emukit
emukit copied to clipboard
Support constrained and multi-objective functions?
Hi there,
I'm new to this library, and would like to know if emukit supports to constrained and multi-objective functions. Hope anyone could help to answer my problem. Any comments are highly appreciated.
Hi, thanks for the interest.
In terms of constrained functions, Emukit supports both constraints of the input space (see https://github.com/amzn/emukit/blob/master/emukit/core/constraints.py) and acquisition constraints (see https://github.com/amzn/emukit/blob/master/emukit/bayesian_optimization/acquisitions/probability_of_feasibility.py)
As far as multi-objective goes, we haven't implemented anything yet. But it should be very straightforward to extend emukit for this use case. And we always welcome PRs!
@jmren168 were you able to get the multi-objective going? Or did you find any other library which is cable of multi-objective optimization? Any hints would you really useful. Thank you.
@CuriousSingularity BoTorch has a flexible support for multiobjective optimization https://github.com/pytorch/botorch.