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Handle unconstrained priors in randomize_hyperparameters #796

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merged 4 commits into from
Nov 27, 2023

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uri-granta
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Related issue(s)/PRs: #793

Summary

Fix randomize_hyperparameters to handle unconstrained priors.

Also change the logic for handling Sigmoid constraints: we now prioritise sampling from the prior if there is one, and sample from the constrained domain only if there isn't.

Fully backwards compatible: no

New Sigmoid behaviour is more logical and flexible, and old behaviour can be easily obtained by removing any prior.

PR checklist

  • The quality checks are all passing
  • The bug case / new feature is covered by tests
  • Any new features are well-documented (in docstrings or notebooks)

@uri-granta uri-granta requested a review from hstojic November 24, 2023 09:07
@hstojic hstojic requested a review from frgsimpson November 24, 2023 16:59
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Looks good!

trieste/models/gpflow/utils.py Show resolved Hide resolved
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hstojic commented Nov 24, 2023

@uri-granta did you check @j-wilson PR where he also addressed the same issue: #794?

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@uri-granta did you check @j-wilson PR where he also addressed the same issue: #794?

AFAIU that's doing more than just fixing the bug in randomize_hyperparameters. Will look at that as soon as this is merged.

@uri-granta uri-granta merged commit 45fbc37 into develop Nov 27, 2023
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@uri-granta uri-granta deleted the uri/793/randomize_hyperparameters_prior_on branch November 27, 2023 11:59
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3 participants