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Add **kwargs to MC and KG Acquisition Function Constructors #478

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@EricZLou EricZLou commented Jul 8, 2020

Summary: Different acquisition functions take different kwargs as inputs into their constructors. To standardize the inputs, we add **kwargs to the constructors, specifically for qEI, qNEI, qKG, and qMFKG.

Differential Revision: D22416290

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This pull request was exported from Phabricator. Differential Revision: D22416290

@EricZLou EricZLou changed the title Acquisition Function Input Standardization Add **kwargs to MC and KG Acquisition Function Constructors Jul 8, 2020
EricZLou added a commit to EricZLou/botorch that referenced this pull request Jul 8, 2020
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Summary:
Pull Request resolved: pytorch#478

Different acquisition functions take different kwargs as inputs into their constructors. To standardize the inputs, we add `**kwargs` to the constructors, specifically for `qEI`, `qNEI`, `qKG`, and `qMFKG`.

Reviewed By: Balandat, lena-kashtelyan

Differential Revision: D22416290

fbshipit-source-id: 1f64efb6471ea7a43c2e3a057b407ef3b7331d4b
@EricZLou EricZLou force-pushed the export-D22416290 branch from 2a5c355 to 5dd7123 Compare July 8, 2020 20:05
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This pull request was exported from Phabricator. Differential Revision: D22416290

)

Summary:
Pull Request resolved: pytorch#478

Different acquisition functions take different kwargs as inputs into their constructors. To standardize the inputs, we add `**kwargs` to the constructors, specifically for `qEI`, `qNEI`, `qKG`, and `qMFKG`.

Reviewed By: Balandat, lena-kashtelyan

Differential Revision: D22416290

fbshipit-source-id: 08ba44314ed2aede00134c40e153c20c9eaeebc9
@EricZLou EricZLou force-pushed the export-D22416290 branch from 5dd7123 to a2d5823 Compare July 8, 2020 20:40
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This pull request was exported from Phabricator. Differential Revision: D22416290

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codecov bot commented Jul 8, 2020

Codecov Report

Merging #478 into master will not change coverage.
The diff coverage is 100.00%.

Impacted file tree graph

@@            Coverage Diff            @@
##            master      #478   +/-   ##
=========================================
  Coverage   100.00%   100.00%           
=========================================
  Files           84        84           
  Lines         5225      5225           
=========================================
  Hits          5225      5225           
Impacted Files Coverage Δ
botorch/acquisition/knowledge_gradient.py 100.00% <100.00%> (ø)
botorch/acquisition/monte_carlo.py 100.00% <100.00%> (ø)

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This pull request has been merged in f64e06a.

facebook-github-bot pushed a commit that referenced this pull request Sep 11, 2020
Summary:
#### New Features
* Constrained Multi-Objective tutorial (#493)
* Multi-fidelity Knowledge Gradient tutorial (#509)
* Support for batch qMC sampling (#510)
* New `evaluate` method for `qKnowledgeGradient` (#515)

#### Compatibility
* Require PyTorch >=1.6 (#535)
* Require GPyTorch >=1.2 (#535)
* Remove deprecated `botorch.gen module` (#532)

#### Bug fixes
* Fix bad backward-indexing of task_feature in `MultiTaskGP` (#485)
* Fix bounds in constrained Branin-Currin test function (#491)
* Fix max_hv for C2DTLZ2 and make Hypervolume always return a float (#494)
* Fix bug in `draw_sobol_samples` that did not use the proper effective dimension (#505)
* Fix constraints for `q>1` in `qExpectedHypervolumeImprovement` (c80c4fd)
* Only use feasible observations in partitioning for `qExpectedHypervolumeImprovement`
  in `get_acquisition_function` (#523)
* Improved GPU compatibility for `PairwiseGP` (#537)

#### Performance Improvements
* Reduce memory footprint in `qExpectedHypervolumeImprovement` (#522)
* Add `(q)ExpectedHypervolumeImprovement` to nonnegative functions
  [for better initialization] (#496)

#### Other changes
* Support batched `best_f` in `qExpectedImprovement` (#487)
* Allow to return full tree of solutions in `OneShotAcquisitionFunction` (#488)
* Added `construct_inputs` class method to models to programmatically construct the
  inputs to the constructor from a standardized `TrainingData` representation
  (#477, #482, 3621198)
* Acqusiition function constructors now accept catch-all `**kwargs` options
  (#478, e5b6935)
* Use `psd_safe_cholesky` in `qMaxValueEntropy` for better numerical stabilty (#518)
* Added `WeightedMCMultiOutputObjective` (81d91fd)
* Add ability to specify `outcomes` to all multi-output objectives (#524)
* Return optimization output in `info_dict` for `fit_gpytorch_scipy` (#534)
* Use `setuptools_scm` for versioning (#539)

Pull Request resolved: #542

Reviewed By: sdaulton

Differential Revision: D23645619

Pulled By: Balandat

fbshipit-source-id: 0384f266cbd517aacd5778a6e2680336869bb31c
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