secondmind-labs / trieste

A Bayesian optimization toolbox built on TensorFlow
Apache License 2.0
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Typo in the formula of Bichon and Ranjan criteria, other points and question #828

Open mdelozzo opened 7 months ago

mdelozzo commented 7 months ago

Thanks for this nice package! I've got a few points.

The LaTeX formula for Bichon and Ranjan criteria seems wrong. In Equation (31) of the citer paper, we can read the conditionned GP $\xi(x)$ instead of its mean $m(x)$, as currently written in the docstring.

Other points:

Question: is it possible to use specific basis functions for the GP mean?

uri-granta commented 6 months ago

Thank you for spotting and raising these!

And yes, it is possible to use specific basis functions: there are various built-in functions and you can define your own, as described at https://gpflow.github.io/GPflow/develop/notebooks/getting_started/mean_functions.html.

uri-granta commented 6 months ago

@hstojic could you please check the bichon_ranjan_criterion docstring issue mentioned above?

hstojic commented 6 months ago

ok, I'll check it out - while we are at it, @uri-granta probability_below_threshold also has a broken equation, and there is something weird in batch_expected_improvement with _delta method docstring

mdelozzo commented 6 months ago

Thanks @uri-granta for your link. I'll take a closer look at the API documentation.