Add aggregation modes to trainable surrogate data models

experimental-design / bofire

Experimental design and (multi-objective) bayesian optimization.

https://experimental-design.github.io/bofire/

BSD 3-Clause "New" or "Revised" License

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Add aggregation modes to trainable surrogate data models #284

Closed jduerholt closed 1 year ago

jduerholt commented 1 year ago

This PR adds the API for defining aggregated features in the future. Note that it is currently only supported in the data models but will not be used in the functional surrogates.

They can be specified like this for all trainable surrogates:

'aggregations': [{'type': 'SumAggregation',
   'features': ['x_1', 'x_2'],
   'keep_features': False},
  {'type': 'MeanAggregation',
   'features': ['x_1', 'x_2'],
   'keep_features': False}],