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Ashwin Murthyfacebook-github-bot
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Improvements to botorch closed loop tutorial
Reviewed By: Balandat Differential Revision: D15157204 fbshipit-source-id: 7361a7ba981208d11527ac124a73fa580346cd34
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tutorials/closed_loop_botorch_only.ipynb

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"\n",
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"over $x \\in [0,1]^6$ (parameter values can be found in `botorch/test_functions/hartmann6.py`).\n",
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"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",
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"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",
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"Since botorch assumes a maximization problem, we will attempt to maximize $-f(x)$ to achieve $\\max_{x} -f(x) = 3.32237$."
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"cell_type": "markdown",
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"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."
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"#### Define a construct to extract the objective and constraint from the GP\n",
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"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."
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"3. update the surrogate model. \n",
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"Just for illustration purposes, we run three trials of `N_BATCH=20` iterations. The acquisition function is approximated using `MC_SAMPLES=500` samples.\n",
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"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",
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"*Note*: Running this may take a little while."
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"cell_type": "markdown",
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"#### Plot the results"
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"#### Plot the results\n",
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"The plot below shows the best objective value observed at each step of the optimization for each of the algorithms. ",
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"The confidence intervals represent the variance at that step in the optimization across the trial runs."
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