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Release 0.6.0

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@uri-granta uri-granta released this 04 Aug 12:34
· 399 commits to develop since this release
348546b

New functionality

New acquisition functions:

  • AugmentedExpectedImprovement (#265)
  • GIBBON (#275)
  • ExpectedConstrainedHypervolumeImprovement (#285)
  • BatchMonteCarloExpectedHypervolumeImprovement (#257)

New samplers:

  • RandomFourierFeatureThompsonSampler (#266)
  • approximate (feature-based) Thompson sampling (#274)

Improvements

Better model fitting:

  • GPR kernel initialization (#277)
  • BayesianOptimizer initial model fit (#283)
  • Support model-specific optimization parameters (#287)
  • Including kernel prior term in the likelihood when choosing kernel params (#290, #291)
  • Sample from constrained kernel parameters before model fitting (#297, #303, #305)

Better acquisition optimization:

  • Better error handling in continuous acquisition optimizer (#289, #313)
  • Better continuous optimizers with L-BFGS-B support (#276) and recovery restarts (#313)

Experimental design support for continuous search spaces through Sobol/Halton (#259)

ExpectedConstrainedImprovement efficiency improvement (#284)
Better handling of tf.function (#299, #309)
Objective functions moved to a separate package, added search space variables (#302)
Better numerical stability in GIBBON/MES (#310)

Build changes

More notebook documentation (#280, #288, #310)
Improved instructions for contributions and discussions (#301)