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@relf relf released this 01 Mar 21:36
· 261 commits to master since this release
  • Mixture of Experts improvements: (#282 thanks @jbussemaker, #283)
    • add variance prediction API (ie. predict_variances()) which is enabled when variances_support option is set
    • add MOESurrogateModel class which adapts MOE to the SurrogateModel interface
    • allow selection of experts to be part of the mixture (see allow/deny options)
    • MOE.AVAILABLE_EXPERTS lists all possible experts
    • enabled_experts property of an MOE instance lists possible experts wrt derivatives/variances_support
      and allow/deny options.
  • Sampling Method interface refactoring: (#284 thanks @LDAP)
    • create an intermediate ScaledSamplingMethod class to be the base class for sampling methods
      which generate samples in the [0, 1] hypercube
    • allow future implementation of sampling methods generating samples direcly in the input space (i.e. within xlimits)
  • Use of Gower distance in kriging based mixed integer surrogate: (#289 thanks @raul-rufato )
    • add use_gower_distance option to MixedIntegerSurrogate
    • add gower correlation model to kriging based surrogate
    • see MixedInteger notebook for usage
  • Improve kriging based surrogates with multistart method (#293 thanks @Paul-Saves )
    • run several hyperparameter optimizations taking the best result
    • number of optimization is controlled by n_start new option (default 10)
  • Update documentation for MOE and SamplingMethod (#285)
  • Fixes (#279, #281)