Use Botorch MultiTaskGP for transfer learning #549

AVHopp · 2025-05-07T07:39:26Z

Replaces the custom IndexKernel construction with BoTorch's MultiTaskGP (which became possible due the added all_tasks argument).

AdrianSosic

Hi @Hrovatin, here the first batch of comments

CHANGELOG.md

baybe/surrogates/gaussian_process/core.py

tests/test_transfer_learning.py

Scienfitz · 2025-08-15T10:26:31Z

@Hrovatin would you consider abandoning this PR? I think if this topic is picked up again its better to start afresh (and only open a PR after investigations have concluded).

Hrovatin · 2025-08-23T16:51:50Z

@Scienfitz I would keep open as the main blocker for this was randomness in benchmarks. Since that may be solved now I would suggest running benchmarks again on the new HPC (need to confirm it is also reproducible there)

Scienfitz · 2025-09-09T07:50:50Z

@Hrovatin any update?

Hrovatin · 2025-09-09T08:16:53Z

No, I need to first set up testing on oneHPC to reproducibly benchmark - as that seems to be the only option to make fully reproducible. I will post update here once I have the results @Scienfitz

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Hrovatin · 2025-09-17T10:26:47Z

@AdrianSosic @Scienfitz @AVHopp Update on the comparison of MultiTask GP from botorch and current kernel:

The results are not identical, but very close, except for michaelewicz (but it seems that variation is likely not significant here as well)
A concern: When using botorch multitask gp the hartman tl benchmark always fails due to ooo (when using at 0.05 but not 0.01 source data). I have not yet figured out why. Before investigating this we should probably make a call if we are ok with accepting some deviation from current main (named benchmarks-reproducibility-beforeBug on the plot) or not as if we decide we need 100% reproducibility anyways it also does not make sense to investigate any other issues further.

AVHopp

First round of comments, but we should discuss some of the points (in particular the one regarding multiple active values) internally first.

baybe/parameters/categorical.py

baybe/surrogates/gaussian_process/core.py

AVHopp

Would be willing to approve - however, since this is technically my PR I can't

.github/workflows/benchmark.yml

baybe/surrogates/gaussian_process/core.py

tests/test_transfer_learning.py

baybe/surrogates/gaussian_process/core.py

Hrovatin · 2025-10-02T07:21:29Z

Results after rebase:
Note:

Hartmann tl did not run for the new branch due to issues in local setup (shows only the main branch). But I tested that it runs successfully in actions
Reproducibility is in general not 100% (also when not using the tl code that was changed)

.github/workflows/benchmark.yml

Hrovatin · 2025-11-04T17:44:45Z

Note to myself: Have a look at meta-pytorch/botorch#2739 (comment)

Co-authored-by: AdrianSosic <[email protected]>

…lues

…happen

Co-authored-by: Alexander V. Hopp <[email protected]>

The active_dims argument can now be dropped due to #671

AVHopp requested review from AdrianSosic and Scienfitz as code owners May 7, 2025 07:39

AVHopp assigned AVHopp and Hrovatin May 7, 2025

AVHopp marked this pull request as draft May 7, 2025 07:40

AVHopp mentioned this pull request May 7, 2025

Use Botorch MultiTaskGP for transfer learning #484

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AVHopp changed the title ~~Tl benchmarking investigation~~ Use Botorch MultiTaskGP for transfer learning May 7, 2025

Hrovatin force-pushed the tl_benchmarking_investigation branch 2 times, most recently from 8fee382 to 88e1dfe Compare June 4, 2025 11:18

Hrovatin marked this pull request as ready for review June 5, 2025 10:39

AdrianSosic reviewed Jun 6, 2025

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Hrovatin requested a review from AdrianSosic June 6, 2025 14:40

Copilot AI review requested due to automatic review settings September 12, 2025 11:22

Hrovatin force-pushed the tl_benchmarking_investigation branch from 8ce5fba to bee32aa Compare September 12, 2025 11:22

Copilot AI reviewed Sep 12, 2025

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AVHopp commented Sep 22, 2025

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Hrovatin force-pushed the tl_benchmarking_investigation branch from de81707 to 68a9c24 Compare September 25, 2025 07:13

AVHopp commented Sep 30, 2025

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AdrianSosic force-pushed the tl_benchmarking_investigation branch 4 times, most recently from 5cfb366 to 7bb49d9 Compare October 6, 2025 08:50

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Hrovatin and others added 25 commits November 10, 2025 10:45

Replace SingleTaskGP+IndexKernel with MultiTaskGP for transfer learning

ff3579e

Expand tests with different types of available data

175b342

Improve the approach used to get the single task parameter

678f11a

Co-authored-by: AdrianSosic <[email protected]>

Correct anti-pattern in test

09d25c4

Co-authored-by: AdrianSosic <[email protected]>

Implement review comments

68de45d

Clarify why single active value is required

2bb9fc0

Improve test description

221250b

Change TaskParameter computational representation to int

80213a8

Remove int conversion for new int-based comp_df of task parameter

1208995

Add test for transfer learning with multiple active task parameter va…

3a80d0d

…lues

Remove constraint to use single active task parameter value

93f422d

Update tests and assert that multiple active values are recommended

74833a9

Remove mypy errors

f83f8e1

Remove check that both tasks were recommended as this may not always …

18b081f

…happen

Update baybe/surrogates/gaussian_process/core.py

f6c947b

Co-authored-by: Alexander V. Hopp <[email protected]>

Update tests/test_transfer_learning.py

cb57237

Co-authored-by: Alexander V. Hopp <[email protected]>

Remove unnecessary comments

8e8cbb9

Clarify tests

4b059e3

Reuse parent method for integer casting

c1d8946

Add temporary _task_parameter property to SearchSpace class

57c690f

Refactor GP fitting method

f8578e4

Refactor transfer learning tests using parametrization/fixtures

4292ddd

Update CHANGELOG.md

cbb6da9

Use parametrization instead of request

149b4d0

Directly specify active_dims in kernel

5190477

AdrianSosic force-pushed the tl_benchmarking_investigation branch from 7a91412 to 9dc7606 Compare November 10, 2025 10:20

Drop unnecessary arguments

8db6a0a

The active_dims argument can now be dropped due to #671

AdrianSosic force-pushed the tl_benchmarking_investigation branch from 9dc7606 to 8db6a0a Compare November 10, 2025 10:28

AdrianSosic added the refactor label Nov 10, 2025

Use Botorch MultiTaskGP for transfer learning #549

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Use Botorch MultiTaskGP for transfer learning #549

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AVHopp commented May 7, 2025 •

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