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Bayesian optimization in PyTorch

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Summary: Move multitask SAAS GP into BoTorch Differential Revision: D35573439

CLA Signed
fb-exported

Summary: See https://github.com/pytorch/botorch/discussions/1217 Differential Revision: D36490304

CLA Signed
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Multiple questions have popped up for this (e.g. https://github.com/pytorch/botorch/issues/1244#issuecomment-1146842945), we should really put together some docs / an example tutorial for the `InputTransform` and `OutputTransform` functionality.

enhancement
documentation

In some cases we may allow not using box constraints (e.g. when optimizing Alebo). Also, in general it would be good to the optimziation raise an error if the constraint...

CLA Signed

# 🚀 Feature Request Implement output selection in untransfrom_posterior for outcome transforms. ## Motivation Currently no outcome transforms support untransforming posteriors when outputs are selected. This makes using multi-output SingleTaskGP...

enhancement

# 🐛 Bug Looks like the normalize transform is incorrectly double-batching the posterior but only after training the model. Not entirely sure where the bug is in here: ## To...

bug

Hi, I was thinking about the possibility to use non GP models within botorch. For example to use a GP for one objective and a neural network (ensemble) for another...

enhancement
WIP

Summary: Currently, we apply the input transforms in `train` mode at the `forward` call, and in `eval` model at the `posterior` call. We also use a `transform_train_inputs` call at the...

CLA Signed
fb-exported

# 🚀 Feature Request Currently input transforms can be parametric and the parameters can be optimized jointly with the other hyperparameters of the GP (e.g. input warping does). Outcome transforms...

enhancement

# 🚀 Feature Request If KG is applied to a heteroskedastic model, it will raise a NotImplementedError that comes from the following function. [code](https://github.com/pytorch/botorch/blob/main/botorch/models/gp_regression.py#L421) Is there any plan to implement...

enhancement