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qLogEI #1936

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Summary: This commit introduces qLogExpectedImprovement (qLogEI), which computes the logarithm of a smooth approximation to the regular EI utility. As EI is known to suffer from vanishing gradients, especially for challenging, constrained, or high-dimensional problems, using qLogEI can lead to significant optimization improvements.

Differential Revision: D47439148

@facebook-github-bot facebook-github-bot added CLA Signed Do not delete this pull request or issue due to inactivity. fb-exported labels Jul 14, 2023
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This pull request was exported from Phabricator. Differential Revision: D47439148

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codecov bot commented Jul 14, 2023 •
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Codecov Report

Merging #1936 (e0bb272) into main (d333163) will increase coverage by 0.00%.
The diff coverage is 100.00%.

❗ Current head e0bb272 differs from pull request most recent head 657df09. Consider uploading reports for the commit 657df09 to get more accurate results

@@           Coverage Diff           @@
##             main    #1936   +/-   ##
=======================================
  Coverage   99.94%   99.94%           
=======================================
  Files         176      177    +1     
  Lines       15500    15591   +91     
=======================================
+ Hits        15492    15583   +91     
  Misses          8        8
Impacted Files Coverage Δ
botorch/acquisition/__init__.py 100.00% <100.00%> (ø)
botorch/acquisition/input_constructors.py 100.00% <100.00%> (ø)
botorch/acquisition/logei.py 100.00% <100.00%> (ø)
botorch/acquisition/monte_carlo.py 100.00% <100.00%> (ø)
botorch/utils/objective.py 100.00% <100.00%> (ø)
botorch/utils/safe_math.py 100.00% <100.00%> (ø)

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SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Jul 14, 2023
@SebastianAment @facebook-github-bot
qLogEI (pytorch#1936)
4b5a8ce 
Summary:
Pull Request resolved: pytorch#1936

This commit introduces `qLogExpectedImprovement` (`qLogEI`), which computes the logarithm of a smooth approximation to the regular EI utility. As EI is known to suffer from vanishing gradients, especially for challenging, constrained, or high-dimensional problems, using `qLogEI` can lead to significant optimization improvements.

Differential Revision: D47439148

fbshipit-source-id: 678832c31e6746fb748803d956ee3d0365a39d82
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This pull request was exported from Phabricator. Differential Revision: D47439148

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Jul 14, 2023
@SebastianAment @facebook-github-bot
qLogEI (pytorch#1936)
8701bba 
Summary:
Pull Request resolved: pytorch#1936

This commit introduces `qLogExpectedImprovement` (`qLogEI`), which computes the logarithm of a smooth approximation to the regular EI utility. As EI is known to suffer from vanishing gradients, especially for challenging, constrained, or high-dimensional problems, using `qLogEI` can lead to significant optimization improvements.

Differential Revision: D47439148

fbshipit-source-id: 5d4e4bff431332659684f0831bdc586b36d7d973
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This pull request was exported from Phabricator. Differential Revision: D47439148

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Jul 14, 2023
@SebastianAment @facebook-github-bot
qLogEI (pytorch#1936)
5b73570 
Summary:
Pull Request resolved: pytorch#1936

This commit introduces `qLogExpectedImprovement` (`qLogEI`), which computes the logarithm of a smooth approximation to the regular EI utility. As EI is known to suffer from vanishing gradients, especially for challenging, constrained, or high-dimensional problems, using `qLogEI` can lead to significant optimization improvements.

Differential Revision: D47439148

fbshipit-source-id: 6df3fe90382f465d5f99c36708e38a87b89aa8bd
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This pull request was exported from Phabricator. Differential Revision: D47439148

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Jul 14, 2023
@SebastianAment @facebook-github-bot
qLogEI (pytorch#1936)
ca240cc 
Summary:
Pull Request resolved: pytorch#1936

This commit introduces `qLogExpectedImprovement` (`qLogEI`), which computes the logarithm of a smooth approximation to the regular EI utility. As EI is known to suffer from vanishing gradients, especially for challenging, constrained, or high-dimensional problems, using `qLogEI` can lead to significant optimization improvements.

Differential Revision: D47439148

fbshipit-source-id: c10847bbcbb817c79b63f61b4ffe9ea716adbba7
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This pull request was exported from Phabricator. Differential Revision: D47439148

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Jul 14, 2023
@SebastianAment @facebook-github-bot
qLogEI (pytorch#1936)
cbcf5b7 
Summary:
Pull Request resolved: pytorch#1936

This commit introduces `qLogExpectedImprovement` (`qLogEI`), which computes the logarithm of a smooth approximation to the regular EI utility. As EI is known to suffer from vanishing gradients, especially for challenging, constrained, or high-dimensional problems, using `qLogEI` can lead to significant optimization improvements.

Differential Revision: D47439148

fbshipit-source-id: 399d74065f1f1afa190193989d1d963a9c7b6f38
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This pull request was exported from Phabricator. Differential Revision: D47439148

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Jul 14, 2023
@SebastianAment @facebook-github-bot
qLogEI (pytorch#1936)
00e7f65 
Summary:
Pull Request resolved: pytorch#1936

This commit introduces `qLogExpectedImprovement` (`qLogEI`), which computes the logarithm of a smooth approximation to the regular EI utility. As EI is known to suffer from vanishing gradients, especially for challenging, constrained, or high-dimensional problems, using `qLogEI` can lead to significant optimization improvements.

Differential Revision: D47439148

fbshipit-source-id: 6c6d23d0d102e91ed4d3607b69724dbc8a80595a
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This pull request was exported from Phabricator. Differential Revision: D47439148

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Jul 14, 2023
@SebastianAment @facebook-github-bot
qLogEI (pytorch#1936)
b73ea04 
Summary:
Pull Request resolved: pytorch#1936

This commit introduces `qLogExpectedImprovement` (`qLogEI`), which computes the logarithm of a smooth approximation to the regular EI utility. As EI is known to suffer from vanishing gradients, especially for challenging, constrained, or high-dimensional problems, using `qLogEI` can lead to significant optimization improvements.

Differential Revision: D47439148

fbshipit-source-id: 3d0545796ec8087d0b301f1d13ba38cad29661e9
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This pull request was exported from Phabricator. Differential Revision: D47439148

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Jul 14, 2023
@SebastianAment @facebook-github-bot
qLogEI (pytorch#1936)
92bbaf8 
Summary:
Pull Request resolved: pytorch#1936

This commit introduces `qLogExpectedImprovement` (`qLogEI`), which computes the logarithm of a smooth approximation to the regular EI utility. As EI is known to suffer from vanishing gradients, especially for challenging, constrained, or high-dimensional problems, using `qLogEI` can lead to significant optimization improvements.

Differential Revision: https://internalfb.com/D47439148

fbshipit-source-id: ff5ec11526a8b403509ae9c5c34d76e869b310fd
SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Jul 17, 2023
@SebastianAment @facebook-github-bot
qLogEI (pytorch#1936)
470cdff 
Summary:
Pull Request resolved: pytorch#1936

This commit introduces `qLogExpectedImprovement` (`qLogEI`), which computes the logarithm of a smooth approximation to the regular EI utility. As EI is known to suffer from vanishing gradients, especially for challenging, constrained, or high-dimensional problems, using `qLogEI` can lead to significant optimization improvements.

Differential Revision: D47439148

fbshipit-source-id: 568aebb5a6338c61c908872d6a131479b6587577
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This pull request was exported from Phabricator. Differential Revision: D47439148

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Jul 17, 2023
@SebastianAment @facebook-github-bot
qLogEI (pytorch#1936)
f629286 
Summary:
Pull Request resolved: pytorch#1936

This commit introduces `qLogExpectedImprovement` (`qLogEI`), which computes the logarithm of a smooth approximation to the regular EI utility. As EI is known to suffer from vanishing gradients, especially for challenging, constrained, or high-dimensional problems, using `qLogEI` can lead to significant optimization improvements.

Differential Revision: D47439148

fbshipit-source-id: 76bb795eb277a557e366bed1c3841c332f3d7993
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This pull request was exported from Phabricator. Differential Revision: D47439148

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Jul 17, 2023
@SebastianAment @facebook-github-bot
qLogEI (pytorch#1936)
35daef4 
Summary:
Pull Request resolved: pytorch#1936

This commit introduces `qLogExpectedImprovement` (`qLogEI`), which computes the logarithm of a smooth approximation to the regular EI utility. As EI is known to suffer from vanishing gradients, especially for challenging, constrained, or high-dimensional problems, using `qLogEI` can lead to significant optimization improvements.

Differential Revision: D47439148

fbshipit-source-id: 4982962bc0dea3f0768d52fabdbabffad9c1d187
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This pull request was exported from Phabricator. Differential Revision: D47439148

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Jul 17, 2023
@SebastianAment @facebook-github-bot
qLogEI (pytorch#1936)
1a0e3fe 
Summary:
Pull Request resolved: pytorch#1936

This commit introduces `qLogExpectedImprovement` (`qLogEI`), which computes the logarithm of a smooth approximation to the regular EI utility. As EI is known to suffer from vanishing gradients, especially for challenging, constrained, or high-dimensional problems, using `qLogEI` can lead to significant optimization improvements.

Differential Revision: https://internalfb.com/D47439148

fbshipit-source-id: e3c3ba6f4d1c33f60f09b61dcf8552613f7fc513
SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Jul 17, 2023
@SebastianAment @facebook-github-bot
qLogEI (pytorch#1936)
cbc73e3 
Summary:
Pull Request resolved: pytorch#1936

This commit introduces `qLogExpectedImprovement` (`qLogEI`), which computes the logarithm of a smooth approximation to the regular EI utility. As EI is known to suffer from vanishing gradients, especially for challenging, constrained, or high-dimensional problems, using `qLogEI` can lead to significant optimization improvements.

Differential Revision: https://internalfb.com/D47439148

fbshipit-source-id: bdbe8f70865e4c6d3772d33a34404d3843d93d0d
SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Jul 17, 2023
@SebastianAment @facebook-github-bot
qLogEI (pytorch#1936)
4ec605c 
Summary:
Pull Request resolved: pytorch#1936

This commit introduces `qLogExpectedImprovement` (`qLogEI`), which computes the logarithm of a smooth approximation to the regular EI utility. As EI is known to suffer from vanishing gradients, especially for challenging, constrained, or high-dimensional problems, using `qLogEI` can lead to significant optimization improvements.

Differential Revision: D47439148

fbshipit-source-id: 01eba81699f6c268375e0cb3ab2fc04068aed8fc
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This pull request was exported from Phabricator. Differential Revision: D47439148

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Jul 17, 2023
@SebastianAment @facebook-github-bot
qLogEI (pytorch#1936)
ede7c49 
Summary:
Pull Request resolved: pytorch#1936

This commit introduces `qLogExpectedImprovement` (`qLogEI`), which computes the logarithm of a smooth approximation to the regular EI utility. As EI is known to suffer from vanishing gradients, especially for challenging, constrained, or high-dimensional problems, using `qLogEI` can lead to significant optimization improvements.

Differential Revision: D47439148

fbshipit-source-id: 9451f1bb7754033a7c06efdcad912e9b87c299ed
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This pull request was exported from Phabricator. Differential Revision: D47439148

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Jul 17, 2023
@SebastianAment @facebook-github-bot
qLogEI (pytorch#1936)
3add1e9 
Summary:
Pull Request resolved: pytorch#1936

This commit introduces `qLogExpectedImprovement` (`qLogEI`), which computes the logarithm of a smooth approximation to the regular EI utility. As EI is known to suffer from vanishing gradients, especially for challenging, constrained, or high-dimensional problems, using `qLogEI` can lead to significant optimization improvements.

Differential Revision: https://internalfb.com/D47439148

fbshipit-source-id: 03731c8a85f865286bafdb7c26c7b9e4a118020a
SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Jul 17, 2023
@SebastianAment @facebook-github-bot
qLogEI (pytorch#1936)
754f015 
Summary:
Pull Request resolved: pytorch#1936

This commit introduces `qLogExpectedImprovement` (`qLogEI`), which computes the logarithm of a smooth approximation to the regular EI utility. As EI is known to suffer from vanishing gradients, especially for challenging, constrained, or high-dimensional problems, using `qLogEI` can lead to significant optimization improvements.

Reviewed By: Balandat

Differential Revision: D47439148

fbshipit-source-id: a98ff8f5e3ea9070640a0c0dfadbcc5344e06299
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This pull request was exported from Phabricator. Differential Revision: D47439148

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Jul 17, 2023
@SebastianAment @facebook-github-bot
qLogEI (pytorch#1936)
dc431e0 
Summary:
Pull Request resolved: pytorch#1936

This commit introduces `qLogExpectedImprovement` (`qLogEI`), which computes the logarithm of a smooth approximation to the regular EI utility. As EI is known to suffer from vanishing gradients, especially for challenging, constrained, or high-dimensional problems, using `qLogEI` can lead to significant optimization improvements.

Reviewed By: Balandat

Differential Revision: D47439148

fbshipit-source-id: 161078f46e9966dcf5eabbfbc943fe91c97682b5
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This pull request was exported from Phabricator. Differential Revision: D47439148

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Jul 17, 2023
@SebastianAment @facebook-github-bot
qLogEI (pytorch#1936)
645f921 
Summary:
Pull Request resolved: pytorch#1936

This commit introduces `qLogExpectedImprovement` (`qLogEI`), which computes the logarithm of a smooth approximation to the regular EI utility. As EI is known to suffer from vanishing gradients, especially for challenging, constrained, or high-dimensional problems, using `qLogEI` can lead to significant optimization improvements.

Differential Revision: https://internalfb.com/D47439148

fbshipit-source-id: da65264ee92f3d36cd39dca9a31bd4645f9b4b21
@SebastianAment @facebook-github-bot
qLogEI (pytorch#1936)
657df09 
Summary:
Pull Request resolved: pytorch#1936

This commit introduces `qLogExpectedImprovement` (`qLogEI`), which computes the logarithm of a smooth approximation to the regular EI utility. As EI is known to suffer from vanishing gradients, especially for challenging, constrained, or high-dimensional problems, using `qLogEI` can lead to significant optimization improvements.

Reviewed By: Balandat

Differential Revision: D47439148

fbshipit-source-id: 400c30e326e3a0a5db192be0800d691b8dbf1c1d
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This pull request was exported from Phabricator. Differential Revision: D47439148

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This pull request has been merged in 50bcf95.

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