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Pathwise Sampling, Inducing Point Allocators, Ensemble Posterior, Bug Fixes & Improvements

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@saitcakmak saitcakmak released this 24 Feb 03:45

[0.8.2] - Feb 23, 2023

Compatibility

  • Require PyTorch >= 1.12 (#1699).

New Features

  • Introduce pathwise sampling API for efficiently sampling functions from (approximate) GP priors and posteriors (#1463).
  • Add OneHotToNumeric input transform (#1517).
  • Add get_rounding_input_transform utility for constructing rounding input transforms (#1531).
  • Introduce EnsemblePosterior (#1636).
  • Inducing Point Allocators for Sparse GPs (#1652).
  • Pass gen_candidates callable in optimize_acqf (#1655).
  • Adding logmeanexp and logdiffexp numerical utilities (#1657).

Other changes

  • Warn if inoperable keyword arguments are passed to optimizers (#1421).
  • Add BotorchTestCase.assertAllClose (#1618).
  • Add sample_shape property to ListSampler (#1624).
  • Do not filter out BoTorchWarnings by default (#1630).
  • Introduce a DeterministicSampler (#1641).
  • Warn when optimizer kwargs are being ignored in BoTorch optim utils _filter_kwargs (#1645).
  • Don't use functools.lru_cache on methods (#1650).
  • More informative error when someone adds a module without updating the corresponding rst file (#1653).
  • Make indices a buffer in AffineInputTransform (#1656).
  • Clean up optimize_acqf and _make_linear_constraints (#1660, #1676).
  • Support NaN max_reference_point in infer_reference_point (#1671).
  • Use _fast_solves in HOGP.posterior (#1682).
  • Approximate qPI using MVNXPB (#1684).
  • Improve filtering for cache_root in CachedCholeskyMCAcquisitionFunction (#1688).
  • Add option to disable retrying on optimization warning (#1696).

Bug fixes

  • Fix normalization in Chebyshev scalarization (#1616).
  • Fix TransformedPosterior missing batch shape error in _update_base_samples (#1625).
  • Detach coefficient and offset in AffineTransform in eval mode (#1642).
  • Fix pickle error in TorchPosterior (#1644).
  • Fix shape error in optimize_acqf_cyclic (#1648).
  • Fixed bug where optimize_acqf didn't work with different batch sizes (#1668).
  • Fix EUBO optimization error when two Xs are identical (#1670).
  • Bug fix: _filter_kwargs was erroring when provided a function without a __name__ attribute (#1678).