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Use optimize_acqf_mixed_alternating in Acquisition.optimize #2972

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Summary:
This diff updates Acquisition.optimize to utilize optimize_acqf_mixed_alternating when

  • there are no categorical features (except for those handled by transforms),
  • all ordinal features are integer valued,
  • and there are more than ALTERNATING_OPTIMIZER_THRESHOLD combinations of discrete choices.
    optimize_acqf_mixed_alternating will be more efficient than optimize_acqf_mixed when there are many combinations of discrete choices. The other conditions are current limitations of the optimizer.

The current choice of ALTERNATING_OPTIMIZER_THRESHOLD = 10 is somewhat arbitrary.

Reviewed By: susanxia1006

Differential Revision: D65066344

Summary:
This diff updates `Acquisition.optimize` to utilize `optimize_acqf_mixed_alternating` when
- there are no categorical features (except for those handled by transforms),
- all ordinal features are integer valued,
- and there are more than `ALTERNATING_OPTIMIZER_THRESHOLD` combinations of discrete choices.
`optimize_acqf_mixed_alternating` will be more efficient than `optimize_acqf_mixed` when there are many combinations of discrete choices. The other conditions are current limitations of the optimizer.

The current choice of `ALTERNATING_OPTIMIZER_THRESHOLD = 10` is somewhat arbitrary.

Reviewed By: susanxia1006

Differential Revision: D65066344
@facebook-github-bot
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This pull request was exported from Phabricator. Differential Revision: D65066344

@facebook-github-bot facebook-github-bot added CLA Signed Do not delete this pull request or issue due to inactivity. fb-exported labels Oct 28, 2024
saitcakmak added a commit to saitcakmak/Ax that referenced this pull request Oct 28, 2024
…book#2972)

Summary:

This diff updates `Acquisition.optimize` to utilize `optimize_acqf_mixed_alternating` when
- there are no categorical features (except for those handled by transforms),
- all ordinal features are integer valued,
- and there are more than `ALTERNATING_OPTIMIZER_THRESHOLD` combinations of discrete choices.
`optimize_acqf_mixed_alternating` will be more efficient than `optimize_acqf_mixed` when there are many combinations of discrete choices. The other conditions are current limitations of the optimizer.

The current choice of `ALTERNATING_OPTIMIZER_THRESHOLD = 10` is somewhat arbitrary.

Reviewed By: susanxia1006

Differential Revision: D65066344
@facebook-github-bot
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This pull request has been merged in d1e65c5.

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