Which one should I use for qExpectedImprovement
, sequential=True
or sequential=False
?
#2822
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nabenabe0928
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Hi @nabenabe0928. The choice of sequential vs joint optimization depends on the particular situation. You can find some recent discussion about this here: #2810 (reply in thread) |
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For qExpectedHypervolumeImprovement, the original paper by the BoTorch developers says
sequential=True
is better due to the difficulty of optimization in the high-dimensional space.However, optimize_acqf uses
sequential=False
by default.If I understand the argument correctly, should I use
sequential=True
?Another question is should I use
sequential=True
forqExpectedImprovement
as well?Or should I stick to the default behavior?
Are there any papers that discuss the performance of
qExpectedImprovement
w.r.t.sequential
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