David Eriksson

Non-linear inequality constraints

1

Summary: See title. This diff isn't ready for review by any means, but is an attempt to temporarily unblock https://github.com/facebook/Ax/issues/769. Differential Revision: D33853834

We should implement a strategy that is tailored for mixed-integer problems, such as SO-MI (A surrogate model algorithm for computationally expensive nonlinear mixed-integer black-box global optimization problems, Müller, Juliane; Shoemaker,...

Catch feature importance exception

2

Summary: See title. Reviewed By: saitcakmak, Balandat Differential Revision: D47349478

Cap benchmark score at 100

1

Summary: Finding the hypervolume of the true Pareto frontier can be quite challenging for some high-dimensional problems. Reviewed By: SebastianAment Differential Revision: D44296521

Summary: Previous diff didn't do it, but this should work Reviewed By: saitcakmak Differential Revision: D56597341

Summary: Take `discrete_features` into account when computing signed Sobol sensitivity. Meta: This is needed for Mixerator which errors out of binary parameters aren't set to 0 or 1. Reviewed By:...

SimplifyParameterConstraints

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Summary: Remove parameter constraints that can be trivially converted into an updated lower/upper bound Reviewed By: SebastianAment Differential Revision: D55718753

Lower the numerical tolerance when checking if a value is within the bounds for a float range parameter.

2

Summary: This avoids filtering out arms that are slightly outside the search space. Reviewed By: saitcakmak Differential Revision: D56936530