Which one should I use for qExpectedImprovement, sequential=True or sequential=False?
              
              #2822
            
            
              
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                      nabenabe0928
                    
                  
                
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| Hi @nabenabe0928. The choice of sequential vs joint optimization depends on the particular situation. You can find some recent discussion about this here: #2810 (reply in thread) | 
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For qExpectedHypervolumeImprovement, the original paper by the BoTorch developers says
sequential=Trueis better due to the difficulty of optimization in the high-dimensional space.However, optimize_acqf uses
sequential=Falseby default.If I understand the argument correctly, should I use
sequential=True?Another question is should I use
sequential=TrueforqExpectedImprovementas well?Or should I stick to the default behavior?
Are there any papers that discuss the performance of
qExpectedImprovementw.r.t.sequential?Beta Was this translation helpful? Give feedback.
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