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@Balandat Balandat released this 16 Sep 01:58

New Features

  • Constrained Multi-Objective tutorial (#493)
  • Multi-fidelity Knowledge Gradient tutorial (#509)
  • Support for batch qMC sampling (#510)
  • New evaluate method for qKnowledgeGradient (#515)

Compatibility

  • Require PyTorch >=1.6 (#535)
  • Require GPyTorch >=1.2 (#535)
  • Remove deprecated botorch.gen module (#532)

Bug fixes

  • Fix bad backward-indexing of task_feature in MultiTaskGP (#485)
  • Fix bounds in constrained Branin-Currin test function (#491)
  • Fix max_hv for C2DTLZ2 and make Hypervolume always return a float (#494)
  • Fix bug in draw_sobol_samples that did not use the proper effective dimension (#505)
  • Fix constraints for q>1 in qExpectedHypervolumeImprovement (c80c4fd)
  • Only use feasible observations in partitioning for qExpectedHypervolumeImprovement
    in get_acquisition_function (#523)
  • Improved GPU compatibility for PairwiseGP (#537)

Performance Improvements

  • Reduce memory footprint in qExpectedHypervolumeImprovement (#522)
  • Add (q)ExpectedHypervolumeImprovement to nonnegative functions
    [for better initialization] (#496)

Other changes

  • Support batched best_f in qExpectedImprovement (#487)
  • Allow to return full tree of solutions in OneShotAcquisitionFunction (#488)
  • Added construct_inputs class method to models to programmatically construct the
    inputs to the constructor from a standardized TrainingData representation
    (#477, #482, 3621198)
  • Acquisition function constructors now accept catch-all **kwargs options
    (#478, e5b6935)
  • Use psd_safe_cholesky in qMaxValueEntropy for better numerical stabilty (#518)
  • Added WeightedMCMultiOutputObjective (81d91fd)
  • Add ability to specify outcomes to all multi-output objectives (#524)
  • Return optimization output in info_dict for fit_gpytorch_scipy (#534)
  • Use setuptools_scm for versioning (#539)