Acquisition function performance

[dufourc1]

Lots of allocation detected

[dufourc1]

@evandieren Can you give me a bit more detail on this (e.g., the script you used to measure the allocations)? I'll try to have a look at this is nothing else is urgent.

[evandieren]

@dufourc1

A MWE can be found here: https://github.com/evandieren/AbstractBayesOpt.jl/blob/main/allocation_acq_func.jl

This will show ~ 1M allocations. Using @profview on this line also shows that this line:

AbstractBayesOpt.jl/src/acquisition/acq_utils.jl

Line 37 in 67e4b62

evaluated = [(x, acqf(surrogate, x, x_buf)) for x in grid_points]

takes a lot of allocations.

To view the GC issue with posterior_mean and var, you can run a @profview on the overall optimize function (e.g. in the examples or in the tutorial). (linked to #4)

[dufourc1]

This might cause performance issue, you might want to look at parametric types

AbstractBayesOpt.jl/src/acquisition/EnsembleAcq.jl

Lines 1 to 3 in 67e4b62

	struct EnsembleAcquisition <: AbstractAcquisition
	weights::Vector{Float64}
	acquisitions::Vector{AbstractAcquisition}

but this may not be the only source

[evandieren]

Some changes have been made regarding the input types etc. Worth checking how this issue changed with the current version of the package now.