ax#2630

Pull Request resolved: pytorch#2458

D60080819 recently updated the default `SingleTaskGP` BoTorch priors. One significant change was to remove the use of an outputscale, which may not work well if the outputs aren't standardized. This diff changes the `SingleTaskGP` to use `Standardize` and `Normalize` by default if no input/outcome transforms are specified (this allows users to explicitly pass in `None` if they don't want to use any transforms).

Differential Revision: D60492937
@dme65 dme65 force-pushed the export-D60492937 branch from e257ed5 to eccfa9f Compare August 2, 2024 21:03
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This pull request was exported from Phabricator. Differential Revision: D60492937

@dme65 dme65 force-pushed the export-D60492937 branch from eccfa9f to 29b7a5b Compare August 7, 2024 16:17
dme65 pushed a commit to dme65/botorch that referenced this pull request Aug 7, 2024
Summary:
X-link: facebook/Ax#2630

Pull Request resolved: pytorch#2458

D60080819 recently updated the default `SingleTaskGP` BoTorch priors. One significant change was to remove the use of an outputscale, which may not work well if the outputs aren't standardized. This diff changes the `SingleTaskGP` to use `Standardize` and `Normalize` by default if no input/outcome transforms are specified (this allows users to explicitly pass in `None` if they don't want to use any transforms).

Differential Revision: D60492937
dme65 pushed a commit to dme65/Ax that referenced this pull request Aug 7, 2024
Summary:
Pull Request resolved: facebook#2630

X-link: pytorch/botorch#2458

D60080819 recently updated the default `SingleTaskGP` BoTorch priors. One significant change was to remove the use of an outputscale, which may not work well if the outputs aren't standardized. This diff changes the `SingleTaskGP` to use `Standardize` and `Normalize` by default if no input/outcome transforms are specified (this allows users to explicitly pass in `None` if they don't want to use any transforms).

Differential Revision: D60492937
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This pull request was exported from Phabricator. Differential Revision: D60492937

dme65 pushed a commit to dme65/botorch that referenced this pull request Aug 7, 2024
Summary:
X-link: facebook/Ax#2630

Pull Request resolved: pytorch#2458

D60080819 recently updated the default `SingleTaskGP` BoTorch priors. One significant change was to remove the use of an outputscale, which may not work well if the outputs aren't standardized. This diff changes the `SingleTaskGP` to use `Standardize` and `Normalize` by default if no input/outcome transforms are specified (this allows users to explicitly pass in `None` if they don't want to use any transforms).

Differential Revision: D60492937
@dme65 dme65 force-pushed the export-D60492937 branch from 29b7a5b to 065b62b Compare August 7, 2024 16:54
dme65 pushed a commit to dme65/Ax that referenced this pull request Aug 7, 2024
Summary:
Pull Request resolved: facebook#2630

X-link: pytorch/botorch#2458

D60080819 recently updated the default `SingleTaskGP` BoTorch priors. One significant change was to remove the use of an outputscale, which may not work well if the outputs aren't standardized. This diff changes the `SingleTaskGP` to use `Standardize` and `Normalize` by default if no input/outcome transforms are specified (this allows users to explicitly pass in `None` if they don't want to use any transforms).

Differential Revision: D60492937
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This pull request was exported from Phabricator. Differential Revision: D60492937

dme65 pushed a commit to dme65/botorch that referenced this pull request Aug 7, 2024
Summary:
X-link: facebook/Ax#2630

Pull Request resolved: pytorch#2458

D60080819 recently updated the default `SingleTaskGP` BoTorch priors. One significant change was to remove the use of an outputscale, which may not work well if the outputs aren't standardized. This diff changes the `SingleTaskGP` to use `Standardize` and `Normalize` by default if no input/outcome transforms are specified (this allows users to explicitly pass in `None` if they don't want to use any transforms).

Differential Revision: D60492937
@dme65 dme65 force-pushed the export-D60492937 branch from 065b62b to 112c9d2 Compare August 7, 2024 17:41
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This pull request was exported from Phabricator. Differential Revision: D60492937

dme65 pushed a commit to dme65/botorch that referenced this pull request Aug 7, 2024
Summary:
X-link: facebook/Ax#2630

Pull Request resolved: pytorch#2458

D60080819 recently updated the default `SingleTaskGP` BoTorch priors. One significant change was to remove the use of an outputscale, which may not work well if the outputs aren't standardized. This diff changes the `SingleTaskGP` to use `Standardize` and `Normalize` by default if no input/outcome transforms are specified (this allows users to explicitly pass in `None` if they don't want to use any transforms).

Differential Revision: D60492937
@dme65 dme65 force-pushed the export-D60492937 branch from 112c9d2 to ec16d7a Compare August 7, 2024 17:46
dme65 pushed a commit to dme65/Ax that referenced this pull request Aug 7, 2024
Summary:
Pull Request resolved: facebook#2630

X-link: pytorch/botorch#2458

D60080819 recently updated the default `SingleTaskGP` BoTorch priors. One significant change was to remove the use of an outputscale, which may not work well if the outputs aren't standardized. This diff changes the `SingleTaskGP` to use `Standardize` and `Normalize` by default if no input/outcome transforms are specified (this allows users to explicitly pass in `None` if they don't want to use any transforms).

Differential Revision: D60492937
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This pull request was exported from Phabricator. Differential Revision: D60492937

dme65 pushed a commit to dme65/botorch that referenced this pull request Aug 7, 2024
Summary:
X-link: facebook/Ax#2630

Pull Request resolved: pytorch#2458

D60080819 recently updated the default `SingleTaskGP` BoTorch priors. One significant change was to remove the use of an outputscale, which may not work well if the outputs aren't standardized. This diff changes the `SingleTaskGP` to use `Standardize` and `Normalize` by default if no input/outcome transforms are specified (this allows users to explicitly pass in `None` if they don't want to use any transforms).

Differential Revision: D60492937
@dme65 dme65 force-pushed the export-D60492937 branch from 3646509 to f4ff77c Compare August 9, 2024 00:15
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This pull request was exported from Phabricator. Differential Revision: D60492937

dme65 pushed a commit to dme65/botorch that referenced this pull request Aug 9, 2024
Summary:
X-link: facebook/Ax#2630

Pull Request resolved: pytorch#2458

D60080819 recently updated the default `SingleTaskGP` BoTorch priors. One significant change was to remove the use of an outputscale, which may not work well if the outputs aren't standardized. This diff changes the `SingleTaskGP` to use `Standardize` by default if no outcome transforms are specified (this allows users to explicitly pass in `None` if they don't want to use any transforms).

Differential Revision: D60492937
@dme65 dme65 force-pushed the export-D60492937 branch from f4ff77c to 8d1fa27 Compare August 9, 2024 00:36
dme65 pushed a commit to dme65/Ax that referenced this pull request Aug 9, 2024
Summary:
Pull Request resolved: facebook#2630

X-link: pytorch/botorch#2458

D60080819 recently updated the default `SingleTaskGP` BoTorch priors. One significant change was to remove the use of an outputscale, which may not work well if the outputs aren't standardized. This diff changes the `SingleTaskGP` to use `Standardize` by default if no outcome transforms are specified (this allows users to explicitly pass in `None` if they don't want to use any transforms).

Differential Revision: D60492937
dme65 pushed a commit to dme65/Ax that referenced this pull request Aug 9, 2024
Summary:
Pull Request resolved: facebook#2630

X-link: pytorch/botorch#2458

D60080819 recently updated the default `SingleTaskGP` BoTorch priors. One significant change was to remove the use of an outputscale, which may not work well if the outputs aren't standardized. This diff changes the `SingleTaskGP` to use `Standardize` by default if no outcome transforms are specified (this allows users to explicitly pass in `None` if they don't want to use any transforms).

Reviewed By: esantorella

Differential Revision: D60492937
Summary:
X-link: facebook/Ax#2630

Pull Request resolved: pytorch#2458

D60080819 recently updated the default `SingleTaskGP` BoTorch priors. One significant change was to remove the use of an outputscale, which may not work well if the outputs aren't standardized. This diff changes the `SingleTaskGP` to use `Standardize` by default if no outcome transforms are specified (this allows users to explicitly pass in `None` if they don't want to use any transforms).

Reviewed By: esantorella

Differential Revision: D60492937
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This pull request was exported from Phabricator. Differential Revision: D60492937

@dme65 dme65 force-pushed the export-D60492937 branch from 8d1fa27 to 5cdc3c3 Compare August 9, 2024 19:07
facebook-github-bot pushed a commit to facebook/Ax that referenced this pull request Aug 9, 2024
Summary:
Pull Request resolved: #2630

X-link: pytorch/botorch#2458

D60080819 recently updated the default `SingleTaskGP` BoTorch priors. One significant change was to remove the use of an outputscale, which may not work well if the outputs aren't standardized. This diff changes the `SingleTaskGP` to use `Standardize` by default if no outcome transforms are specified (this allows users to explicitly pass in `None` if they don't want to use any transforms).

Reviewed By: esantorella

Differential Revision: D60492937

fbshipit-source-id: 833ff6a2e617e93f1495d978552e29a7ee943e74
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This pull request has been merged in bcdea09.

esantorella added a commit to esantorella/botorch that referenced this pull request Aug 11, 2024
…omparing against other methods

Summary:
Context: This tutorial has been taking too long to run. Also, a tutorial doesn't need to serve both as a demonstration tha the method works better than other methods (in a statistically significant way) and as a demonstration of how to use it.

This PR:
* Only ones one replication, rather than 3. (Putting a CI on 3 data points is a little silly anyway.)
* Removes the comparision methods, Sobol and qNEI with a non-warped GP.
* Uses qLogNEI instead of qNEI
* Use SingleTaskGP instead of deprecated FixedNoiseGP
* No longer manually specifies outcome transform (building on pytorch#2458)
* Makes copy edits

Differential Revision: D61054473
esantorella added a commit to esantorella/botorch that referenced this pull request Aug 11, 2024
…omparing against other methods

Summary:
Context: This tutorial has been taking too long to run. Also, a tutorial doesn't need to serve both as a demonstration tha the method works better than other methods (in a statistically significant way) and as a demonstration of how to use it.

This PR:
* Only ones one replication, rather than 3. (Putting a CI on 3 data points is a little silly anyway.)
* Removes the comparision methods, Sobol and qNEI with a non-warped GP.
* Uses qLogNEI instead of qNEI
* Use SingleTaskGP instead of deprecated FixedNoiseGP
* No longer manually specifies outcome transform (building on pytorch#2458)
* Makes copy edits

Differential Revision: D61054473
esantorella added a commit to esantorella/botorch that referenced this pull request Aug 11, 2024
…omparing against other methods (pytorch#2462)

Summary:
Pull Request resolved: pytorch#2462

Context: This tutorial has been taking too long to run. Also, a tutorial doesn't need to serve both as a demonstration tha the method works better than other methods (in a statistically significant way) and as a demonstration of how to use it.

This PR:
* Only ones one replication, rather than 3. (Putting a CI on 3 data points is a little silly anyway.)
* Removes the comparision methods, Sobol and qNEI with a non-warped GP.
* Uses qLogNEI instead of qNEI
* Use SingleTaskGP instead of deprecated FixedNoiseGP
* No longer manually specifies outcome transform (building on pytorch#2458)
* Makes copy edits

Differential Revision: D61054473
facebook-github-bot pushed a commit that referenced this pull request Aug 13, 2024
…omparing against other methods (#2462)

Summary:
Pull Request resolved: #2462

Context: This tutorial has been taking too long to run. Also, a tutorial doesn't need to serve both as a demonstration tha the method works better than other methods (in a statistically significant way) and as a demonstration of how to use it.

This PR:
* Only ones one replication, rather than 3. (Putting a CI on 3 data points is a little silly anyway.)
* Removes the comparision methods, Sobol and qNEI with a non-warped GP.
* Uses qLogNEI instead of qNEI
* Use SingleTaskGP instead of deprecated FixedNoiseGP
* No longer manually specifies outcome transform (building on #2458)
* Makes copy edits

Reviewed By: Balandat

Differential Revision: D61054473

fbshipit-source-id: 05c97e6e908a1411b68c0af8b5175317421daf87
Balandat added a commit to Balandat/botorch that referenced this pull request Sep 12, 2024
Summary:
Makes models which had their priors updated in pytorch#2507 use the `Standardize` outcome transform by default, mimicking pytorch#2458

Also removes some deprecated functionality in the process, namely the `data_fidelity` argument to `SingleTaskMultiFidelityGP` as well as the `FixedNoiseMultiFidelityGP` and `FixedNoiseLCEMGP` models.

TODO: Some unit tests don't actually test things with (even the now default) outcome transform - those will need to be updated.

Differential Revision: D62552307
Balandat added a commit to Balandat/botorch that referenced this pull request Sep 14, 2024
…2532)

Summary:
Pull Request resolved: pytorch#2532

Makes models which had their priors updated in pytorch#2507 use the `Standardize` outcome transform by default, mimicking pytorch#2458

Also removes some deprecated functionality in the process, namely the `data_fidelity` argument to `SingleTaskMultiFidelityGP` as well as the `FixedNoiseMultiFidelityGP` and `FixedNoiseLCEMGP` models.

Reviewed By: saitcakmak, esantorella

Differential Revision: D62552307
Balandat added a commit to Balandat/botorch that referenced this pull request Sep 14, 2024
…2532)

Summary:
Pull Request resolved: pytorch#2532

Makes models which had their priors updated in pytorch#2507 use the `Standardize` outcome transform by default, mimicking pytorch#2458

Also removes some deprecated functionality in the process, namely the `data_fidelity` argument to `SingleTaskMultiFidelityGP` as well as the `FixedNoiseMultiFidelityGP` and `FixedNoiseLCEMGP` models.

Reviewed By: saitcakmak, esantorella

Differential Revision: D62552307
Balandat added a commit to Balandat/botorch that referenced this pull request Sep 14, 2024
…2532)

Summary:
Pull Request resolved: pytorch#2532

Makes models which had their priors updated in pytorch#2507 use the `Standardize` outcome transform by default, mimicking pytorch#2458

Also removes some deprecated functionality in the process, namely the `data_fidelity` argument to `SingleTaskMultiFidelityGP` as well as the `FixedNoiseMultiFidelityGP` and `FixedNoiseLCEMGP` models.

Reviewed By: saitcakmak, esantorella

Differential Revision: D62552307
Balandat added a commit to Balandat/botorch that referenced this pull request Sep 14, 2024
Summary:
Makes models which had their priors updated in pytorch#2507 use the `Standardize` outcome transform by default, mimicking pytorch#2458

TODO:
Some unit tests don't actually test things with (even the now default) outcome transform - those will need to be updated.

Differential Revision: D62552307
Balandat added a commit to Balandat/botorch that referenced this pull request Sep 14, 2024
…2532)

Summary:
Pull Request resolved: pytorch#2532

Makes models which had their priors updated in pytorch#2507 use the `Standardize` outcome transform by default, mimicking pytorch#2458

Also removes some deprecated functionality in the process, namely the `data_fidelity` argument to `SingleTaskMultiFidelityGP` as well as the `FixedNoiseMultiFidelityGP` and `FixedNoiseLCEMGP` models.

Reviewed By: saitcakmak, esantorella

Differential Revision: D62552307
Balandat added a commit to Balandat/botorch that referenced this pull request Sep 14, 2024
…2532)

Summary:
Pull Request resolved: pytorch#2532

Makes models which had their priors updated in pytorch#2507 use the `Standardize` outcome transform by default, mimicking pytorch#2458

Also removes some deprecated functionality in the process, namely the `data_fidelity` argument to `SingleTaskMultiFidelityGP`, as well as the `FixedNoiseMultiFidelityGP` and `FixedNoiseLCEMGP` models.

Differential Revision: D62552307

Reviewed By: saitcakmak, esantorella
Balandat added a commit to Balandat/botorch that referenced this pull request Sep 14, 2024
…2532)

Summary:
Pull Request resolved: pytorch#2532

Makes models which had their priors updated in pytorch#2507 use the `Standardize` outcome transform by default, mimicking pytorch#2458

Also removes some deprecated functionality in the process, namely the `data_fidelity` argument to `SingleTaskMultiFidelityGP`, as well as the `FixedNoiseMultiFidelityGP` and `FixedNoiseLCEMGP` models.

Reviewed By: saitcakmak, esantorella

Differential Revision: D62552307
facebook-github-bot pushed a commit that referenced this pull request Sep 16, 2024
Summary:
Pull Request resolved: #2532

Makes models which had their priors updated in #2507 use the `Standardize` outcome transform by default, mimicking #2458

Also removes some deprecated functionality in the process, namely the `data_fidelity` argument to `SingleTaskMultiFidelityGP`, as well as the `FixedNoiseMultiFidelityGP` and `FixedNoiseLCEMGP` models.

Reviewed By: saitcakmak, esantorella

Differential Revision: D62552307

fbshipit-source-id: fac80b577b312e0462a669821ab2290ac87fb849
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