[q]LogProbabilityOfFeasibility
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Summary: This commit adds `LogProbabilityOfFeasibility` and the corresponding batch Monte-Carlo version `qLogProbabilityOfFeasibility`. These new acquisition functions compute a probability of feasibility acquisition value that is particularly relevant for optimization runs that start out without any feasible observations. After a feasible observation is found, the acquisition function likely becomes over-exploitative, and one is better served switching to an acquisition function that also takes into account the objective value, e.g. `qLogNEI`. Differential Revision: D72411936
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Summary: This commit adds `LogProbabilityOfFeasibility` and the corresponding batch Monte-Carlo version `qLogProbabilityOfFeasibility`. These new acquisition functions compute a probability of feasibility acquisition value that is particularly relevant for optimization runs that start out without any feasible observations. After a feasible observation is found, the acquisition function likely becomes over-exploitative, and one is better served switching to an acquisition function that also takes into account the objective value, e.g. `qLogNEI`. Differential Revision: D72411936
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Hi @SebastianAment, this looks very useful, especially in the case described above. Just one question/remark: Will you also add the acqf to Best, Johannes |
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Summary: This commit adds `LogProbabilityOfFeasibility` and the corresponding batch Monte-Carlo version `qLogProbabilityOfFeasibility`. These new acquisition functions compute a probability of feasibility acquisition value that is particularly relevant for optimization runs that start out without any feasible observations. After a feasible observation is found, the acquisition function likely becomes over-exploitative, and one is better served switching to an acquisition function that also takes into account the objective value, e.g. `qLogNEI`. Differential Revision: D72411936
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Hi @jduerholt, Good point! We haven't been using the helper much internally, I'll add it for convenience. :) |
Codecov ReportAll modified and coverable lines are covered by tests ✅
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Summary: This commit adds `LogProbabilityOfFeasibility` and the corresponding batch Monte-Carlo version `qLogProbabilityOfFeasibility`. These new acquisition functions compute a probability of feasibility acquisition value that is particularly relevant for optimization runs that start out without any feasible observations. After a feasible observation is found, the acquisition function likely becomes over-exploitative, and one is better served switching to an acquisition function that also takes into account the objective value, e.g. `qLogNEI`. Differential Revision: D72411936
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Summary: This commit adds `LogProbabilityOfFeasibility` and the corresponding batch Monte-Carlo version `qLogProbabilityOfFeasibility`. These new acquisition functions compute a probability of feasibility acquisition value that is particularly relevant for optimization runs that start out without any feasible observations. After a feasible observation is found, the acquisition function likely becomes over-exploitative, and one is better served switching to an acquisition function that also takes into account the objective value, e.g. `qLogNEI`. Differential Revision: D72411936
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Summary: This commit adds `LogProbabilityOfFeasibility` and the corresponding batch Monte-Carlo version `qLogProbabilityOfFeasibility`. These new acquisition functions compute a probability of feasibility acquisition value that is particularly relevant for optimization runs that start out without any feasible observations. After a feasible observation is found, the acquisition function likely becomes over-exploitative, and one is better served switching to an acquisition function that also takes into account the objective value, e.g. `qLogNEI`. Differential Revision: D72411936
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Summary: This commit adds `LogProbabilityOfFeasibility` and the corresponding batch Monte-Carlo version `qLogProbabilityOfFeasibility`. These new acquisition functions compute a probability of feasibility acquisition value that is particularly relevant for optimization runs that start out without any feasible observations. After a feasible observation is found, the acquisition function likely becomes over-exploitative, and one is better served switching to an acquisition function that also takes into account the objective value, e.g. `qLogNEI`. Differential Revision: D72411936
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Summary: This commit adds `LogProbabilityOfFeasibility` and the corresponding batch Monte-Carlo version `qLogProbabilityOfFeasibility`. These new acquisition functions compute a probability of feasibility acquisition value that is particularly relevant for optimization runs that start out without any feasible observations. After a feasible observation is found, the acquisition function likely becomes over-exploitative, and one is better served switching to an acquisition function that also takes into account the objective value, e.g. `qLogNEI`. Differential Revision: D72411936
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Summary: This commit adds
LogProbabilityOfFeasibilityand the corresponding batch Monte-Carlo versionqLogProbabilityOfFeasibility. These new acquisition functions compute a probability of feasibility acquisition value that is particularly relevant for optimization runs that start out without any feasible observations. After a feasible observation is found, the acquisition function likely becomes over-exploitative, and one is better served switching to an acquisition function that also takes into account the objective value, e.g.qLogNEI.Differential Revision: D72411936