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Hi Johannes! Fairly new add, can be found here. This should have all the functionality that you are looking for, but let us know is something is missing or not working as intended! |
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Hi all,
I have a question regarding Thompson sampling with Matheron path samples. In the example notebook (https://github.com/meta-pytorch/botorch/blob/main/tutorials/thompson_sampling/thompson_sampling.ipynb), the maximizer of the matheron path samples is fined via sampling. But as the matheron path samples are fully differentiable determinisitic models, one should be also able to find their maximizers via
optimize_acqf. Asoptimize_acqfexpects an acquisition function object, which is the most lightweight acqf that you would recommend for this? In the end we just want to apply an objective (for disctinction between maximization/minimization etc). to the path samples and then want to directly optimize on the path sample/deterministic model. I got it running withqSimpleRegret, but I have the feeling that there should be a more lightweight solution for this.Any ideas?
Best,
Johannes
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