optuna_integration.botorch.qkg_candidates_func

optuna_integration.botorch.qkg_candidates_func(train_x, train_obj, train_con, bounds, pending_x)[source]

Quasi MC-based batch Knowledge Gradient (qKG).

According to Botorch/Ax documentation, this function may perform better than qEI (qei_candidates_func). (cf. https://botorch.org/tutorials/one_shot_kg )

See also

qei_candidates_func() for argument and return value descriptions.

Note

Added in v4.0.0 as an experimental feature. The interface may change in newer versions without prior notice. See https://github.com/optuna/optuna/releases/tag/v4.0.0.

Parameters:
Return type:

torch.Tensor