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@wjmaddox wjmaddox commented Feb 9, 2021

This PR adds the OSY multi-objective test problem (two objectives, six constraints, six dimensions).

Motivation

It's a higher dimensional output multi-objective test problem that is useful for testing out MTGPs for constrained multi-objective bayes opt.

Have you read the Contributing Guidelines on pull requests?

yes.

Test Plan

unit tests. osy is added.

Related PRs

N/A. Pulled out of https://github.com/wjmaddox/botorch.

@facebook-github-bot facebook-github-bot added the CLA Signed Do not delete this pull request or issue due to inactivity. label Feb 9, 2021
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codecov bot commented Feb 9, 2021

Codecov Report

Merging #679 (daf9477) into master (0a67ef1) will not change coverage.
The diff coverage is 100.00%.

Impacted file tree graph

@@            Coverage Diff            @@
##            master      #679   +/-   ##
=========================================
  Coverage   100.00%   100.00%           
=========================================
  Files           98        98           
  Lines         6596      6614   +18     
=========================================
+ Hits          6596      6614   +18     
Impacted Files Coverage Δ
botorch/test_functions/__init__.py 100.00% <ø> (ø)
botorch/test_functions/multi_objective.py 100.00% <100.00%> (ø)

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Comment on lines 634 to 635
dim: int = 6,
num_objectives: int = 2,
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looks like this is always in dim 6 with 2 objectives? Let's remove these args then (these are for test functions where one can select the dimensionality).

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In fact, you can just omit the constructor altogether then since the superclass constructor will do all you need

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I originally built the constructor to have negate=True as the default option, but that was breaking the unit tests.

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@Balandat has imported this pull request. If you are a Facebook employee, you can view this diff on Phabricator.

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lgtm. Let's add this to botorch/test_functions/init.py

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@wjmaddox has updated the pull request. You must reimport the pull request before landing.

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@wjmaddox has updated the pull request. You must reimport the pull request before landing.

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@Balandat has imported this pull request. If you are a Facebook employee, you can view this diff on Phabricator.

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@Balandat merged this pull request in 45556ea.

saitcakmak pushed a commit to saitcakmak/botorch that referenced this pull request Jun 21, 2021
Summary:
This PR adds support for input and outcome transforms for MTGPs as currently implemented in BoTorch.

## Motivation

Helps improve bayesian optimization loops using MTGPs including contextual ones by allowing these types of transforms.

### Have you read the [Contributing Guidelines on pull requests](https://github.com/pytorch/botorch/blob/master/CONTRIBUTING.md#pull-requests)?

yes.

Pull Request resolved: meta-pytorch#681

Test Plan:
Current unit tests; need to dive into these.

## Related PRs

See meta-pytorch#679 as well.

Reviewed By: Balandat

Differential Revision: D26424473

Pulled By: wjmaddox

fbshipit-source-id: e7b420879c964b268d6bbf32faad19f3c1fbcc45
facebook-github-bot pushed a commit that referenced this pull request Jun 21, 2021
Summary:
This PR adds support for input and outcome transforms for MTGPs as currently implemented in BoTorch.

## Motivation

Helps improve bayesian optimization loops using MTGPs including contextual ones by allowing these types of transforms.

### Have you read the [Contributing Guidelines on pull requests](https://github.com/pytorch/botorch/blob/master/CONTRIBUTING.md#pull-requests)?

yes.

Pull Request resolved: #681

Test Plan:
Current unit tests; need to dive into these.

## Related PRs

See #679 as well.

Reviewed By: Balandat

Differential Revision: D26424473

Pulled By: wjmaddox

fbshipit-source-id: 07d9f2bcc471ce24db7b24caa0893da3880fb625
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4 participants