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@saitcakmak saitcakmak commented Jun 9, 2021

Summary:
Implements AppendFeatures for built-in risk measure support in BoTorch.

AppendFeatures:

  • Appends a given set of features to the input for joint posterior evaluation.
  • For a batch x q x d-dim input X and a n_f x d_f-dim feature_set, this results in a batch x (q * n_f) x (d + d_f)-dim tensor of appended inputs.

Differential Revision: D28981162

@facebook-github-bot facebook-github-bot added CLA Signed Do not delete this pull request or issue due to inactivity. fb-exported labels Jun 9, 2021
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This pull request was exported from Phabricator. Differential Revision: D28981162

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We need a better name for this transform. Any suggestions @RaulAstudillo06 @danielrjiang ?

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codecov bot commented Jun 9, 2021

Codecov Report

Merging #820 (80d68fd) into master (639a0a9) will not change coverage.
The diff coverage is 100.00%.

Impacted file tree graph

@@            Coverage Diff            @@
##            master      #820   +/-   ##
=========================================
  Coverage   100.00%   100.00%           
=========================================
  Files          107       107           
  Lines         7624      7638   +14     
=========================================
+ Hits          7624      7638   +14     
Impacted Files Coverage Δ
botorch/models/transforms/input.py 100.00% <100.00%> (ø)

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eytan commented Jun 10, 2021

In terms of alternative names for AddWTransform, I wonder if AddContextDistributionTransform Or AppendContextDistrivutionTransform or AppendContexts (adding Transform to the class name feels kind of redundant since it’s already in the transform module (cc @Balandat ).

In general some more concrete examples or motivation in the doc strings and or comments could be helpful.

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Thanks @eytan, great suggestions! I like Add / Append ContextVariables. Thoughts @sdaulton ?

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eytan commented Jun 10, 2021

also cc @bletham

saitcakmak added a commit to saitcakmak/botorch that referenced this pull request Jun 10, 2021
Summary:
Pull Request resolved: meta-pytorch#820

Renamed to: AddEnvironmentalVariables

Implements AddWTransform for built-in risk measure support in BoTorch.

AddWTransform:
- Adds a given set of W's to the input for joint posterior evaluation.
- Desperately needs a better name!

RiskMeasureMCObjective: Moved to D28986749 (meta-pytorch@5ab5a56)
- Takes these jointly evaluated samples and converts them into samples of the risk measure.

Differential Revision: D28981162

fbshipit-source-id: 9ecc2106b86ecafb19c9a008117e554646aab225
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This pull request was exported from Phabricator. Differential Revision: D28981162

@saitcakmak saitcakmak changed the title Implements AddWTransform Implements AddEnvironmentalVariables Jun 10, 2021
saitcakmak added a commit to saitcakmak/botorch that referenced this pull request Jun 15, 2021
Summary:
Pull Request resolved: meta-pytorch#820

Renamed to: AppendEnvironmentalVariables

Implements AddWTransform for built-in risk measure support in BoTorch.

AddWTransform:
- Adds a given set of W's to the input for joint posterior evaluation.
- Desperately needs a better name!

RiskMeasureMCObjective: Moved to D28986749 (meta-pytorch@5ab5a56)
- Takes these jointly evaluated samples and converts them into samples of the risk measure.

Reviewed By: sdaulton

Differential Revision: D28981162

fbshipit-source-id: adb74e640f355b47d62e718c2bc0d6fc8fd5ec88
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This pull request was exported from Phabricator. Differential Revision: D28981162

@saitcakmak saitcakmak changed the title Implements AddEnvironmentalVariables Implements AppendEnvironmentalVariables Jun 15, 2021
saitcakmak added a commit to saitcakmak/botorch that referenced this pull request Jun 15, 2021
Summary:
Pull Request resolved: meta-pytorch#820

Renamed to: AppendEnvironmentalVariables

Implements AddWTransform for built-in risk measure support in BoTorch.

AddWTransform:
- Adds a given set of W's to the input for joint posterior evaluation.
- Desperately needs a better name!

RiskMeasureMCObjective: Moved to D28986749 (meta-pytorch@5ab5a56)
- Takes these jointly evaluated samples and converts them into samples of the risk measure.

Reviewed By: sdaulton

Differential Revision: D28981162

fbshipit-source-id: 0f692ae0473fe58533d5e61bbaad4a9d9918ee21
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This pull request was exported from Phabricator. Differential Revision: D28981162

saitcakmak added a commit to saitcakmak/botorch that referenced this pull request Jun 16, 2021
Summary:
Pull Request resolved: meta-pytorch#820

Renamed to: AppendEnvironmentalVariables

Implements AddWTransform for built-in risk measure support in BoTorch.

AddWTransform:
- Adds a given set of W's to the input for joint posterior evaluation.
- Desperately needs a better name!

RiskMeasureMCObjective: Moved to D28986749 (meta-pytorch@5ab5a56)
- Takes these jointly evaluated samples and converts them into samples of the risk measure.

Reviewed By: sdaulton

Differential Revision: D28981162

fbshipit-source-id: 99858403cc15ace201bfe2accd170f419af3b738
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This pull request was exported from Phabricator. Differential Revision: D28981162

@saitcakmak saitcakmak changed the title Implements AppendEnvironmentalVariables Implements AppendFeatures Jun 16, 2021
saitcakmak added a commit to saitcakmak/botorch that referenced this pull request Jun 16, 2021
Summary:
Pull Request resolved: meta-pytorch#820

Implements AppendFeatures for built-in risk measure support in BoTorch.

AppendFeatures:
- Appends a given set of features to the input for joint posterior evaluation.
- For a `batch x q x d`-dim input `X` and a `n_f x d_f`-dim `feature_set`, this results in a `batch x (q * n_f) x (d + d_f)`-dim tensor of appended inputs.

Reviewed By: sdaulton

Differential Revision: D28981162

fbshipit-source-id: b4903edff582a36c42134e8682e8b156c79829b3
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This pull request was exported from Phabricator. Differential Revision: D28981162

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This pull request was exported from Phabricator. Differential Revision: D28981162

saitcakmak added a commit to saitcakmak/botorch that referenced this pull request Jun 16, 2021
Summary:
Pull Request resolved: meta-pytorch#820

Implements AppendFeatures for built-in risk measure support in BoTorch.

AppendFeatures:
- Appends a given set of features to the input for joint posterior evaluation.
- For a `batch x q x d`-dim input `X` and a `n_f x d_f`-dim `feature_set`, this results in a `batch x (q * n_f) x (d + d_f)`-dim tensor of appended inputs.

Reviewed By: sdaulton

Differential Revision: D28981162

fbshipit-source-id: 78d950d1e1f73cc37a474f651309cca11d472667
Summary:
Pull Request resolved: meta-pytorch#820

Implements AppendFeatures for built-in risk measure support in BoTorch.

AppendFeatures:
- Appends a given set of features to the input for joint posterior evaluation.
- For a `batch x q x d`-dim input `X` and a `n_f x d_f`-dim `feature_set`, this results in a `batch x (q * n_f) x (d + d_f)`-dim tensor of appended inputs.

Reviewed By: sdaulton

Differential Revision: D28981162

fbshipit-source-id: f177b20e8162d7a43ae90c3206ede9215ee03dc7
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This pull request was exported from Phabricator. Differential Revision: D28981162

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This pull request has been merged in afaa96c.

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