Enable cardinality constraint in botorch recommender
This PR enables that cardinality constraints are supported in botorch recommender. It is on the top of #270
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ContinuousCardinalityConstrainthas ato_botorchmethod implemented. The continuous cardinality constraints are relaxed to nonlinear inequality constraints, which is supported by botorch'soptimize_acqf. - The main idea of the relaxation: we use a narrow gaussian to check whether a value is zero or not.
Hi @AVHopp @AdrianSosic @Scienfitz, according to the CI failure I have to fix sth in this PR, so please hold off on the review. I will let you know when it is ready.
Hi @AVHopp @Scienfitz , this PR is currently on hold. I had a call with @AdrianSosic and we would need some time to fix. Will let you know when it is ready for review.
@Waschenbacher @AdrianSosic would you be fine with turning this into a draft PR until it is ready for review?
@Waschenbacher @Scienfitz @AVHopp: I'm closing the PR now because we there are other things regarding cardinality constraints we should tackle first, i.e.:
- finishing #394
- adding an example
- adding a user guide
While working on the above, we can think about how to continue working on other optimization approaches. However, I propose to have a dedicated baybathon with our guest @Waschenbacher in the Hufhaus first so that we can brainstorm ideas and pros/cons. Until then, I'll close here. We can always reopen if needed