GPflow / GPflowOpt

Bayesian Optimization using GPflow

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Ask/tell interface

moi90 opened this issue · comments

Is there a ask/tell interface? If not, is there a workaround?

I'd like to initialize the optimizer with already known function evaluations. Likewise, I'd like to query the next data point that should be evaluated, according to the acquisition function.

There is not yet an ask/tell interface. This might be part of the next version.

You can override the BayesianOptimizer class if you want to do something special for know, or just use the low-level interface (the Acquisition class) directly.

  • To initialize the optimizer of the acquisition function you can use a StagedOptimizer and extend the MCOptimizer to include predefined points
  • If you mean that you want to initialize the BO process with existing data simply add it to the evaluated design of experiments and pass them to the GPFlow model