qPOTS: Batch Pareto Optimal Thompson Sampling Logo

Installation

  • Installation
    • Quick Note on MATLAB Engine Install

API Reference

  • qpots.acquisition
    • Acquisition
      • Acquisition.__init__()
      • Acquisition._gp_posterior()
      • Acquisition._mt_gp_posterior()
      • Acquisition._nystrom_approx()
      • Acquisition.jesmo()
      • Acquisition.mesmo()
      • Acquisition.parego()
      • Acquisition.pesmo()
      • Acquisition.qlogei()
      • Acquisition.qlogparego()
      • Acquisition.qpots()
      • Acquisition.sobol()
      • Acquisition.tsemo()
  • Runtime Configuration
    • as_tensor()
    • get_device()
    • get_dtype()
    • tensor_kwargs()
    • to_runtime()
    • Precision and Device
  • qpots.function
    • Function
      • Function.__init__()
      • Function._evaluate_constraints()
      • Function._initialize_function()
      • Function.evaluate()
      • Function.get_bounds()
      • Function.get_cons()
  • qpots.model_object
    • ModelObject
      • ModelObject.__init__()
      • ModelObject.fit_gp()
      • ModelObject.fit_gp_no_variance()
      • ModelObject.fit_multitask_gp()
      • ModelObject.standardize_ignore_nan()
  • TS-EMO Python wrappers
    • Branin-Currin
    • Car Side Impact
    • DH1
    • DTLZ1
    • DTLZ3
    • DTLZ7
    • Penicillin
    • Vehicle Safety
  • qpots.tsemo_runner
    • TSEMORunner
      • TSEMORunner.tsemo_hypervolume()
      • TSEMORunner.tsemo_run()
    • _MissingEngineError
    • _missing_start_matlab()
  • qpots.utils.acq_utils
    • _CompetitiveDecouplingMixin
      • _CompetitiveDecouplingMixin.X_evaluation_mask
      • _CompetitiveDecouplingMixin._selected_output_indices()
      • _CompetitiveDecouplingMixin._selected_output_mask()
      • _CompetitiveDecouplingMixin._set_X_evaluation_mask()
    • _validate_mask()
    • build_pareto_state()
    • choose_competitive_decoupled_candidate()
    • generate_sobol_data()
    • get_current_value()
    • hypervolume_from_posterior_mean_gp()
    • initialize_model()
    • optimize_HVKG_and_get_obs_decoupled()
    • optimize_qnehvi_and_get_observation()
    • qDecoupledPESMO
      • qDecoupledPESMO._abc_impl
      • qDecoupledPESMO._compute_information_gain()
      • qDecoupledPESMO._masked_logdet()
      • qDecoupledPESMO.forward()
  • qpots.utils.pymoo_problem
    • PyMooFunction
      • PyMooFunction._evaluate()
    • nsga2()
  • qpots.utils.tc_utils
    • _stable_logdet()
    • _unravel_index()
    • argmax_mi_subset_bruteforce()
    • cholesky_with_jitter()
    • computeTC()
    • corr_and_total_correlation()
    • fit_mtgp()
    • get_model_identified_hv_maximizing_set()
    • mutual_information_split_gaussian()
    • qmaximin()
    • unstandardize_ignore_nan()
    • update_mtgp_with_new_data()
    • wide_to_long_mt()
  • qpots.utils.utils
    • _augment_X_with_tasks()
    • _stable_logdet()
    • arg_parser()
    • argmax_mi_subset_bruteforce()
    • compute_true_hypervolume()
    • corr_and_total_correlation()
    • expected_hypervolume()
    • gen_filtered_cands()
    • hypervolume_from_posterior_mean_mtgp()
    • minmax_scale()
    • mtgp_posterior_mean_hypervolume()
    • mutual_information_split_gaussian()
    • posterior_mean_fill()
    • select_candidates()
    • select_candidates_partial_info()
    • select_candidates_total_correlation()
    • unstandardize()
    • unstandardize_ignore_nan()

Examples

  • Constrained Optimization Example
    • Overview
    • Script Details
    • Example Output
    • Usage
  • Unconstrained Example
    • Overview
    • Script Details
    • Example Output
    • Usage
  • Decoupled OSY Example
    • Overview
    • Key Settings
    • Script Details
    • Example Output
    • Usage
qPOTS: Batch Pareto Optimal Thompson Sampling
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