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v0.4.0
High Order GP model, multi-step look-ahead acquisition function
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Compatibility
Require PyTorch >=1.7.1 (#714 ).
Require GPyTorch >=1.4 (#714 ).
New Features
HigherOrderGP - High-Order Gaussian Process (HOGP) model for
high-dimensional output regression (#631 , #646 , #648 , #680 ).
qMultiStepLookahead acquisition function for general look-ahead
optimization approaches (#611 , #659 ).
ScalarizedPosteriorMean and project_to_sample_points for more
advanced MFKG functionality (#645 ).
Large-scale Thompson sampling tutorial (#654 , #713 ).
Tutorial for optimizing mixed continuous/discrete domains (application
to multi-fidelity KG with discrete fidelities) (#716 ).
GPDraw utility for sampling from (exact) GP priors (#655 ).
Add X as optional arg to call signature of MCAcqusitionObjective (#487 ).
OSY synthetic test problem (#679 ).
Bug Fixes
Fix matrix multiplication in scalarize_posterior (#638 ).
Set X_pending in get_acquisition_function in qEHVI (#662 ).
Make contextual kernel device-aware (#666 ).
Do not use an MCSampler in MaxPosteriorSampling (#701 ).
Add ability to subset outcome transforms (#711 ).
Performance Improvements
Batchify box decomposition for 2d case (#642 ).
Other Changes
Use scipy distribution in MES quantile bisect (#633 ).
Use new closure definition for GPyTorch priors (#634 ).
Allow enabling of approximate root decomposition in posterior calls (#652 ).
Support for upcoming 21201-dimensional PyTorch SobolEngine (#672 , #674 ).
Refactored various MOO utilities to allow future additions (#656 , #657 , #658 , #661 ).
Support input_transform in PairwiseGP (#632 ).
Output shape checks for t_batch_mode_transform (#577 ).
Check for NaN in gen_candidates_scipy (#688 ).
Introduce base_sample_shape property to Posterior objects (#718 ).
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