pytorch / botorch

Bayesian optimization in PyTorch
https://botorch.org/
MIT License
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Add support for continuous relaxation within optimize_acqf_mixed_alternating #2635

Closed saitcakmak closed 4 days ago

saitcakmak commented 5 days ago

Summary: optimize_acqf_mixed_alternating utilizes local search to optimize discrete dimensions. This works well when there are a small number of values for the discrete dimensions but it does not scale well as the number of values increases. To address this, we have been transforming the high-cardinality dimensions in Ax and only passing in the low-cardinality dimensions as part of discrete_dims. This diff adds support for using continuous relaxation for discrete dimensions that have more than max_discrete_values (configurable via options).

Differential Revision: D66239005

facebook-github-bot commented 5 days ago

This pull request was exported from Phabricator. Differential Revision: D66239005

facebook-github-bot commented 5 days ago

This pull request was exported from Phabricator. Differential Revision: D66239005

codecov[bot] commented 5 days ago

Codecov Report

All modified and coverable lines are covered by tests :white_check_mark:

Project coverage is 99.98%. Comparing base (de46059) to head (fe57fee). Report is 1 commits behind head on main.

Additional details and impacted files ```diff @@ Coverage Diff @@ ## main #2635 +/- ## ======================================= Coverage 99.98% 99.98% ======================================= Files 196 196 Lines 17347 17362 +15 ======================================= + Hits 17345 17360 +15 Misses 2 2 ```

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facebook-github-bot commented 5 days ago

This pull request was exported from Phabricator. Differential Revision: D66239005

facebook-github-bot commented 5 days ago

This pull request was exported from Phabricator. Differential Revision: D66239005

facebook-github-bot commented 4 days ago

This pull request has been merged in pytorch/botorch@5d3760633cae6d76b10df57e9f8478557e4e1946.