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Maintenance Release, PFN integration, VBLL surrogates, Classifier-based constraint support

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@saitcakmak saitcakmak released this 06 May 15:42

Highlights

  • Prior Fitted Network (PFN) surrogate model integration (#2784).
  • Variational Bayesian last-layer models as surrogate Models (#2754).
  • Probabilities of feasibility for classifier-based constraints in acquisition functions (#2776).

New Features

  • Helper for evaluating feasibility of candidate points (#2733).
    • Check for feasibility in gen_candidates_scipy and error out for infeasible candidates (#2737).
    • Return a feasible candidate if there is one and return_best_only=True (#2778).
  • Allow for observation noise without provided evaluation_mask mask in ModelListGP (#2735).
  • Implement incremental qLogNEI via incremental argument to qLogNoisyExpectedImprovement (#2760).
  • Add utility for computing AIC/BIC/MLL from a model (#2785).
  • New test functions:
    • Multi-fidelity test functions with discrete fidelities (#2796).
    • Keane bump function (#2802).
    • Mixed Ackley test function (#2830).
    • LABS test function (#2832).
  • Add parameter types to test functions to support problems defined in mixed / discrete spaces (#2809).
    • Add input validation to test functions (#2829).
  • Add [q]LogProbabilityOfFeasibility acquisition functions (#2815).

Bug Fixes

  • Remove hard-coded dtype from best_f buffers (#2725).
  • Fix dtype/nan issue in StratifiedStandardize (#2757).
  • Properly handle observed noise in AdditiveMapSaasSingleTaskGP with outcome transforms (#2763).
  • Do not count STOPPED (due to specified budget) as a model fitting failure (#2767).
  • Ensure that initialize_q_batch always includes the maximum value when called in batch mode (#2773).
  • Fix posterior with observation noise in batched MTGP models (#2782).
  • Detach tensor in gen_candidates_scipy to avoid test failure due to new warning (#2797).
  • Fix batch computation in Pivoted Cholesky (#2823).

Other Changes

  • Add optimal values for synthetic contrained optimization problems (#2730).
    • Update max_hv and reference point for Penicillin problem (#2771).
    • Add optimal value to SpeedReducer problem (#2799).
  • Update nonlinear_constraint_is_feasible to return a boolean tensor (#2731).
  • Restructure sampling methods for info-theoretic acquisition functions (#2753).
  • Prune baseline points in qLogNEI by default (#2762).
  • Misc updates to MES-based acqusition functions (#2769).
  • Pass option to reset submodules in train method for fully Bayesian models (#2783).
  • Put outcome transforms into train mode in model constructors (#2817).
  • LogEI: select cache_root based on model support (#2820).
  • Remove Ax dependency from BoTorch tutorials and reference Ax tutorials instead (#2839).

Deprecations and removals

  • Remove deprecated gp_sampling module (#2768).
  • Remove qMultiObjectiveMaxValueEntropy acquisition function (#2800).
  • Remove model converters (#2801).