BO uncertainty constraints and other tweaks for safety-critical scenarios#354
Draft
nikitakuklev wants to merge 2 commits intoxopt-org:mainfrom
Draft
BO uncertainty constraints and other tweaks for safety-critical scenarios#354nikitakuklev wants to merge 2 commits intoxopt-org:mainfrom
nikitakuklev wants to merge 2 commits intoxopt-org:mainfrom
Conversation
Collaborator
|
Looks cool, when you have this ready we should schedule a discussion to see how this synergizes with #341 |
a9305f1 to
12b63c7
Compare
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
This is the PR implementing new techniques used in recent FNAL Booster studies to ensure safety-critical pessimistic exploration. It adds constraints based on GP uncertainty, effectively penalizing regions that lack nearby samples.
Depending on how it is combined with noise priors, noise limits, and other fitting configs, the behavior of these constraints changes drastically from no impact to a very strong enforcement of local sampling. Care must be taken to ensure inferred and experimental noise levels are reasonable relative to constraint levels. We should expose the advanced config options but set defaults to something sane, like the 'untransformed absolute noise level'. This config can be worded as 'only sample where objective uncertainty < +-x', and has intuitive experimental interpretation.
While in theory universally compatible just like regular constraints, for some acquisition functions a special implementation that reuses computations can be faster (at cost of extra code).
This PR will provide core implementation, a debug notebook, and some visualization helpers. For now, config will be stored as generator field and not in VOCS, because only a few methods can provide uncertainty quantification.