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Non-linear input constraints, new MOO problems, bug fixes, and performance improvements.

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@dme65 dme65 released this 28 Feb 22:41

New Features

  • Add Standardize input transform (#1053).
  • Low-rank Cholesky updates for NEI (#1056).
  • Add support for non-linear input constraints (#1067).
  • New MOO problems: MW7 (#1077), disc brake (#1078), penicillin (#1079), RobustToy (#1082), GMM (#1083).

Other Changes

  • Add Dispatcher (#1009).
  • Modify qNEHVI to support deterministic models (#1026).
  • Store tensor attributes of input transforms as buffers (#1035).
  • Modify NEHVI to support MTGPs (#1037).
  • Make Normalize input transform input column-specific (#1047).
  • Improve find_interior_point (#1049).
  • Remove deprecated botorch.distributions module (#1061).
  • Avoid costly application of posterior transform in Kronecker & HOGP models (#1076).
  • Support heteroscedastic perturbations in InputPerturbations (#1088).

Performance Improvements

  • Make risk measures more memory efficient (#1034).

Bug Fixes

  • Properly handle empty fixed_features in optimization (#1029).
  • Fix missing weights in VaR risk measure (#1038).
  • Fix find_interior_point for negative variables & allow unbounded problems (#1045).
  • Filter out indefinite bounds in constraint utilities (#1048).
  • Make non-interleaved base samples use intuitive shape (#1057).
  • Pad small diagonalization with zeros for KroneckerMultitaskGP (#1071).
  • Disable learning of bounds in preprocess_transform (#1089).
  • Catch runtime errors with ill-conditioned covar (#1095).
  • Fix compare_mc_analytic_acquisition tutorial (#1099).