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Supporting InputTransforms in SparseOutlierLikelihood and get_posterior_over_support #2659

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@SebastianAment SebastianAment commented Dec 23, 2024

Summary:
Adding support to using the SparseOutlierLikelihood in conjunction with input transforms. To do this, we need to pass the transformed inputs separately to any of the marginal likelihood computation similar to the model closures in the model fitting routines.

Differential Revision: D67605578

@facebook-github-bot facebook-github-bot added the CLA Signed Do not delete this pull request or issue due to inactivity. label Dec 23, 2024
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This pull request was exported from Phabricator. Differential Revision: D67605578

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This pull request was exported from Phabricator. Differential Revision: D67605578

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Dec 23, 2024
Summary:
Pull Request resolved: pytorch#2659

Adding support to using the `SparseOutlierLikelihood` in conjunction with input transforms.

In `eval` model, BoTorch applies input transforms in the posterior call. For this reason, the likelihood will receive un-transformed inputs during training, but transformed inputs during inference. So we need to make sure to store the transformed inputs in the training data cache of `SparseOutlierNoise` for inference comparisons.

Differential Revision: D67605578
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Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 99.98%. Comparing base (37f04d1) to head (3bd6fdf).
Report is 1 commits behind head on main.

Additional details and impacted files
@@           Coverage Diff           @@
##             main    #2659   +/-   ##
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  Coverage   99.98%   99.98%           
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  Files         200      200           
  Lines       18155    18157    +2     
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+ Hits        18153    18155    +2     
  Misses          2        2           

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SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Jan 3, 2025
…sterior_over_support` (pytorch#2659)

Summary:

Adding support to using the `SparseOutlierLikelihood` in conjunction with input transforms. To do this, we need to pass the transformed inputs separately to any of the marginal likelihood computation similar to the [model closures in the model fitting routines](https://github.com/pytorch/botorch/blob/466da73a18731d45b034bfd36011bb3eb150fdd8/botorch/optim/closures/model_closures.py#L185).

Differential Revision: D67605578
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This pull request was exported from Phabricator. Differential Revision: D67605578

@SebastianAment SebastianAment changed the title Supporting input_transform in SparseOutlierLikelihood Supporting InputTransforms in SparseOutlierLikelihood and get_posterior_over_support Jan 3, 2025
SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Jan 3, 2025
…sterior_over_support` (pytorch#2659)

Summary:

Adding support to using the `SparseOutlierLikelihood` in conjunction with input transforms. To do this, we need to pass the transformed inputs separately to any of the marginal likelihood computation similar to the [model closures in the model fitting routines](https://github.com/pytorch/botorch/blob/466da73a18731d45b034bfd36011bb3eb150fdd8/botorch/optim/closures/model_closures.py#L185).

Differential Revision: D67605578
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This pull request was exported from Phabricator. Differential Revision: D67605578

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Jan 3, 2025
…sterior_over_support` (pytorch#2659)

Summary:

Adding support to using the `SparseOutlierLikelihood` in conjunction with input transforms. To do this, we need to pass the transformed inputs separately to any of the marginal likelihood computation similar to the [model closures in the model fitting routines](https://github.com/pytorch/botorch/blob/466da73a18731d45b034bfd36011bb3eb150fdd8/botorch/optim/closures/model_closures.py#L185).

Differential Revision: D67605578
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This pull request was exported from Phabricator. Differential Revision: D67605578

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Jan 3, 2025
…sterior_over_support` (pytorch#2659)

Summary:

Adding support to using the `SparseOutlierLikelihood` in conjunction with input transforms. To do this, we need to pass the transformed inputs separately to any of the marginal likelihood computation similar to the [model closures in the model fitting routines](https://github.com/pytorch/botorch/blob/466da73a18731d45b034bfd36011bb3eb150fdd8/botorch/optim/closures/model_closures.py#L185).

Differential Revision: D67605578
@facebook-github-bot
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This pull request was exported from Phabricator. Differential Revision: D67605578

…sterior_over_support` (pytorch#2659)

Summary:

Adding support to using the `SparseOutlierLikelihood` in conjunction with input transforms. To do this, we need to pass the transformed inputs separately to any of the marginal likelihood computation similar to the [model closures in the model fitting routines](https://github.com/pytorch/botorch/blob/466da73a18731d45b034bfd36011bb3eb150fdd8/botorch/optim/closures/model_closures.py#L185).

Reviewed By: saitcakmak

Differential Revision: D67605578
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This pull request was exported from Phabricator. Differential Revision: D67605578

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This pull request has been merged in aef25d7.

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