secondmind-labs / trieste

A Bayesian optimization toolbox built on TensorFlow
Apache License 2.0
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TREGO using batch trust regions #778

Closed khurram-ghani closed 10 months ago

khurram-ghani commented 11 months ago

Related issue(s)/PRs: #773

Summary

This PR adds a TREGO implementation based on the new batch-trust-region classes and replaces the original TREGO TrustRegion implementation.

Existing notebook, unit tests and integration tests have been updated to use the new classes.

Fully backwards compatible: no

We have agreed that we don't need backwards compatibility -- see discussion below.

Previously, a TREGO rule was created like this:

rule = TrustRegion()

This will need to be replaced with the following:

rule = BatchTrustRegionBox(TREGOBox(search_space))

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