Add in-sample candidate generation support for MBG#4909
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ItsMrLin wants to merge 1 commit intofacebook:mainfrom
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Add in-sample candidate generation support for MBG#4909ItsMrLin wants to merge 1 commit intofacebook:mainfrom
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Summary: Enable in-sample candidate generation in the Modular BoTorch Generator (MBG), allowing optimization to select from existing training data rather than optimizing over the full search space. This is achieved via adding 2 optional kwargs in `Acquisition.optimize`: `candidate_set` and `sampling_strategy` This hits 4 birds with 1 stone - the same mechanism may support: - Model-based/Contextual bandits - Bake-off/Best arm selection - in-sample preference learning (in-sample PBO and BOPE preference game) - LILO (for LLM to label observed points) Supports multiple selection methods including GP Thompson Sampling, Top-Two Thompson Sampling (TTTS), greedy acquisition (qSimpleRegret), q-batched acquisition (qLogNEI), random selection, and Boltzmann sampling via `model_gen_options`. This is partially inspired by the [Support for SamplingStrategy](https://docs.google.com/document/d/19mLXg88bjA_NzYCz59KmY7Zq10XnqSD4HWkFkNbhYR4/edit?usp=sharing) design doc but with a wider range of applications in mind. Reviewed By: Balandat Differential Revision: D92124823
Codecov Report❌ Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## main #4909 +/- ##
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Coverage 96.78% 96.78%
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Files 593 593
Lines 62303 62456 +153
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+ Hits 60297 60450 +153
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This pull request has been merged in 6d637df. |
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Summary:
Enable in-sample candidate generation in the Modular BoTorch Generator (MBG), allowing optimization to select from existing training data rather than optimizing over the full search space. This is achieved via adding 2 optional kwargs in
Acquisition.optimize:candidate_setandsampling_strategyThis hits 4 birds with 1 stone - the same mechanism may support:
Supports multiple selection methods including GP Thompson Sampling, Top-Two Thompson Sampling (TTTS), greedy acquisition (qSimpleRegret), q-batched acquisition (qLogNEI), random selection, and Boltzmann sampling via
model_gen_options.This is partially inspired by the Support for SamplingStrategy design doc but with a wider range of applications in mind.
Reviewed By: Balandat
Differential Revision: D92124823