Fix minimization of improvement-based MC acquisition functions #465
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@AdrianSosic is there any way that we can (either automatically or manually) test this fix now or did you already verify that this now behaves as intended? |
Scienfitz
approved these changes
Jan 21, 2025
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are we certain that the best_f does not need to be manually handled for non-MC acqfs? I.e. is it all included by setting |
From what I guess, yes. Indeed, have had longer conversation here and see also here. Will add a test though to verify the behavior and ping you again once it's there |
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AdrianSosic
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Jan 22, 2025
Not all MC acquisitions functions use best_f (e.g. qUCB), causing a KeyError in these cases
qNegIntegratedPosteriorVariance does not accept an objective
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AVHopp
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Jan 23, 2025
Scienfitz
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Jan 23, 2025
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This PR fixes a critical bug introduced in #340 that has been present since version
0.10.1and adds a corresponding test. The bug occurs when using improvement-based Monte Carlo acquisition functions (such as the defaultqLogExpectedImprovement) in with a single numerical target inMINmode. The cause was a missing inversion of thebest_freference value.