BoTorch Models and FunctionsΒΆ

NEXTorch supports most acquisition functions and GP models from the upstream BoTorch.

The default choice of GP model is SingleTaskGP.

We include EI, PI, UCB, their Monte Carlo variants (qEI, qPI, qUCB), and qEHVI for multi-objective optimization (MOO). The acquisition function objects from BoTorch and their notation in NEXTorch are:

BoTorch objects

Notations

ExpectedImprovement

EI

ProbabilityOfImprovement

PI

UpperConfidenceBound

UCB

qExpectedImprovement

qEI

qProbabilityOfImprovement

qPI

qUpperConfidenceBound

qUCB

qExpectedHypervolumeImprovement

qEHVI