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feat: implementation of expected hypervolume improvement #825

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@aaronkl aaronkl commented Feb 15, 2024

Implements expected hypervolume improvement, a popular Bayesian optimization strategy for multi-objective problems using the BOTorch implementation. It also fixes a small bug in the FIFO scheduler.


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codecov bot commented Feb 15, 2024

Codecov Report

Attention: 72 lines in your changes are missing coverage. Please review.

Comparison is base (0597dfc) 64.31% compared to head (73245f5) 64.28%.

Files Patch % Lines
...ultiobjective/expected_hyper_volume_improvement.py 55.69% 70 Missing ⚠️
syne_tune/optimizer/baselines.py 80.00% 2 Missing ⚠️
Additional details and impacted files
@@            Coverage Diff             @@
##             main     #825      +/-   ##
==========================================
- Coverage   64.31%   64.28%   -0.03%     
==========================================
  Files         441      442       +1     
  Lines       29306    29475     +169     
==========================================
+ Hits        18848    18948     +100     
- Misses      10458    10527      +69     

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