Notebook for trust regions

secondmind-labs / trieste

A Bayesian optimization toolbox built on TensorFlow

Apache License 2.0

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Notebook for trust regions #777

Closed khurram-ghani closed 1 year ago

khurram-ghani commented 1 year ago

Related issue(s)/PRs: #773

Summary

Added example notebook for three trust region algorithms.

Fully backwards compatible: yes

PR checklist

[X] The quality checks are all passing
[ ] The bug case / new feature is covered by tests
[X] Any new features are well-documented (in docstrings or notebooks)

khurram-ghani commented 1 year ago

I am wondering if it would make sense to have a first section showing TREGO. Or ideally, TREGO, then batch-TR with Thompson sampling, and finally TurBO?

Yes, makes sense. I'll add that in the notebook using the existing versions of TREGO and TurBO. We can then migrate to the batch implementations later in the respective PRs.

khurram-ghani commented 1 year ago

@vpicheny @hstojic I have updated the notebook to cover all 3 trust region algorithms.