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Refactor GP Surrogates#235

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AdrianSosic merged 19 commits intomainfrom
refactor/gaussian_process
May 16, 2024
Merged

Refactor GP Surrogates#235
AdrianSosic merged 19 commits intomainfrom
refactor/gaussian_process

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@AdrianSosic AdrianSosic commented May 7, 2024

This PR refactors the GP surrogates into their own subpackage, thereby significantly enhancing configurability:

  • It introduces the new KernelFactory protocol that is now used by the surrogate and enables flexible context-specific construction of kernels.
  • It adds the long-awaited "preset" mechanism that allows to easily switch between a predefined set of GP configurations.
  • Based on the preset mechanism, the existing kernel logic is outsourced into corresponding default factories.
  • Convenience converters and wrappers are introduced to enable full serializability of the preconfigured settings and use with regular kernels (which is also serializable).

Not included, needs to be done next:

  • Adding corresponding LikelihoodFactory and MeanFactory mechanisms to give flexible control of the likelihood and mean models
  • Adding at least two more presets: "BOTORCH" and "EDBO" (for the unmodified EDBO setting)
  • A new example that creates plots comparing the presets

@AdrianSosic AdrianSosic added enhancement Expand / change existing functionality refactor labels May 7, 2024
@AdrianSosic AdrianSosic self-assigned this May 7, 2024
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Hi @AVHopp, @Scienfitz: I'd say the PR is 95% ready but currently still waiting on the final fixes in #221. But if you like, you can already have a sneak peek and provide some feedback upfront 🙃

@AdrianSosic AdrianSosic force-pushed the refactor/gaussian_process branch from d6631de to ff19f49 Compare May 13, 2024 08:40
@AdrianSosic AdrianSosic marked this pull request as ready for review May 13, 2024 08:43
@AdrianSosic AdrianSosic force-pushed the refactor/gaussian_process branch 2 times, most recently from 25cdbfa to 48b7cfc Compare May 13, 2024 11:16
@AdrianSosic AdrianSosic force-pushed the refactor/gaussian_process branch 5 times, most recently from 4653092 to 3930ef6 Compare May 14, 2024 13:52
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First round of comments. Have not looked at everything in detail yet.

@AdrianSosic AdrianSosic force-pushed the refactor/gaussian_process branch from 3930ef6 to 178371b Compare May 15, 2024 06:47
@AdrianSosic AdrianSosic force-pushed the refactor/gaussian_process branch from 178371b to 1d856a7 Compare May 16, 2024 08:36
@AdrianSosic AdrianSosic force-pushed the refactor/gaussian_process branch from aaed381 to b812f6c Compare May 16, 2024 09:28
@AdrianSosic AdrianSosic force-pushed the refactor/gaussian_process branch from b812f6c to 95b0f50 Compare May 16, 2024 12:18
@AdrianSosic AdrianSosic merged commit 286dca2 into main May 16, 2024
@AdrianSosic AdrianSosic deleted the refactor/gaussian_process branch May 16, 2024 12:41
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3 participants