Add possibility to compute feature importance over the lengthscales in a SingleTaskGPSurrogate

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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Closed jduerholt closed 1 year ago

jduerholt commented 1 year ago

This PR adds the possibility to compute the feature importance over automatic relevance detection (lenghtscales in a Matern/RBF Kernel).