persistent_ax_multitask

Required: Ax version <=0.4.0

To install:

pip install "ax-platform<=0.4.0"

An example of the Ax multitask GP.

This file defines the gen_f for Bayesian optimization with a Gaussian process and the multi-task algorithm of Ax.

The gen_f is called once by a dedicated worker and only returns at the end of the whole libEnsemble run.

This gen_f is meant to be used with the alloc_f function only_persistent_gens

This test currently requires ax-platform<=0.4.0

persistent_ax_multitask.persistent_gp_mt_ax_gen_f(H, persis_info, gen_specs, libE_info)

Create a Gaussian Process model for multi-task optimization and update it as new simulation results are available, and generate inputs for the next simulations.

This is a persistent genf i.e. this function is called by a dedicated worker and does not return until the end of the whole libEnsemble run.