[FEATURE REQUEST]: Enable requests of batches of experiments in Service API

[CompRhys]

Motivation

Currently the service API doesn't allow for batches of experiments to be requested unless they're sequential greedy strategies in which case it grabs experiments and feeds them into the X_pending state. There are some methods such as recently released qPO https://arxiv.org/abs/2410.06333 that are not compatible with this formulation. Otherwise (our current usecase) it would just be nice to be able to replicate the testing setup on the dev API where different arms are grouped into the same trial if they were requested at the same time.

Our lab does batch processing of samples.

Describe the solution you'd like to see implemented in Ax.

add an n argument to AxClient.get_next_trial or introduce an equivalent get_next_trial_batch that enables this functionality.

Happy to do this myself assuming that an interface/API acceptable to Ax maintainers is agreed.

Describe any alternatives you've considered to the above solution.

Just using the service API's serial trials and assigning other metadata to indicate that these candidates formed part of the same batch.

Is this related to an existing issue in Ax or another repository? If so please include links to those Issues here.

No response

Code of Conduct

• I agree to follow Ax's Code of Conduct

[Balandat]

This is something we generally want to support in our new APIs - @mpolson64 knows more about the plans and timelines.