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Loss closures, fit_gpytorch_torch, fit_gyptorch_mll dispatch for ApproximateGPs

Open j-wilson opened this issue 3 years ago • 7 comments

Summary: Changelog:

  • Enable user-defined loss closures.
  • fit_gptorch_torch rewrite
  • Add fit_gyptorch_mll dispatch for ApproximateGPs

Differential Revision: D39101211

j-wilson avatar Oct 03 '22 22:10 j-wilson

This pull request was exported from Phabricator. Differential Revision: D39101211

facebook-github-bot avatar Oct 03 '22 22:10 facebook-github-bot

This pull request was exported from Phabricator. Differential Revision: D39101211

facebook-github-bot avatar Oct 03 '22 23:10 facebook-github-bot

This looks like a pretty reasonable solution to me! I actually like the ability to roll my own loss closures and optimizers here, and think it's worth the extra engineering. @nataliemaus has code that sometimes wants to train a GP end to end with a VAE included in the ELBO, and sometimes only wants to train the GP, so this should let us switch even more code into using BoTorch routines.

jacobrgardner avatar Oct 04 '22 04:10 jacobrgardner

This pull request was exported from Phabricator. Differential Revision: D39101211

facebook-github-bot avatar Oct 04 '22 18:10 facebook-github-bot

This pull request was exported from Phabricator. Differential Revision: D39101211

facebook-github-bot avatar Oct 05 '22 01:10 facebook-github-bot

This pull request was exported from Phabricator. Differential Revision: D39101211

facebook-github-bot avatar Oct 10 '22 00:10 facebook-github-bot

Codecov Report

Merging #1439 (4f6c4ef) into main (7613cd2) will not change coverage. The diff coverage is 100.00%.

@@            Coverage Diff             @@
##              main     #1439    +/-   ##
==========================================
  Coverage   100.00%   100.00%            
==========================================
  Files          134       143     +9     
  Lines        12402     12755   +353     
==========================================
+ Hits         12402     12755   +353     
Impacted Files Coverage Δ
botorch/models/pairwise_gp.py 100.00% <ø> (ø)
botorch/fit.py 100.00% <100.00%> (ø)
botorch/optim/__init__.py 100.00% <100.00%> (ø)
botorch/optim/closures/__init__.py 100.00% <100.00%> (ø)
botorch/optim/closures/core.py 100.00% <100.00%> (ø)
botorch/optim/closures/model_closures.py 100.00% <100.00%> (ø)
botorch/optim/core.py 100.00% <100.00%> (ø)
botorch/optim/fit.py 100.00% <100.00%> (ø)
botorch/optim/numpy_converter.py 100.00% <100.00%> (ø)
botorch/optim/stopping.py 100.00% <100.00%> (ø)
... and 7 more

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codecov[bot] avatar Oct 10 '22 00:10 codecov[bot]

This pull request was exported from Phabricator. Differential Revision: D39101211

facebook-github-bot avatar Oct 20 '22 15:10 facebook-github-bot

This pull request was exported from Phabricator. Differential Revision: D39101211

facebook-github-bot avatar Oct 28 '22 15:10 facebook-github-bot

This pull request was exported from Phabricator. Differential Revision: D39101211

facebook-github-bot avatar Nov 04 '22 18:11 facebook-github-bot

This pull request was exported from Phabricator. Differential Revision: D39101211

facebook-github-bot avatar Nov 04 '22 21:11 facebook-github-bot

This pull request was exported from Phabricator. Differential Revision: D39101211

facebook-github-bot avatar Nov 07 '22 17:11 facebook-github-bot

This pull request was exported from Phabricator. Differential Revision: D39101211

facebook-github-bot avatar Nov 07 '22 18:11 facebook-github-bot

This pull request was exported from Phabricator. Differential Revision: D39101211

facebook-github-bot avatar Nov 07 '22 19:11 facebook-github-bot

This pull request was exported from Phabricator. Differential Revision: D39101211

facebook-github-bot avatar Nov 07 '22 19:11 facebook-github-bot

This pull request was exported from Phabricator. Differential Revision: D39101211

facebook-github-bot avatar Nov 11 '22 00:11 facebook-github-bot

This pull request was exported from Phabricator. Differential Revision: D39101211

facebook-github-bot avatar Nov 11 '22 01:11 facebook-github-bot

This pull request was exported from Phabricator. Differential Revision: D39101211

facebook-github-bot avatar Nov 11 '22 01:11 facebook-github-bot

This pull request was exported from Phabricator. Differential Revision: D39101211

facebook-github-bot avatar Nov 11 '22 17:11 facebook-github-bot