v0.18.0
Immutable
release. Only release title and notes can be modified.
Compatibility
- Replace Pyro with NumPyro for fully Bayesian NUTS inference, yielding a large
reduction in fit time (#3247). - Require PyTorch>=2.4 (#3311).
New Features
OrthogonalAdditiveGPwith component-wise inference (#3187).- Add
custom_fitandcompute_lossprotocols for fitting extensibility (#3232). LatentKroneckerGPwith customized GPyTorch inference (#3234).- Conditional kernel GP for hierarchical search spaces (#3284).
- Add
LearnedFeatureImputationinput transform and wire transfer-learning
support forMultiTaskGP(#3281, #3285, #3286, #3296, #3299).
Bug Fixes
- Fix inconsistent output shapes when all features are fixed in
optimize_acqf(#3241). - Return
TorchPosteriorfor non-MVN distributions inApproximateGPyTorchModel(#3242). - Fix
continuous_stepcrash whenfixed_featurescover all dims (#3249). - Fix silent feature misalignment in
HeterogeneousMTGP.posterior()(#3254). - Fix tensor-valued
fixed_featuresshape mismatch in infeasible projection (#3259). - Fix
PairwiseGPstored-state management for eval and CV (#3272). - Impute per-dim empirical mean for missing features in
HeterogeneousMTGP(#3294). - Fix numerical precision in
MultivariateNormalQMCEngineeigendecomposition on
CUDA (#3224).
Other Changes
- Use parallel L-BFGS for fitting batched multi-output models (#3207).
- Optionally return acquisition values from candidate generation (#3209).
- Clean up nits across the acquisition module (#3210).
- Replace deprecated
torch.inverse/torch.detwithtorch.linalg
equivalents (#3213). - Use
logsumexpfor numerically stable mixture entropy in BALD (#3222). - Support
cache_rootfor low-rank kernels (#3223). - Support a tensor of
tausin MAP SAAS (#3225). - Support discrete parameters, inequality constraints, and
ref_pointin
optimize_with_nsgaii/ MOO input constructors (#3219, #3220, #3229). - Replace the
FitGPyTorchMLLandGetLossClosuredispatchers withisinstance
checks (#3233, #3235). - Support pathwise Thompson sampling as an option in the acquisition function
factory (#3237). - Add
_supports_batched_modelsattribute to models that don't support
batching (#3239). - Update
fixed_featurestype hints and docstrings inOptimizeAcqfInputs(#3240). - Use slice-based indexing in
separate_mtmvnfor the non-interleaved case (#3246). - Support observation noise in the
Logoutcome transform (#3245). - Add
BetaPriorsupport for correlation parameters and a default
BetaPrior(2.5, 1.5)forMultiTaskGPtask covariance, withsetting_closure
onPositiveIndexKernelfor prior support (#3266, #3267, #3271). - Speed up
qLogEHVIusing a fused kernel (#3275). - Project initial conditions onto the equality constraint manifold (#3278).
- Fix
DeprecationWarninginStandardize.untransform_posterior(#3279). - Add untransform support to efficient LOO cross-validation (#3288).
- Add lean BoTorch targets and make JAX/numpyro imports lazy to avoid the
JAX/numpyro dependency (#3277, #3291, #3292, #3293). - Update
MultiTaskGPdocstring (#3307).