|
19 | 19 | "\n", |
20 | 20 | "over $x \\in [0,1]^6$ (parameter values can be found in `botorch/test_functions/hartmann6.py`).\n", |
21 | 21 | "\n", |
22 | | - "In real BO applications, the design $x$ can influence multiple metrics in unknown ways, and the decision-maker often wants to optimize one metric without sacrificing another. To illustrate this, we add a synthetic constarint fo the form $\\|x\\|_1 - 3 \\le 0$. Both the objective and the constraint are observed with noise. \n", |
| 22 | + "In real BO applications, the design $x$ can influence multiple metrics in unknown ways, and the decision-maker often wants to optimize one metric without sacrificing another. To illustrate this, we add a synthetic constraint fo the form $\\|x\\|_1 - 3 \\le 0$. Both the objective and the constraint are observed with noise. \n", |
23 | 23 | "\n", |
24 | 24 | "Since botorch assumes a maximization problem, we will attempt to maximize $-f(x)$ to achieve $\\max_{x} -f(x) = 3.32237$." |
25 | 25 | ] |
|
114 | 114 | "cell_type": "markdown", |
115 | 115 | "metadata": {}, |
116 | 116 | "source": [ |
117 | | - "We will also need to define mappings that take the outputs of the GP and return the objective and the constraint. In general, these can be any `Callable`, but here we simply need to index the correct output." |
| 117 | + "#### Define a construct to extract the objective and constraint from the GP\n", |
| 118 | + "The methods below take the outputs of the GP and return the objective and the constraint. In general, these can be any `Callable`, but here we simply need to index the correct output." |
118 | 119 | ] |
119 | 120 | }, |
120 | 121 | { |
|
198 | 199 | "3. update the surrogate model. \n", |
199 | 200 | "\n", |
200 | 201 | "\n", |
201 | | - "Just for illustration purposes, we run three trials of `N_BATCH=20` iterations. The acquisition function is approximated using `MC_SAMPLES=500` samples.\n", |
| 202 | + "Just for illustration purposes, we run three trials each of which do `N_BATCH=20` rounds of optimization. The acquisition function is approximated using `MC_SAMPLES=500` samples.\n", |
202 | 203 | "\n", |
203 | 204 | "*Note*: Running this may take a little while." |
204 | 205 | ] |
|
337 | 338 | "cell_type": "markdown", |
338 | 339 | "metadata": {}, |
339 | 340 | "source": [ |
340 | | - "#### Plot the results" |
| 341 | + "#### Plot the results\n", |
| 342 | + "The plot below shows the best objective value observed at each step of the optimization for each of the algorithms. ", |
| 343 | + "The confidence intervals represent the variance at that step in the optimization across the trial runs." |
341 | 344 | ] |
342 | 345 | }, |
343 | 346 | { |
|
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