Infinite Width BNN Kernel and Surrogate

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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Infinite Width BNN Kernel and Surrogate #405

Closed jduerholt closed 3 months ago

jduerholt commented 3 months ago

This PR adds the infinite width bayesian neural network kernel/surrogate from this recent paper from Andrew Gordon Wilson: https://arxiv.org/abs/2305.20028 which was recently added to botorch. Currently it is only in botorch devel, for this reason, I need to implement some workarounds for the testing.

jduerholt commented 3 months ago

Poke @bertiqwerty ;)

bertiqwerty commented 3 months ago

Poke @bertiqwerty ;)

:). I already had a first look at it. Again very interesting. Review follows soon.

jduerholt commented 3 months ago

Hi @bertiqwerty, it is ready for rereview, as I implemented your suggestion. Best, Johannes