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Pareto optimization#475

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AdrianSosic wants to merge 47 commits intomainemdgroup/baybe:mainfrom feature/paretoemdgroup/baybe:feature/paretoCopy head branch name to clipboard

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Commits on Feb 17, 2025

• Improve deprecation warning message

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• Draft ParetoObjective class

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• Extract function for transforming target columns

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• Add qLogNEHVI acqusition function

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• Make botorch multiobjective acqusition functions autodetectable

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• Add temporary restriction allowing only MAX targets

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• Draft example

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• Enable minimization targets

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• Add highlighted feature to README

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• Update CHANGELOG.md

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• Compute default reference point from data

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• Flip signs of custom reference points in MIN mode

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• Interpolate target paretor frontier along transformed points

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• Drop unnecessary label arguments

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• Drop square root from target functions

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• Mention ParetoObjective in README

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• Fix enum comparison operator

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• Drop duplicate override decorator

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• Fix random seed utility import

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• Explicitly convert targets to objectives

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• Dynamically select default acquisition function

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• Deactivate comparison for non-persistent attributes

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• Fix variable reference in example

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• Turn assert statement into proper exception

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• Add prune_baseline attribute

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• Add full docstring to compute_ref_point

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• Refactor ref_point computation logic

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• Let doc generation append regular image when available

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• Add ParetoObjective user guide section

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• Add surrogate broadcasting mechanism

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• Validate multi-target compatibility

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• Rename broadcasting.py to composite.py

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• Add CompositeSurrogate class

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• Add surrogate composition test

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• Add TODO note

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• Add qLogNoisyExpectedHypervolumeImprovement to strategy

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• Add missing strategy arguments

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• Add pareto_objectives strategy and serialization test

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• Fix default acquisition function mechanism

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• Throw exception when using single-target acqf in multi-target context

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• Use specific incompatibility errors instead of generic ValueError

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• Drop opinionated statement from user guide

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• Mention requirement of multi-target acquisition function in user guide

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• Update CHANGELOG.md

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Commits on Feb 18, 2025

• Rename supports_multi_target to support_multi_output

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• Fix Liskov

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• Ignore typing problem in classproperty

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