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Constant Liar strategy for GPSampler #6392
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featureChange that does not break compatibility, but affects the public interfaces.Change that does not break compatibility, but affects the public interfaces.
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Motivation
The current GPSampler does not support constant liar and hence is not very effective for batched / asynchronous hyperparam suggestions.
Description
Maybe also extend the constant_liar feature to the GPSampler?
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In the book 'Bayesian Optimization' by Roman Garnett, page 255. The sequential simulation + constant liar strategy is mentioned, e.g. imputing value with avg(y_observed) and claimed to have good performance.
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featureChange that does not break compatibility, but affects the public interfaces.Change that does not break compatibility, but affects the public interfaces.