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NoisyExpectedImprovementMixin #1939

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Summary: This commit introduces a mixin design to increase code sharing between qLogNEI and qNEI.

Differential Revision: D47511290

SebastianAment and others added 2 commits July 18, 2023 10:57
Summary:
Pull Request resolved: pytorch#1937

This commit introduces `qLogNoisyExpectedImprovement` (`qLogNEI`) a cousin of `qLogEI`. Similar to `qLogEI` and in contrast to `q(N)EI`, it generally exhibits strong and smooth gradients, leading to better acquisition function optimization and Bayesian optimization as a result.

Differential Revision: https://internalfb.com/D47439161

fbshipit-source-id: 8a50f123e2f4a828934c8bc4fba0a163e0c0abb4
Summary: This commit introduces a mixin design to increase code sharing between `qLogNEI` and `qNEI`.

Differential Revision: D47511290

fbshipit-source-id: efe6b1550948c5df7da1e185c7770ba062d60b06
@facebook-github-bot facebook-github-bot added CLA Signed Do not delete this pull request or issue due to inactivity. fb-exported labels Jul 18, 2023
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This pull request was exported from Phabricator. Differential Revision: D47511290

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codecov bot commented Jul 18, 2023

Codecov Report

Merging #1939 (81937f5) into main (dfd2a9b) will increase coverage by 0.00%.
The diff coverage is 100.00%.

❗ Current head 81937f5 differs from pull request most recent head 8fdcaaa. Consider uploading reports for the commit 8fdcaaa to get more accurate results

@@           Coverage Diff           @@
##             main    #1939   +/-   ##
=======================================
  Coverage   99.94%   99.94%           
=======================================
  Files         177      177           
  Lines       15596    15613   +17     
=======================================
+ Hits        15588    15605   +17     
  Misses          8        8           
Impacted Files Coverage Δ
botorch/acquisition/__init__.py 100.00% <ø> (ø)
botorch/acquisition/input_constructors.py 100.00% <100.00%> (ø)
botorch/acquisition/logei.py 100.00% <100.00%> (ø)
botorch/acquisition/monte_carlo.py 100.00% <100.00%> (ø)

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