added BO torch tryout

This commit is contained in:
Niko Feith 2023-04-07 12:22:46 +02:00
parent c0ae4097fe
commit b09e44daa5
4 changed files with 30 additions and 4 deletions

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@ -4,7 +4,7 @@
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@ -1,4 +1,4 @@
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@ -0,0 +1,26 @@
import torch
from botorch.models import SingleTaskGP
from botorch.fit import fit_gpytorch_mll
from botorch.utils import standardize
from gpytorch.mlls import ExactMarginalLogLikelihood
from botorch.acquisition import UpperConfidenceBound
from botorch.optim import optimize_acqf
train_X = torch.rand(10, 2, dtype=torch.double)
Y = 1 - torch.norm(train_X - 0.5, dim=-1, keepdim=True)
Y = Y + 0.1 * torch.randn_like(Y) # add some noise
train_Y = standardize(Y)
gp = SingleTaskGP(train_X, train_Y)
mll = ExactMarginalLogLikelihood(gp.likelihood, gp)
fit_gpytorch_mll(mll)
UCB = UpperConfidenceBound(gp, beta=0.1)
bounds = torch.stack([torch.zeros(2), torch.ones(2)])
candidate, acq_value = optimize_acqf(
UCB, bounds=bounds, q=1, num_restarts=5, raw_samples=20,
)
print(candidate)

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@ -5,10 +5,10 @@ import numpy as np
import matplotlib.pyplot as plt import matplotlib.pyplot as plt
# BO parameters # BO parameters
env = Continuous_MountainCarEnv() env = Continuous_MountainCarEnv()
nr_steps = 100 nr_steps = 100
acquisition_fun = 'ei' acquisition_fun = 'ei'
iteration_steps = 200 iteration_steps = 100
nr_runs = 100 nr_runs = 100