Choosing between maximization & minimization with BoTorch acquisition functions

[AdrianSosic]

🚀 Feature Request

Hi, I've been running into the same question as already raised in #402. It seems the issue has been simply closed, without actually addressing the problem?

I'd love to understand:

• Why is the maximize argument only available for some of the acquisition function classes and not simply for all?
• Regarding the proposed alternative of going via an AcquisitionObjective: has this idea been dropped in the meantime? At least, I can't find anything that offers an easy user-facing functionality to accomplish it 🤔

Of course, I could come up with a manual workaround, e.g. using a posterior transform, but interface-wise I think this defeats the purpose. I'd rather expect that there should be a consistent way to trigger minimization that does not depend on the particular acquisition function class at hand. And having something simple like maximize=False that does not require setting up other objects seems like the ideal solution to me.

[saitcakmak]

Hi @AdrianSosic. The current acquisition functions that support this argument support it for legacy reasons. We do not believe adding maximize option to other acquisition functions justifies the maintenance work it requires. Please refer to my answer in #2316 for current options for minimization in BoTorch.