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Allow for linear kernel for ARD in Python GP. #1012

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Dec 11, 2023
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Allow for linear kernel for ARD in Python GP. #1012

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5 changes: 4 additions & 1 deletion vizier/_src/algorithms/designers/gp_bandit.py
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Original file line number Diff line number Diff line change
Expand Up @@ -577,8 +577,10 @@ def from_problem(
cls, problem: vz.ProblemStatement, seed: Optional[int] = None
) -> 'VizierGPBandit':
rng = jax.random.PRNGKey(seed or 0)
# Linear coef is set to 1.0 as prior and uses VizierLinearGaussianProcess
# which uses a sum of Matern and linear but ARD still tunes its amplitude.
if problem.is_single_objective:
return cls(problem, rng=rng)
return cls(problem, rng=rng, linear_coef=1.0)
else:
num_objectives = len(
problem.metric_information.of_type(vz.MetricType.OBJECTIVE)
Expand All @@ -600,6 +602,7 @@ def _scalarized_ucb(
)
return cls(
problem,
linear_coef=1.0,
scoring_function_factory=scoring_fn_factory,
scoring_function_is_parallel=True,
use_trust_region=False,
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