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MultipointExpectedImprovement returns negated acquisition value and gradient

Open BrunoKM opened this issue 3 years ago • 0 comments

Contrary to the interface of the other acquisitions, the evaluate and evaluate_with_gradients methods of MultipointExpectedImprovement acquisition return the negated acquisition value and gradient.

Example in evaluate:

https://github.com/EmuKit/emukit/blob/9f6763f8a0b689b0cd05b64dbdbe27ba6d7953c3/emukit/bayesian_optimization/acquisitions/expected_improvement.py#L185

and in evaluate_with_gradients:

https://github.com/EmuKit/emukit/blob/9f6763f8a0b689b0cd05b64dbdbe27ba6d7953c3/emukit/bayesian_optimization/acquisitions/expected_improvement.py#L201

Making an issue to summarize this aspect of the discussion in: https://github.com/EmuKit/emukit/issues/303#issuecomment-1005560035

BrunoKM avatar Apr 03 '22 13:04 BrunoKM