OrthoBoSampler Implementation#375
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Galvanized-Heart wants to merge 6 commits into
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@kAIto47802 Could you review this PR? |
kAIto47802
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May 27, 2026
Co-authored-by: Kaito Baba <115693559+kAIto47802@users.noreply.github.com>
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Were there any other things you noticed were necessary updates for the PR? |
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Thank you for the update. The current total image size is about 211KB, and you can minimize it by the following commands: $stat -c '%n %s' package/samplers/orthobo/images/*.png | numfmt --field=2 --to=si --suffix=B
package/samplers/orthobo/images/Hartmann6.png 98kB
package/samplers/orthobo/images/Levy16.png 113kB$pngquant --quality=70-90 --strip --force --ext .png package/samplers/orthobo/images/Hartmann6.png
$pngquant --quality=70-90 --strip --force --ext .png package/samplers/orthobo/images/Levy16.png$stat -c '%n %s' package/samplers/orthobo/images/*.png | numfmt --field=2 --to=si --suffix=B
package/samplers/orthobo/images/Hartmann6.png 27kB
package/samplers/orthobo/images/Levy16.png 31kBExcept for this point, it almost LGTM, and I think we can merge this PR once you address this point. We sincerely appreciate your contribution! |
Author
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I got the image sizes down to And formatted them to be 600px wide in the Hope that works for everything! |
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Motivation
The Optuna ecosystem lacks a sampler that utilizes orthogonalized Bayesian optimization (OrthoBO), addressing issue #374. This technique applies an orthogonal score function control variate for variance reduction over the hyperposterior, leading to improved convergence and stability in hyperparameter optimization compared to naive marginalization.
Description of the changes
OrthoBoSamplerunderpackage/samplers/orthobo/with optional orthonalization.botorchandgpytorchto extract hyperparameters and calculate the diagonal Laplace approximation for the hyperposterior._OrthogonalLogEI) acquisition function.example.py) demonstrating usage on the Hartmann6 benchmark.TODO List towards PR Merge
Please remove this section if this PR is not an addition of a new package.
Otherwise, please check the following TODO list:
./template/to create your package<COPYRIGHT HOLDER>inLICENSEof your package with your nameREADME.mdin your package__init__.pyfrom __future__ import annotationsat the head of any Python files that include typing to support older Python versionsREADME.mdREADME.md