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add mixed optimization for list optimization

Open jduerholt opened this issue 2 years ago • 1 comments

Motivation

As outlined in issue https://github.com/pytorch/botorch/issues/1272, optimize_acqf_list cannot be used to optimize over mixed domains. For this reason, this PR introduces the argument fixed_features_list for òptimize_acqf_list. Calling optimize_acqf_list with a list of fixed features invokes optimize_acqf_mixed instead of optimize_acqf under the hood.

Have you read the Contributing Guidelines on pull requests?

Yes.

Test Plan

In principle unit tests, but I had problems to understand how the tests of the different optimisation functions work, perhaps @Balandat or @saitcakmak can help me here ;)

Related PRs

jduerholt avatar Aug 05 '22 10:08 jduerholt

Codecov Report

Merging #1342 (b5c1620) into main (8ecc903) will not change coverage. The diff coverage is 100.00%.

@@            Coverage Diff            @@
##              main     #1342   +/-   ##
=========================================
  Coverage   100.00%   100.00%           
=========================================
  Files          149       149           
  Lines        12962     12966    +4     
=========================================
+ Hits         12962     12966    +4     
Impacted Files Coverage Δ
botorch/optim/optimize.py 100.00% <100.00%> (ø)

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codecov[bot] avatar Aug 05 '22 10:08 codecov[bot]

@saitcakmak: I implemented the test according to how I understood your suggestion. Can you have a look?

jduerholt avatar Nov 28 '22 14:11 jduerholt

@saitcakmak has imported this pull request. If you are a Meta employee, you can view this diff on Phabricator.

facebook-github-bot avatar Dec 01 '22 13:12 facebook-github-bot