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Batch trust regions implementation of TURBO #791
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khurram-ghani
requested review from
uri-granta,
hstojic,
henrymoss and
vpicheny
November 29, 2023 19:58
uri-granta
reviewed
Nov 30, 2023
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(still looking but a few initial comments as I might not get a chance to get back to this before tomorrow)
uri-granta
reviewed
Dec 1, 2023
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(A few more comments...)
uri-granta
approved these changes
Dec 7, 2023
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Related issue(s)/PRs: None
Summary
This PR adds a TURBO implementation based on the new batch-trust-region classes and replaces the original
TURBO
implementation.The entry point
filter_datasets
in acquisition rules from the earlier local-models PR is called after acquisition and observation of new query-points, but before model training. Trust region algorithms do not update their regions inacquire
anymore, instead the update is now in this new method. This enables the behaviour of the newTURBOBox
class to match the previousTURBO
implementation.Existing notebook, unit tests and integration tests have been updated to use the new classes. The
trust_region
notebook shows how local models can be used withTURBOBox
.Fully backwards compatible: no
We have agreed that we don't need backwards compatibility.
Previously, a
TURBO
rule was created like this:This will need to be replaced with the following:
PR checklist