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Use of gradient calculation in acq_funct's #209

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sqbl opened this issue Oct 12, 2023 · 3 comments
Open

Use of gradient calculation in acq_funct's #209

sqbl opened this issue Oct 12, 2023 · 3 comments
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enhancement New feature or request

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@sqbl
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sqbl commented Oct 12, 2023

Hi,
Our acq functions have implemented the ability to return gradient (https://github.com/novonordisk-research/ProcessOptimizer/blob/762732e84e07859f9460903ffb62584d7059f052/ProcessOptimizer/acquisition.py#L117C1-L119C34). I do not see the neccesity for returning said gradient. If I'm mistaken, then disregard this Issue.
Alternatively, I propose that we change the acq.functions (and the corresponding tests).

Without gradients, we will have a more easy approach to implement new acq functions.

@sqbl
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sqbl commented Dec 27, 2023

If and when we are to look into new acq functions, this could serve as points of inspiration:
scikit-optimize/scikit-optimize#528 (remember to look into if Sobol can be replaced to e.g. scipy or plain old random) nEI looks good in some examples, but can also offer no improvements in other examples: scikit-optimize/scikit-optimize#415, scikit-optimize/scikit-optimize#452)
Or this: sustainable-processes/summit#72
Or these/this: https://github.com/kiudee/bayes-skopt/blob/master/bask/acquisition.py

@sqbl
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sqbl commented Dec 27, 2023

See also: scikit-optimize/scikit-optimize#460

And finally: remember, that there is already greedy A optimum implemented: scikit-optimize/scikit-optimize#432

@sqbl
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sqbl commented Mar 6, 2024

This seems like some interesting new acq functions that could be looked into:
scikit-optimize/scikit-optimize#1156

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