experimental-design / bofire

Experimental design and (multi-objective) bayesian optimization.
https://experimental-design.github.io/bofire/
BSD 3-Clause "New" or "Revised" License
207 stars 22 forks source link

Create surrogate for entmoot strategy #285

Open TobyBoyne opened 1 year ago

TobyBoyne commented 1 year ago

Surrogate for Entmoot as discussed in #278.

Note that the surrogate is not called LGBM, since this interfaces with the Enting model, which contains mean/uncertainty models. Each of those models is not necessarily an LGBM model (although this is currently the only one implemented in ENTMOOT). Therefore I feel that this being an EntingSurrogate is the right level of abstraction (and then refactoring the strategy from EntingStrategy to EntmootStrategy).