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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Move variance of fixed features check to predictive strategy #441

Closed bertiqwerty closed 1 month ago

bertiqwerty commented 1 month ago

I think it is okay to check for variance in fixed features only in predictive strategies. This helps to add data from only one task to the random strategy (or any strategy without surrogate) in case you have a multi-task domain. This might be useful in case you have a stepwise strategy with a random step to get initial random data from one of the tasks where you might not have historical data of.