Trieste

Latest version: v4.2.2

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0.10.0

**New functionality**
BALD active learning acquisition function (417)
Continuous Thompson Sampling acquisition functions (475, 480, 486, 500)
Random Sampling acquisition function (493)
Support for Keras models and trajectory samplers (459, 467, 468)
Utilities for quickly constructing GPFlow models (465, 483)

**Improvements**
Support for SVGP and VGP models with GIBBON (491)
Support for covariance_between_points with multi-output GPR/SVGP/VGP models (492)
Support splitting up acquisition function calls to reduce memory usage (497)
Improve tensorboard logging to handle gpflux models, ask-tell optimization and wallclock timings (469, 470, 488)
Improve static type checking for rules and samplers that depend on specific types of models (463, 466, 474, 479, 482, 499, 501)

**Build Changes**
OpenAI Gym Lunar Lander tutorial (456)
Support and test with both TF 2.4 and TF 2.5 (484, 490)
Simplify optimizer code (496)

**Full Changelog**: https://github.com/secondmind-labs/trieste/compare/v0.9.1...v0.10.0

0.9.1

This point release temporarily reverts the GPFlux RFF fix (420) so as to maintain support for Tensorflow 2.4. It also adds the following functionality.

**New functionality**
Support for vectorized acquisition functions (458)

**Improvements**
Fix TF compilation issue for VGP models (418)

**Full Changelog**: https://github.com/secondmind-labs/trieste/compare/v0.9.0...v0.9.1

0.9.0

**New functionality**
t-IMSE acquisition functions (426, 429)
Kriging Believer acquisition functions (426, 428, 451)
Initial support for Keras (451, 452)

**Improvements**
Refactor model-sampler interactions (398)
Parallel acquisition function optimizers (438)
Fix GPflux RandomFourierFeatures import (420)
Use default optimizers with configs (434)
Make AcquisitionFunctionBuilder generic on ProbabilisticModel (433)

**Build Changes**
Notebook formatting (432)
Fix test random number seeding (450)
Active learning integration tests (441)

**Breaking Changes**
ModelStack renamed to TrainableModelStack
LocalPenalizationAcquisitionFunction renamed to LocalPenalization
trieste.acquisition.function.local_penalisation renamed to greedy_batch

**Full Changelog**: https://github.com/secondmind-labs/trieste/compare/v0.8.0...v0.9.0

0.8.0

**New functionality**

Support for deep Gaussian processes with GPflux (357, 364, 377)
Support for asynchronous Bayesian Optimization (366, 374, 380, 381, 384, 386)
Active learning: predictive variance (294) and expected feasibility (421) acquisition functions
Tagged product search spaces (367, 387, 403, 422)
Tensorboard monitoring support (370, 407)
Trid (378) and simpe quadratic (404) objective functions

**Improvements**

Make datasets an optional keyword argument for rule acquisition and acquisition function preparation (383)
Split up function.py (interfaces must now be imported from trieste.acquisition or trieste.acquisition.interfaces) (408)
Improve config handing (support dictionary configs again; replace create_optimizer by ModelRegistry; add tutorial) (389)
Allow empty observation for non-dominated space partitions (356)
Allow specification of scipy optimizer kwargs for optimizing acqusition functions (410)
Refactor model optimizers (TFOptimizer renamed to BatchOptimizer) (372, 405)

**Build changes**

Speed up CI tests (377, 390, 391, 395, 399, 404, 409)
Improved documentation (382, 400 and various above)

**Full Changelog**: https://github.com/secondmind-labs/trieste/compare/v0.7.0...v0.8.0

0.7.0

**New functionality**

Ask Tell API (346)
GPFlux interface (but no models yet) (355)
Michalewicz function (350)

**Improvements**

Support in-place updates to acquisition functions to avoid having to retrace every acquisition loop. Update existing acquisition function builders to use this. (271, 327, 340, 349, 352)
Fix SVGP interface to be consistent with other GPflow interfaces (320)
Refactor Pareto code. Note that hypervolume acquisition function builders are now passed partition bounds. (328)
Simplify trust region handling (306)

**Build changes**

Split model interfaces into directories (272)
Rename trieste.type module to trieste.types (323)
Remove homespun deepcopy functionality (339)
Improve type checking (307, 331, 333)
Use extend-exclude for flake8 and black (348)
Reduce RAM usage in integration tests (330)

0.6.1

This point release updates `trieste.space.Box` to support empty boxes. It adds no new features.

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