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Bayesian optimization in PyTorch

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## Motivation Probabilistic Reparameterization is a technique for optimizing mixed feature spaces, proposed in [1]. There is an existing pull request (#1533), which requires resolving merge conflicts, and writing tests....

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## Motivation In the old ABC we could pass an already initialized `pyro_model` which allowed for fairly complicated `pyro_model`s to be used in the available framework. The refactor prevents us...

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### Motivation @TobyBoyne recently added the support for categorical dimensions to `optimize_mixed_alternating`. This implementation assumes that the categorical dimensions are integer encoded. As consequence, it is directly usable with the...

enhancement

### What happened? Our code currently passes more than three dimensions in two to `gen_candidates_scipy` in multiple places, which is not supported according to the doc string, but somehow _works....

bug

## Motivation `RobustRelevancePursuitSingleTaskGP` is not listed in `__all__` in `bofire/models/__init__.py`. This PR adds it. ### Have you read the [Contributing Guidelines on pull requests](https://github.com/pytorch/botorch/blob/main/CONTRIBUTING.md#pull-requests)? Yes. ## Test Plan Not needed.

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### Discussed in https://github.com/pytorch/botorch/discussions/2655 Originally posted by **pvasu** December 16, 2024 Sobol sampling doesn't work properly on a `PosteriorList`: sobol base samples are built separately for each posterior, but they...

closes [#2403](https://github.com/pytorch/botorch/issues/2403) Hi @esantorella ! I've Improved the documentation related to `SingleTaskMultiFidelityGP` and `LinearTruncatedFidelityKernel` to clearly express that higher numerical values represent higher fidelities. Could you please review my PR...

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### What happened? Hi @esantorella & @saitcakmak 👋🏼 After long time, I've finally had a moment to get back to #641 because I now have an actual minimal reproducing example....

bug

### Motivation For problems where each observation is from one of a selection of tasks, existing `MultiTaskGPs` assume the same noise across all tasks. This is not necessarily a good...

enhancement

A series of improvements directed towards improving the performance of PES & JES, as well as their MultiObj counterparts. This PR adds an initializer for the acquisition function optimization, which...

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