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@saitcakmak saitcakmak released this 21 Apr 23:47

New Features

  • Implement ExpectationPosteriorTransform (#903).
  • Add PairwiseMCPosteriorVariance, a cheap active learning acquisition function (#1125).
  • Support computing quantiles in the fully Bayesian posterior, add FullyBayesianPosteriorList (#1161).
  • Add expectation risk measures (#1173).
  • Implement Multi-Fidelity GIBBON (Lower Bound MES) acquisition function (#1185).

Other Changes

  • Add an error message for one shot acquisition functions in optimize_acqf_discrete (#939).
  • Validate the shape of the bounds argument in optimize_acqf (#1142).
  • Minor tweaks to SAASBO (#1143, #1183).
  • Minor updates to tutorials (24f7fda, #1144, #1148, #1159, #1172, #1180).
  • Make it easier to specify a custom PyroModel (#1149).
  • Allow passing in a mean_module to SingleTaskGP/FixedNoiseGP (#1160).
  • Add a note about acquisitions using gradients to base class (#1168).
  • Remove deprecated box_decomposition module (#1175).

Bug Fixes

  • Bug-fixes for ProximalAcquisitionFunction (#1122).
  • Fix missing warnings on failed optimization in fit_gpytorch_scipy (#1170).
  • Ignore data related buffers in PairwiseGP.load_state_dict (#1171).
  • Make fit_gpytorch_model properly honor the debug flag (#1178).
  • Fix missing posterior_transform in gen_one_shot_kg_initial_conditions (#1187).