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xuyuting committed Aug 16, 2024
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Expand Up @@ -8,7 +8,9 @@ The [`obsidian.acquisition`](https://github.com/MSDLLCpapers/obsidian/tree/main/

Typically, users don't need to interact with acquisition functions directly.
The `BayesianOptimizer` class handles the selection and use of acquisition functions.
The acquisition function, including its hyperparameters, could be specified as an input argument when calling the `suggest` method:
The acquisition functions, as well as their hyperparameters, could be specified as an input argument when calling the `suggest` method.

The format of `acquisition` should be a list of strings (if using default hyperparameters) and/or dictionaries, where the key is an acquisition function name and the value is a nested dictionary storing its hyperparameter:

```python
# DO NOT RUN
Expand All @@ -28,28 +30,42 @@ X_suggest, eval_suggest = optimizer.suggest(acquisition=['EI',{'UCB':{'beta':0.1

## 3. Customization Options

### 3.1 Available Surrogate Models and Hyperparameters
### 3.1 Available Acquisition Function Names

The acquisition submodule includes multiple acquisition functions, both standard `BoTorch` acquisition functions and custom implementations.
The acquisition submodule includes multiple acquisition functions, both standard `BoTorch` acquisition functions and custom implementations.
Below are several categories of options for the `acquisition` argument, each followed by a short description.

#### Standard Acquisition Functions
#### Standard Acquisition Functions from BoTorch

- Expected Improvement (EI)
- Probability of Improvement (PI)
- Upper Confidence Bound (UCB)
- Noisy Expected Improvement (NEI)
- Expected Hypervolume Improvement (EHVI)
- Noisy Expected Hypervolume Improvement (NEHVI)
- EI: Expected Improvement
- NEI: Noisy Expected Improvement
- PI: Probability of Improvement
- UCB: Upper Confidence Bound
- SR: Simple Regret
- EHVI: Expected Hypervolume Improvement
- NEHVI: Noisy Expected Hypervolume Improvement
- NParEGO: Random augmented chebyshev scalarization with Noisy Expected Improvement
- NIPV: Integrated Negative Posterior Variance

#### Custom Acquisition Functions

- qMean: Optimizes for the maximum value of the posterior mean
- qSpaceFill: Optimizes for the maximum value of minimum distance between a point and the training data
- Mean: qMean: Optimizes for the maximum value of the posterior mean
- SF: qSpaceFill: Optimizes for the maximum value of minimum distance between a point and the training data

#### Baseline: No Acquisition Function

- RS: Random sampling from the parameter space


### 3.2 Shared Hyperparameters

There are some commonly used hyperparameters that could apply to multiple acquisition functions.



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## 4. Understanding Acquisition Functions
## 4. Understanding Acquisition Functions and Hyperparameters

### 3.1 Expected Improvement (EI)

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