fit_gyptorch_model refactor
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This pull request was exported from Phabricator. Differential Revision: D38692173 |
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This pull request was exported from Phabricator. Differential Revision: D38692173 |
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This pull request was exported from Phabricator. Differential Revision: D38692173 |
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This pull request was exported from Phabricator. Differential Revision: D38692173 |
Balandat
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Sep 9, 2022
Summary: Pull Request resolved: pytorch#1371 This commit updates `fit_gpytorch_model` and related methods, with the aim of fixing existing issues and improving extensibility. Key changes are as follow: - Replace `fit_gpytorch_model` with `fit_gpytorch_mll`, a `Dispatcher` backed reimplementation of the original model fitting pipeline. Note that `fit_gpytorch_mll` does **not** pass `kwargs` to `optimizer` and instead introduces an optional `optimizer_kwargs` argument. - Convert `fit_gpytorch_model` into a convenience method for calling `fit_gpytorch_mll` with (limited) support for legacy API. - Add validation for multioutput GP fitting routines based on decomposing a single model into a list of independent models. - Updated unit tests for relevant code paths. Differential Revision: https://internalfb.com/D38692173 fbshipit-source-id: f68c2c0bf6f3610631b4e1cb6de35a5da42da33a
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This pull request was exported from Phabricator. Differential Revision: D38692173 |
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This pull request was exported from Phabricator. Differential Revision: D38692173 |
Summary: X-link: facebook/Ax#1134 Pull Request resolved: #1371 This commit updates `fit_gpytorch_model` and related methods, with the aim of fixing existing issues and improving extensibility. Key changes are as follow: - Replace `fit_gpytorch_model` with `fit_gpytorch_mll`, a `Dispatcher` backed reimplementation of the original model fitting pipeline. Note that `fit_gpytorch_mll` does **not** pass `kwargs` to `optimizer` and instead introduces an optional `optimizer_kwargs` argument. - Convert `fit_gpytorch_model` into a convenience method for calling `fit_gpytorch_mll` with (limited) support for legacy API. - Add validation for multioutput GP fitting routines based on decomposing a single model into a list of independent models. - Updated unit tests for relevant code paths. Differential Revision: D38692173 fbshipit-source-id: 58d4705c54c94726a7d81c21a9c8447af7393325
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This pull request was exported from Phabricator. Differential Revision: D38692173 |
facebook-github-bot
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Sep 16, 2022
Summary: X-link: facebook/Ax#1134 X-link: pytorch/botorch#1371 This commit updates `fit_gpytorch_model` and related methods, with the aim of fixing existing issues and improving extensibility. Key changes are as follow: - Replace `fit_gpytorch_model` with `fit_gpytorch_mll`, a `Dispatcher` backed reimplementation of the original model fitting pipeline. Note that `fit_gpytorch_mll` does **not** pass `kwargs` to `optimizer` and instead introduces an optional `optimizer_kwargs` argument. - Convert `fit_gpytorch_model` into a convenience method for calling `fit_gpytorch_mll` with (limited) support for legacy API. - Add validation for multioutput GP fitting routines based on decomposing a single model into a list of independent models. - Updated unit tests for relevant code paths. Reviewed By: Balandat Differential Revision: D38692173 fbshipit-source-id: 828cff264715cfa84ca4c4361db434574cf8fbf5
facebook-github-bot
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to facebook/Ax
that referenced
this pull request
Sep 16, 2022
Summary: Pull Request resolved: #1134 X-link: pytorch/botorch#1371 This commit updates `fit_gpytorch_model` and related methods, with the aim of fixing existing issues and improving extensibility. Key changes are as follow: - Replace `fit_gpytorch_model` with `fit_gpytorch_mll`, a `Dispatcher` backed reimplementation of the original model fitting pipeline. Note that `fit_gpytorch_mll` does **not** pass `kwargs` to `optimizer` and instead introduces an optional `optimizer_kwargs` argument. - Convert `fit_gpytorch_model` into a convenience method for calling `fit_gpytorch_mll` with (limited) support for legacy API. - Add validation for multioutput GP fitting routines based on decomposing a single model into a list of independent models. - Updated unit tests for relevant code paths. Reviewed By: Balandat Differential Revision: D38692173 fbshipit-source-id: 828cff264715cfa84ca4c4361db434574cf8fbf5
mshvartsman
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Nov 14, 2022
Summary: With the recent botorch changes in pytorch/botorch#1371 it's easier to be more flexible in which optimizers we use. This brings that flexibility to AEPsych (in particular, fitting with pytorch/Adam might be much faster while having acceptable accuracy for our human in the loop requirements). Pull Request resolved: facebookresearch#177 Test Plan: New units! Differential Revision: D40576728 fbshipit-source-id: cc32b7b5d9fd00a26012e4149cf48e2775aa9e81
mshvartsman
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Nov 15, 2022
Summary: With the recent botorch changes in pytorch/botorch#1371 it's easier to be more flexible in which optimizers we use. This brings that flexibility to AEPsych (in particular, fitting with pytorch/Adam might be much faster while having acceptable accuracy for our human in the loop requirements). Pull Request resolved: facebookresearch#177 Test Plan: New units! Differential Revision: D40576728 fbshipit-source-id: 6564ea2c4cc7f99a6145a0bf7f3c9334e905f900
facebook-github-bot
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to facebookresearch/aepsych
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Dec 1, 2022
Summary: With the recent botorch changes in pytorch/botorch#1371 it's easier to be more flexible in which optimizers we use. This brings that flexibility to AEPsych (in particular, fitting with pytorch/Adam might be much faster while having acceptable accuracy for our human in the loop requirements). Pull Request resolved: #177 Test Plan: New units! Reviewed By: crasanders Differential Revision: D40576728 fbshipit-source-id: 2eb071eedec7cb9964cc1ecbc8eff51297a874e1
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Summary:
This commit updates
fit_gpytorch_modeland related methods, with the aim of fixing existing issues and improving extensibility. Key changes are as follow:Replace
fit_gpytorch_modelwithfit_gpytorch_mll, aDispatcherbacked reimplementation of the original model fitting pipeline. Note thatfit_gpytorch_mlldoes not passkwargstooptimizerand instead introduces an optionaloptimizer_kwargsargument.Convert
fit_gpytorch_modelinto a convenience method for callingfit_gpytorch_mllwith (limited) support for legacy API.Add validation for multioutput GP fitting routines based on decomposing a single model into a list of independent models.
Updated unit tests for relevant code paths.
Differential Revision: D38692173