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Paper · 2404.12219 · 2024

A Quadrature Approach for General-Purpose Batch Bayesian Optimization via Probabilistic Lifting

arXiv · PDF · Open in the Atlas

Code that ran

We lifted 11 functions out of this paper's own repositories and ran 7 of them in a sandbox. "Ran" means the function executed on a synthesized input and returned a value. It is not a reproduction of the paper's results.

RepositoryRoleRan
ma921/sober canonical 7 of 11
FunctionStatusWhere it lives
BOLFIKernel Ran ma921/sober/SOBER/BOLFI/_gpytorch_bolfi_model.py
code served (permissive licence) · get_code("4bb65ecc777ecb0d")
batch_tanimoto_sim Ran ma921/sober/SOBER/_drug_modelling.py
code served (permissive licence) · get_code("4cdb0e915aa66f75")
default_postprocess_script Ran ma921/sober/SOBER/_drug_modelling.py
code served (permissive licence) · get_code("e082c548c0d2fbc7")
ker_svd_sparsify Ran ma921/sober/SOBER/_rchq.py
code served (permissive licence) · get_code("2260270b27417129")
set_gp Ran ma921/sober/SOBER/_gp.py
code served (permissive licence) · get_code("9fddb2a29364a8c1")
setting_parameters Ran ma921/sober/SOBER/_settings.py
code served (permissive licence) · get_code("a7358e02d3c953b1")
train_GP_with_Adam Ran ma921/sober/SOBER/_gp.py
code served (permissive licence) · get_code("a616e1ee7e9a83cd")
rc_kernel_svd Not yet run ma921/sober/SOBER/_rchq.py
code served (permissive licence) · get_code("152fb89bd595cfcb")
recombination Not yet run ma921/sober/SOBER/_rchq.py
code served (permissive licence) · get_code("0dacfdc69ea81b3e")
train_GP_with_BFGS Not yet run ma921/sober/SOBER/_gp.py
code served (permissive licence) · get_code("83ea557ab0cefab9")
update_continuous_prior Not yet run ma921/sober/SOBER/_prior_update.py
code served (permissive licence) · get_code("0313bdccfff80f8c")

Repositories linked to this paper

Some links come from the archived Papers with Code dataset (CC BY-SA 4.0): attribution and licence.

Abstract

Parallelisation in Bayesian optimisation is a common strategy but faces several challenges: the need for flexibility in acquisition functions and kernel choices, flexibility dealing with discrete and continuous variables simultaneously, model misspecification, and lastly fast massive parallelisation. To address these challenges, we introduce a versatile and modular framework for batch Bayesian optimisation via probabilistic lifting with kernel quadrature, called SOBER, which we present as a Python library based on GPyTorch/BoTorch. Our framework offers the following unique benefits: (1) Versatility in downstream tasks under a unified approach. (2) A gradient-free sampler, which does not require the gradient of acquisition functions, offering domain-agnostic sampling (e.g., discrete and mixed variables, non-Euclidean space). (3) Flexibility in domain prior distribution. (4) Adaptive batch size (autonomous determination of the optimal batch size). (5) Robustness against a misspecified reproducing kernel Hilbert space. (6) Natural stopping criterion.

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