Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Use Botorch MultiTaskGP for transfer learning #484

Draft
wants to merge 5 commits into
base: main
Choose a base branch
from

Conversation

Hrovatin
Copy link
Collaborator

@Hrovatin Hrovatin commented Feb 12, 2025

This can stay a draft until it is validated that the performance improves with this model and that we even want to use it.

Things to resolve/issues:

  • Posterior can not be computed for tasks that are not present in the measured data, meaning that recommendations can not be made for active task that has no existing data. Since in this case the values of the index kernel are anyway random, would it make generally sense to just use random recommender (or sth else that is not task-GP) if no target task points were measured, even if the the training task data is present? -> EDIT: This already works but not in with StratifiedStandardise.
  • StratifiedScaler does not enable multi-output models, see [FEATURE REQUEST]: StratifiedStandardize for multi-output models pytorch/botorch#2739
  • Acquisition functions currently do not support multiple active task values as this would create multiple posteriors.

@Hrovatin Hrovatin marked this pull request as draft February 12, 2025 11:33
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

1 participant