Re:BoTorch – Bayesian Optimization in PyTorch
by altell on Friday September 01, 2023 @07:45AM
(#37349526)
how flexible was Botorch for your task and is it difficult to map it to a Botorch specific format. And want kind of understanding did you have about the underlying cost/objective function and what kind of surrogate model did you used? Just basic GP(gaussian process) ?
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Re:BoTorch – Bayesian Optimization in PyTorch
by fastneutron on Friday September 01, 2023 @08:16AM
(#37349797)
It wasn’t terribly difficult once we got a feel for the underlying API. GP surrogates work out of the box, but you can plug in other kinds as well. Same goes for acquisition functions.
As far as the objective, usually we’re calling an external physics-based solver (e.g. finite elements) and post-processing the solution to get the quantity we’re trying to optimize. There’s almost never any gradient information, so Bayesian optimization winds up being the method of choice.