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Summary: This commit introduces utils.sigmoid with log and fat options, thereby enabling easy access and discovery of the logexpit and (log)_fatmoid functions that exhibit better numerical behavior - when applicable - than the canonical sigmoid.

Differential Revision: D47519695

SebastianAment and others added 2 commits July 17, 2023 10:20
Summary:
Pull Request resolved: pytorch#1936

This commit introduces `qLogExpectedImprovement` (`qLogEI`), which computes the logarithm of a smooth approximation to the regular EI utility. As EI is known to suffer from vanishing gradients, especially for challenging, constrained, or high-dimensional problems, using `qLogEI` can lead to significant optimization improvements.

Differential Revision: https://internalfb.com/D47439148

fbshipit-source-id: da65264ee92f3d36cd39dca9a31bd4645f9b4b21
Summary: This commit introduces `utils.sigmoid` with `log` and `fat` options, thereby enabling easy access and discovery of the `logexpit` and `(log)_fatmoid` functions that exhibit better numerical behavior - when applicable - than the canonical sigmoid.

Differential Revision: D47519695

fbshipit-source-id: dbec95231bbaf9b6f6b7dd794a1c6eca5d7dbb64
@facebook-github-bot facebook-github-bot added CLA Signed Do not delete this pull request or issue due to inactivity. fb-exported labels Jul 17, 2023
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This pull request was exported from Phabricator. Differential Revision: D47519695

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codecov bot commented Jul 17, 2023

Codecov Report

Merging #1938 (7d5e2e3) into main (d333163) will increase coverage by 0.00%.
The diff coverage is 100.00%.

❗ Current head 7d5e2e3 differs from pull request most recent head 2100262. Consider uploading reports for the commit 2100262 to get more accurate results

@@           Coverage Diff           @@
##             main    #1938   +/-   ##
=======================================
  Coverage   99.94%   99.94%           
=======================================
  Files         176      177    +1     
  Lines       15500    15596   +96     
=======================================
+ Hits        15492    15588   +96     
  Misses          8        8           
Impacted Files Coverage Δ
botorch/acquisition/__init__.py 100.00% <100.00%> (ø)
botorch/acquisition/input_constructors.py 100.00% <100.00%> (ø)
botorch/acquisition/logei.py 100.00% <100.00%> (ø)
botorch/acquisition/monte_carlo.py 100.00% <100.00%> (ø)
botorch/utils/objective.py 100.00% <100.00%> (ø)
botorch/utils/safe_math.py 100.00% <100.00%> (ø)

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This pull request has been merged in dfd2a9b.

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