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Performance & runtime improvements to info-theoretic acquisition functions (2/N) - AcqOpt initializer #2751

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@hvarfner hvarfner commented Feb 20, 2025

A series of improvements directed towards improving the performance of PES & JES, as well as their MultiObj counterparts.

This PR adds an initializer for the acquisition function optimization, which drastically speeds up the number of required forward passes from ~150-250 --> ~25 by providing suggestions close to the sampled optima obtained during acquisition function construction.

Moreover, better acquisition function values are generally found (but does not always improve performance).

[PLOTS INC]

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@facebook-github-bot facebook-github-bot added the CLA Signed Do not delete this pull request or issue due to inactivity. label Feb 20, 2025
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codecov bot commented Feb 20, 2025

Codecov Report

Attention: Patch coverage is 94.52055% with 4 lines in your changes missing coverage. Please review.

Project coverage is 99.97%. Comparing base (9a7c517) to head (ed81a46).

Files with missing lines Patch % Lines
botorch/optim/initializers.py 95.71% 3 Missing ⚠️
botorch/optim/optimize.py 66.66% 1 Missing ⚠️
Additional details and impacted files
@@            Coverage Diff             @@
##             main    #2751      +/-   ##
==========================================
- Coverage   99.99%   99.97%   -0.03%     
==========================================
  Files         203      203              
  Lines       18690    18726      +36     
==========================================
+ Hits        18689    18721      +32     
- Misses          1        5       +4     

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@hvarfner hvarfner force-pushed the es_initializer branch 4 times, most recently from 938d9be to f2db5ac Compare February 21, 2025 13:25
@hvarfner hvarfner changed the title Performance & runtime improvements to info-theoretic acquisition functions (1/N) - AcqOpt initializer Performance & runtime improvements to info-theoretic acquisition functions (2/N) - AcqOpt initializer Feb 21, 2025
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