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Ensemble Models#364

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sgasioro wants to merge 9 commits intoxopt-org:mainfrom
sgasioro:nn-models
Open

Ensemble Models#364
sgasioro wants to merge 9 commits intoxopt-org:mainfrom
sgasioro:nn-models

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@sgasioro
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Add model constructor and pipelining for ensemble models using BoTorch EnsembleModel. Implementation here for an MCDropout NN ensemble, but should be generalizable for proper NN ensemble, or even random forests. Focused on BAX here.

NB: generally standalone, get_training_data is main difference without explicitly separate logic. See xopt-org/bax_algorithms#3 for an example.

@roussel-ryan roussel-ryan self-requested a review October 7, 2025 19:55
@roussel-ryan
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this looks good, but is missing unit tests, @sgasioro can we add some?

@sgasioro
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Yes, sounds good! Any particular examples I should work off of? E.g. can mimic some pieces of: https://github.com/xopt-org/Xopt/blob/main/xopt/tests/generators/bayesian/test_model_constructor.py

@roussel-ryan
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not a bad place to start, I could be a stickler and say that we should aim for 100% coverage, but we aren't there yet, so getting a reasonable level of coverage would be good

@roussel-ryan
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@sgasioro if we can resolve merge conflicts, I think we would be good to merge. Would be good to have this for further releases of bax-algorithms

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2 participants