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Ax/BoTorch GLUE for multi-fidelity + robust optimization.

Project description

Bayesian (BOTorch) extensions for the Ax platform

This is largely an experimental library basically glueing multi-fidelity and robust optimization into the ax-platform internals. Refactored out of foamBO to decouple it from its orchestration capabilities.

Extracts foamBO's self-contained (historic) robustness.py (qMultiFidHVKG cost loop, SubstituteContextFeatures, RobustAcquisition CVaR/MARS, augment_generator_specs / cycle_context) into a separate package so more tools can have these capabilities without getting foamBO's orchestration if they don't want it.

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