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Support for priors in OAK Kernel #2535

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Summary: Added support for registering priors to the coefficients of the OrthogonalAdditiveKernel. Useful for incentivizing sparsity in the additive components, and improve identifiability between first- and second-order components.

Differential Revision: D61730632

@facebook-github-bot facebook-github-bot added the CLA Signed Do not delete this pull request or issue due to inactivity. label Sep 13, 2024
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This pull request was exported from Phabricator. Differential Revision: D61730632

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codecov bot commented Sep 13, 2024

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 99.98%. Comparing base (ab5ffea) to head (ac14ece).

Additional details and impacted files
@@           Coverage Diff           @@
##             main    #2535   +/-   ##
=======================================
  Coverage   99.98%   99.98%           
=======================================
  Files         193      193           
  Lines       17010    17055   +45     
=======================================
+ Hits        17007    17052   +45     
  Misses          3        3           

☔ View full report in Codecov by Sentry.
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This pull request was exported from Phabricator. Differential Revision: D61730632

hvarfner pushed a commit to hvarfner/botorch that referenced this pull request Sep 13, 2024
Summary:
Pull Request resolved: pytorch#2535

Added support for registering priors to the coefficients of the OrthogonalAdditiveKernel. Useful for incentivizing sparsity in the additive components, and improve identifiability between first- and second-order components.

Differential Revision: D61730632
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This pull request was exported from Phabricator. Differential Revision: D61730632

hvarfner pushed a commit to hvarfner/botorch that referenced this pull request Sep 13, 2024
Summary:
Pull Request resolved: pytorch#2535

Added support for registering priors to the coefficients of the OrthogonalAdditiveKernel. Useful for incentivizing sparsity in the additive components, and improve identifiability between first- and second-order components.

Differential Revision: D61730632
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This pull request was exported from Phabricator. Differential Revision: D61730632

hvarfner pushed a commit to hvarfner/botorch that referenced this pull request Sep 16, 2024
Summary:
Pull Request resolved: pytorch#2535

Added support for registering priors to the coefficients of the OrthogonalAdditiveKernel. Useful for incentivizing sparsity in the additive components, and improve identifiability between first- and second-order components.

Differential Revision: D61730632
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This pull request was exported from Phabricator. Differential Revision: D61730632

hvarfner pushed a commit to hvarfner/botorch that referenced this pull request Sep 16, 2024
Summary:
Pull Request resolved: pytorch#2535

Added support for registering priors to the coefficients of the OrthogonalAdditiveKernel. Useful for incentivizing sparsity in the additive components, and improve identifiability between first- and second-order components.

Differential Revision: D61730632
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This pull request was exported from Phabricator. Differential Revision: D61730632

hvarfner pushed a commit to hvarfner/botorch that referenced this pull request Sep 16, 2024
Summary:
Pull Request resolved: pytorch#2535

Added support for registering priors to the coefficients of the OrthogonalAdditiveKernel. Useful for incentivizing sparsity in the additive components, and improve identifiability between first- and second-order components.

Differential Revision: D61730632
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This pull request was exported from Phabricator. Differential Revision: D61730632

hvarfner pushed a commit to hvarfner/botorch that referenced this pull request Sep 17, 2024
Summary:
Pull Request resolved: pytorch#2535

Added support for registering priors to the coefficients of the OrthogonalAdditiveKernel. Useful for incentivizing sparsity in the additive components, and improve identifiability between first- and second-order components.

Differential Revision: D61730632
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This pull request was exported from Phabricator. Differential Revision: D61730632

hvarfner pushed a commit to hvarfner/botorch that referenced this pull request Sep 17, 2024
Summary:
Pull Request resolved: pytorch#2535

Added support for registering priors to the coefficients of the OrthogonalAdditiveKernel. Useful for incentivizing sparsity in the additive components, and improve identifiability between first- and second-order components.

Differential Revision: D61730632
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This pull request was exported from Phabricator. Differential Revision: D61730632

hvarfner pushed a commit to hvarfner/botorch that referenced this pull request Sep 17, 2024
Summary:
Pull Request resolved: pytorch#2535

Added support for registering priors to the coefficients of the OrthogonalAdditiveKernel. Useful for incentivizing sparsity in the additive components, and improve identifiability between first- and second-order components.

Differential Revision: D61730632
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This pull request was exported from Phabricator. Differential Revision: D61730632

hvarfner pushed a commit to hvarfner/botorch that referenced this pull request Sep 17, 2024
Summary:
Pull Request resolved: pytorch#2535

Added support for registering priors to the coefficients of the OrthogonalAdditiveKernel. Useful for incentivizing sparsity in the additive components, and improve identifiability between first- and second-order components.

Differential Revision: D61730632
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This pull request was exported from Phabricator. Differential Revision: D61730632

hvarfner pushed a commit to hvarfner/botorch that referenced this pull request Sep 17, 2024
Summary:
Pull Request resolved: pytorch#2535

Added support for registering priors to the coefficients of the OrthogonalAdditiveKernel. Useful for incentivizing sparsity in the additive components, and improve identifiability between first- and second-order components.

Differential Revision: D61730632
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This pull request was exported from Phabricator. Differential Revision: D61730632

hvarfner pushed a commit to hvarfner/botorch that referenced this pull request Sep 20, 2024
Summary:
Pull Request resolved: pytorch#2535

Added support for registering priors to the coefficients of the OrthogonalAdditiveKernel. Useful for incentivizing sparsity in the additive components, and improve identifiability between first- and second-order components.

Differential Revision: D61730632
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This pull request was exported from Phabricator. Differential Revision: D61730632

hvarfner pushed a commit to hvarfner/botorch that referenced this pull request Sep 20, 2024
Summary:
Pull Request resolved: pytorch#2535

Added support for registering priors to the coefficients of the OrthogonalAdditiveKernel. Useful for incentivizing sparsity in the additive components, and improve identifiability between first- and second-order components.

Differential Revision: D61730632
@facebook-github-bot
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This pull request was exported from Phabricator. Differential Revision: D61730632

hvarfner pushed a commit to hvarfner/botorch that referenced this pull request Sep 20, 2024
Summary:
Pull Request resolved: pytorch#2535

Added support for registering priors to the coefficients of the OrthogonalAdditiveKernel. Useful for incentivizing sparsity in the additive components, and improve identifiability between first- and second-order components.

Differential Revision: D61730632
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This pull request was exported from Phabricator. Differential Revision: D61730632

hvarfner pushed a commit to hvarfner/botorch that referenced this pull request Sep 23, 2024
Summary:
Pull Request resolved: pytorch#2535

Added support for registering priors to the coefficients of the OrthogonalAdditiveKernel. Useful for incentivizing sparsity in the additive components, and improve identifiability between first- and second-order components.

Reviewed By: Balandat

Differential Revision: D61730632
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This pull request was exported from Phabricator. Differential Revision: D61730632

hvarfner pushed a commit to hvarfner/botorch that referenced this pull request Sep 23, 2024
Summary:
Pull Request resolved: pytorch#2535

Added support for registering priors to the coefficients of the OrthogonalAdditiveKernel. Useful for incentivizing sparsity in the additive components, and improve identifiability between first- and second-order components.

Reviewed By: Balandat

Differential Revision: D61730632
Summary:
Pull Request resolved: pytorch#2535

Added support for registering priors to the coefficients of the OrthogonalAdditiveKernel. Useful for incentivizing sparsity in the additive components, and improve identifiability between first- and second-order components.

Reviewed By: Balandat

Differential Revision: D61730632
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This pull request was exported from Phabricator. Differential Revision: D61730632

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This pull request has been merged in 9fc39fa.

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