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[Question] Support for minimization #402

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DavidWalz opened this issue Mar 17, 2020 · 2 comments
Closed

[Question] Support for minimization #402

DavidWalz opened this issue Mar 17, 2020 · 2 comments

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@DavidWalz
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For minimizing my black-box function y I can always maximize -y.
However, since the analytic acquisition functions (noisy/constrained)EI, PI and UCB support minization via maximize=False while the others don't, I was wondering if you plan to implement the maximize argument for each acquisition.
Would a negating OutcomeTransform or AcquisitionObjective be an alternative?

@Balandat
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We could support that, but it seems kind of a lot of machinery for flipping a sign.

Would a negating OutcomeTransform or AcquisitionObjective be an alternative?

Sure. we could give AcquisitionObjective a negate kwarg to carry through. I think that would make more sense than doing this in the outcome transforms.

@DavidWalz
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We could support that, but it seems kind of a lot of machinery for flipping a sign.
Definitively. My thinking was that if there is way to support minimization independent of the acquisition, then not having the maximize kwarg in the analytic acquistions woud make it feel more consistent. I know where to look now, thanks!

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