Add BONSAI-style greedy pruning for NChooseK constraints#747
Draft
Add BONSAI-style greedy pruning for NChooseK constraints#747
Conversation
Implement greedy post-processing pruning based on the BONSAI algorithm (https://arxiv.org/abs/2602.07144) to handle NChooseK constraints more effectively. Instead of encoding NChooseK as nonlinear constraints during acquisition optimization, candidates are optimized without them and then pruned in post-processing by greedily zeroing the feature with smallest acquisition function impact until the constraint is satisfied. - Add Domain.is_nchoosek_pruning_applicable() to check if pruning is safe (no NChooseK feature appears in any other constraint) - Add exclude_nchoosek param to get_nonlinear_constraints() - Skip NChooseK in optimize_acqf when pruning is applicable - Override _postprocess_candidates in BotorchStrategy with Ax-style greedy pruning that conditions on already-pruned candidates for q>1 Co-Authored-By: Claude Opus 4.6 <[email protected]>
Relax is_nchoosek_pruning_applicable() to allow NChooseK features that also participate in linear equality/inequality constraints (only block for nonlinear/product/interpoint overlap). When linear overlap exists, pruning variants use QP projection (LinearProjection) to find a feasible warm-start with x_k=0, then local optimize_acqf to find the best achievable AF value — giving accurate greedy decisions. The simple zeroing path is preserved when no linear overlap exists. - Relax is_nchoosek_pruning_applicable: linear overlap now allowed - Add Domain.has_nchoosek_linear_overlap() to select pruning path - Add QP + local optimize_acqf variant construction in botorch.py - Add _build_pruning_domain to create modified domain for QP projection - Add end-to-end test with NChooseK + mixture constraint (sum=1) Co-Authored-By: Claude Opus 4.6 <[email protected]>
Contributor
Author
|
@Jimbo994, if you are interested ;) |
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
1 participant
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Motivation
BONSAI for handling of NChooseK constraint (https://arxiv.org/abs/2602.07144).
@dlinzner-bcs: one could do the same in the DOE module.
Have you read the Contributing Guidelines on pull requests?
Yes.
Have you updated
CHANGELOG.md?Not yet.
Test Plan
Unit tests.