Bayesian Optimization with Preference Exploration, SAASBO for High-Dimensional Bayesian Optimization

saitcakmak released this 28 Mar 00:30

c48dd2b

New Features

Implement SAASBO - SaasFullyBayesianSingleTaskGP model for sample-efficient high-dimensional Bayesian optimization (#1123).
Add SAASBO tutorial (#1127).
Add LearnedObjective (#1131), AnalyticExpectedUtilityOfBestOption acquisition function (#1135), and a few auxiliary classes to support Bayesian optimization with preference exploration (BOPE).
Add BOPE tutorial (#1138).

Other Changes

Use qKG.evaluate in optimize_acqf_mixed (#1133).
Add construct_inputs to SAASBO (#1136).

Bug Fixes

Fix "Constraint Active Search" tutorial (#1124).
Update "Discrete Multi-Fidelity BO" tutorial (#1134).

Assets 2