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TF2 & GPflow 2 #116

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javdrher opened this issue Oct 6, 2019 · 2 comments
Open

TF2 & GPflow 2 #116

javdrher opened this issue Oct 6, 2019 · 2 comments
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@javdrher
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@javdrher javdrher commented Oct 6, 2019

TF2 was released and currently a new GPflow is being developed as well. TF2 is a major change and it seems to make a lot of things easier.

Looking at the development of GPflow, I believe we will be able to make a compatible version again. Unfortunately, we'll need to redesign and rethink the structure of GPflowOpt:

  • We can delete a lot code, include the awful modelwrapper
  • GPflow 2.0 seems to further decrease the uniformity in the way models deal with data and optimization of hyperparameters. This may still be improved but I don't think we should rely on this.

My idea now is to create an abstract BO class which implements the main flow and calls a bunch of abstract methods along the way. We provide an implementation class for vanilla BO which uses a GPR, more complex strategies are not supported out of the box. Some things to consider:

  • using tf bijectors for scaling
  • Rewrite domain as a tf.Module and use tf optimizers (need a transform for the bounds)?
  • Include tf.summary for TensorBoard
  • Use checkpointing to safeguard long running BO runs against crashes.
@javdrher javdrher added the Discussion label Oct 6, 2019
@tmuehlen80
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@tmuehlen80 tmuehlen80 commented Mar 6, 2020

Hi javdrher, is there maybe any information about updating to tf2 and pgflow2? It would be great, if that is in progress!

@rcameronc
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@rcameronc rcameronc commented Apr 23, 2020

Hi @javdrher, I second @tmuehlen80 in enthusiasm for a GpflowOpt that is compatible with tf2 and gpflow2! Any updates?

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