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MaxValueEntropySearch Acquisition with Multi-fidelity Counterpart
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Summary:
We want to enroll `MaxValueEntropySearch` and `MultiFidelityMaxValueEntropySearch` into the new modular BoTorch setup. Compared to the `KG` `Acquisition` class, we have a modified `optimize()` function and also retrieve the kwargs `candidate_set` and `maximize`, which `KG` do not need.

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NOTE: Using the code in this diff, I tested the setup with N299117. When using `MultiFidelityMaxValueEntropySearch` with `FixedNoiseMultiFidelityGP`, we run into an error. Any suggestions?
```
cholesky_cpu: For batch 2: U(1,1) is zero, singular U.
```

Reviewed By: lena-kashtelyan

Differential Revision: D22459497

fbshipit-source-id: d234cad9b17f754477f627f08b7bd00b6cda2b13
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EricZLou authored and facebook-github-bot committed Jul 15, 2020
1 parent 3c46066 commit 6960b49
Showing 1 changed file with 4 additions and 0 deletions.
4 changes: 4 additions & 0 deletions ax/utils/common/constants.py
Original file line number Diff line number Diff line change
Expand Up @@ -30,13 +30,16 @@ class Keys(str, Enum):

ACQF_KWARGS = "acquisition_function_kwargs"
BATCH_INIT_CONDITIONS = "batch_initial_conditions"
CANDIDATE_SET = "candidate_set"
CANDIDATE_SIZE = "candidate_size"
COST_AWARE_UTILITY = "cost_aware_utility"
COST_INTERCEPT = "cost_intercept"
CURRENT_VALUE = "current_value"
EXPAND = "expand"
EXPECTED_ACQF_VAL = "expected_acquisition_value"
FIDELITY_WEIGHTS = "fidelity_weights"
FRAC_RANDOM = "frac_random"
MAXIMIZE = "maximize"
NUM_INNER_RESTARTS = "num_inner_restarts"
NUM_RESTARTS = "num_restarts"
NUM_TRACE_OBSERVATIONS = "num_trace_observations"
Expand All @@ -47,5 +50,6 @@ class Keys(str, Enum):
RAW_SAMPLES = "raw_samples"
SAMPLER = "sampler"
SEED_INNER = "seed_inner"
SEQUENTIAL = "sequential"
SUBCLASS = "subclass"
SUBSET_MODEL = "subset_model"

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