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Maintenance Release, Optimizer Improvements

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@saitcakmak saitcakmak released this 05 Aug 20:21
· 59 commits to main since this release

New Features

  • NP Regression Model w/ LIG Acquisition (#2683).
  • Fully Bayesian Matern GP with dimension scaling prior (#2855).
  • Option for input warping in non-linear fully Bayesian GPs (#2858).
  • Support for condition_on_observations in FullyBayesianMultiTaskGP (#2871).
  • Improvements to optimize_acqf_mixed_alternating:
    • Support categoricals in alternating optimization (#2866).
    • Batch mixed optimization (#2895).
    • Non-equidistant discrete dimensions for optimize_acqf_mixed_alternating (#2923).
    • Update syntax for categoricals in optimize_acqf_mixed_alternating (#2942).
    • Equality constraints for optimize_acqf_mixed_alternating (#2944).
  • Multi-output acquisition functions and related utilities:
    • Multi-Output Acquisition Functions (#2935).
    • Utility for greedily selecting an approximate hypervolume maximizing subset (#2936).
    • Update optimize with NSGA-II (#2937).
    • Add utility for running pymoo NSGA-II (#2868).
  • Batched L-BFGS-B for more efficient acquisition function optimization (#2870, #2892).
  • Pathwise Thompson sampling for ensemble models (#2877).
  • ROBOT tutorial notebook (#2883).
  • Add community notebooks to the botorch.org website (#2913).

Bug Fixes

  • Fix model paths in prior fitted networks (#2843).
  • Fix a bug where input transforms were not applied in fully Bayesian models in train mode (#2859).
  • Fix local Y vs global Y_Train in generate_batch function in TURBO tutorial (#2862).
  • Fix CUDA support for FullyBayesianMTGP (#2875).
  • Fix edge case with NaNs in is_non_dominated (#2925).
  • Normalize for correct fidelity in qLowerBoundMaxValueEntropy (#2930).
  • Bug: Botorch_community VBLLModel posterior doesn't work with single value tensor (#2929).
  • Fix variance shape bug in Riemann posterior (#2939).
  • Fix input constructor for LogProbabilityOfFeasibility (#2945).
  • Fix AugmentedRosenbrock problem and expand testing for optimizers (#2950).

Other Changes

  • Improved documentation for optimize_acqf (#2865).
  • Fully Bayesian Multi-Task GP cleanup (#2869).
  • average_over_ensemble_models decorator for acquisition functions (#2873).
  • Changes to I-BNN tutorial (#2889).
  • Allow batched fixed features in gen_candidates_scipy and gen_candidates_torch (#2893)
  • Refactor of MultiTask / FullyBayesianMultiTaskGP to use ProductKernel and IndexKernel (#2908).
  • Various changes to PFNs to improve Ax compatibility (#2915, #2940).
  • Eliminate expensive indexing in separate_mtmvn (#2920).
  • Added reset method to StoppingCriterion (#2927).
  • Simplify closure dispatch (#2947).
  • Add BaseTestProblem.is_minimization_problem property (#2949).
  • Simplify NdarrayOptimizationClosure (#2951).