Skip to content

HvPoI#36

Merged
icouckuy merged 31 commits intomasterfrom
hvpoi
Aug 8, 2017
Merged

HvPoI#36
icouckuy merged 31 commits intomasterfrom
hvpoi

Conversation

@javdrher
Copy link
Copy Markdown
Member

Implementation of the HvPoI multi-objective optimization algorithm. Before this can be merged some steps are required.

I'm quite ok with the acquisition implementation, however I can't say the same about the Pareto class. This code is the result of two refactors based on port of the original MATLAB code. I think it already looks better but as several multi-objective strategies are based on hypervolumes, this makes that class quite significant in our framework. Its not up to standards yet. It also needs documentation. To improve this, I'm counting on you @icouckuy . Currently, our test coverage also misses 2 lines in pareto.py, but I understood the levels of improvement can be removed?

In addition, a notebook might be interesting also.

@javdrher javdrher added this to the 0.2.0 release milestone Jul 12, 2017
@codecov-io
Copy link
Copy Markdown

codecov-io commented Jul 12, 2017

Codecov Report

Merging #36 into master will decrease coverage by 0.21%.
The diff coverage is 98.87%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master      #36      +/-   ##
==========================================
- Coverage   99.73%   99.52%   -0.22%     
==========================================
  Files          14        9       -5     
  Lines         757      838      +81     
==========================================
+ Hits          755      834      +79     
- Misses          2        4       +2
Impacted Files Coverage Δ
GPflowOpt/__init__.py 100% <100%> (ø) ⬆️
GPflowOpt/acquisition.py 100% <100%> (ø)
GPflowOpt/pareto.py 98.5% <98.5%> (ø)
GPflowOpt/bo.py 98.14% <0%> (-0.32%) ⬇️
GPflowOpt/domain.py 98.8% <0%> (-0.07%) ⬇️
GPflowOpt/transforms.py 100% <0%> (ø) ⬆️
GPflowOpt/optim.py 100% <0%> (ø) ⬆️
GPflowOpt/scaling.py 100% <0%> (ø) ⬆️
GPflowOpt/design.py 100% <0%> (ø) ⬆️
... and 9 more

Continue to review full report at Codecov.

Legend - Click here to learn more
Δ = absolute <relative> (impact), ø = not affected, ? = missing data
Powered by Codecov. Last update 2db20b7...9fe0451. Read the comment docs.

@icouckuy
Copy link
Copy Markdown
Contributor

  • Added notebook
  • BOOptimizer now returns OptimizeResult with the Pareto front

Next up: removing obsolute code in the cell bound calculation, and making it faster if possible.

@icouckuy
Copy link
Copy Markdown
Contributor

icouckuy commented Aug 7, 2017

While originally for GPflowOpt 0.2, we are thinking of merging this multiobjective acquisition function for 0.1:

  • the code is very independent and non-invasive
  • the code has been validated multiple times against the original matlab implementation so should be correct

If noone has objections I will merge it in a couple of days

@javdrher javdrher requested a review from icouckuy August 7, 2017 09:35
@icouckuy icouckuy merged commit 64d3c4f into master Aug 8, 2017
@icouckuy icouckuy deleted the hvpoi branch August 8, 2017 14:29
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

3 participants