Multi-fidelity surrogate models by jpenn2023 · Pull Request #721 · emdgroup/baybe

jpenn2023 · 2026-01-08T09:03:28Z

Adding multi-fidelity properties for the SearchSpace class and multi-fidelity Gaussian process classes with the required fidelity kernels.

AVHopp

Some comments on everything but the multi_fidelity.py file, as I guess that we will discuss this today in a bit more detail.

AdrianSosic · 2026-03-03T20:28:28Z

Hey @jpenn2023, I just wanted to have a look at your PR but then noticed that something went wrong with your rebase. I know you asked me about the weird diff shown on Github (and yes, that is generally still a problem), but it turns out that your diff is wrong for a different reason – namely because you somehow rebased your commits together with an entire bunch of other commits 😬 Can you quickly fix it and ping me once ready for review?

AdrianSosic · 2026-03-06T17:28:33Z

Hey @jpenn2023, have a look, this should now give you a clean picture of your PR content, right?

jpenn2023 · 2026-03-09T09:31:14Z

Hey @jpenn2023, have a look, this should now give you a clean picture of your PR content, right?

Hi @AdrianSosic. Yes, this view looks right to me.

Scienfitz

my biggest question is why the concepts of TL and MF are now deedply intertwined by using a single searchspace property for combining them isntead of two properties characterizing the searchspaces task / fidelity character

AVHopp

Some more thoughts from my end

AVHopp · 2026-03-13T08:16:54Z

+            NumericalDiscreteFidelityParameter,
+        )
+
+        n_task_like_parameters = sum(


Also, shouldn't we be able to fully get this by using the properties? There literally are different properties for checking the number task and fidelity dimensions, so I would assume that we do not need to recalculate this here - unless this would mean to change how those are calculated (as we currently technically only check if there is at least one).

AVHopp · 2026-03-13T08:18:42Z

+            NumericalDiscreteFidelityParameter,
+        )
+
+        n_task_like_parameters = sum(


Also, if we go through the self.parameters, couldn't we simply count how many different occurrences of the different parameter types we find? The code does multiple iterations over the full self.parameters, it would be fully sufficient to this once, count the occurrences of the individual parameters and then act based on those numbers.

AVHopp · 2026-03-27T12:07:28Z

@jpenn2023 it seems like the continuous search space example is currently failing which is why the doc building does not run (just FYI as reading the doc building error logs can be a bit annoying)

AVHopp

I've found several comments that were marked as resolved without them actually being addressed. Please ONLY resolve comments when the changes are actually visible and have been pushed. Also, it would be great if you could give context when resolving a comment. For example, I asked an explicit question at one point and the comment was just being resolved without providing an answer and without changing the corresponding code.

EDIT: Whoopsie, this was on me. Ignore :)

jpenn2023 · 2026-03-27T13:25:38Z

Note: we expect tests to fail because, e.g., GaussianProcessPreset from PR #748 no longer exists but is referenced in #748 and thus in this PR.

AVHopp

Minor comments.

AVHopp · 2026-04-01T07:17:55Z

Why was this file deleted?

AVHopp · 2026-04-01T07:18:49Z

+    @override
+    @staticmethod
+    def _make_target_scaler_factory() -> type[OutcomeTransform] | None:
+        # For GPs, we let botorch handle the scaling. See [Scaling Workaround] above.


Please no copy-paste comments, there is no Scaling Workaround above.

AVHopp · 2026-04-01T07:20:22Z

+            input_transform=input_transform,
+            outcome_transform=outcome_transform,
+            data_fidelities=None
+            if context.fidelity_idx is None


Why is this if-else necessary? Shouldn't the validation at the top guarantee this already or is this necessary for type checking only?

AVHopp · 2026-04-01T07:21:20Z

+                "spaces with multiple task parameters."
+            )
+
+    def fidelity_type(self) -> SearchSpaceFidelityType:


Shouldn't this also be a property?

AVHopp · 2026-04-01T07:22:03Z

+    @property
+    def n_fidelities(self) -> int:
+        """The number of fidelities encoded in the search space."""
+        # See TODO [16932] above


Please remove the number and directly refer to the corresponding function, that is, have it as # TODO: See comment in n_tasks property

AVHopp · 2026-04-01T07:22:29Z

+        """Column index of the fidelity parameter in computational representation."""
+        if (fidelity_param := self._fidelity_parameter) is None:
+            return None
+        # See TODO [11611] above


Please remove the number and directly refer to the corresponding function, that is, have it as # TODO: See comment in tasks_idx property

jpenn2023 requested review from AVHopp, AdrianSosic and Scienfitz as code owners January 8, 2026 09:03

jpenn2023 force-pushed the dev-mfbo-main-surrogate-models branch from d062293 to 8ed0f2a Compare January 8, 2026 09:43

Scienfitz assigned jpenn2023 Jan 14, 2026

jpenn2023 commented Feb 3, 2026

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Comment thread baybe/surrogates/gaussian_process/core.py Outdated

jpenn2023 commented Feb 3, 2026

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jpenn2023 commented Feb 3, 2026

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jpenn2023 commented Feb 3, 2026

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Comment thread baybe/surrogates/gaussian_process/multi_fidelity.py Outdated

AdrianSosic force-pushed the dev-mfbo-main-surrogate-models branch from ccac1f8 to 178772a Compare February 4, 2026 16:58

jpenn2023 commented Feb 5, 2026

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Comment thread baybe/surrogates/gaussian_process/multi_fidelity.py Outdated

AVHopp reviewed Feb 6, 2026

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jpenn2023 force-pushed the dev-mfbo-main-surrogate-models branch from 2e64082 to 8e8547b Compare February 27, 2026 07:29

jpenn2023 force-pushed the dev-mfbo-main-surrogate-models branch from d96cf75 to 2c513b0 Compare March 6, 2026 12:25

AdrianSosic force-pushed the dev-mfbo-main-surrogate-models branch from 2c513b0 to 754d5da Compare March 6, 2026 13:48

AdrianSosic changed the base branch from dev/mfbo to main March 6, 2026 13:54

AdrianSosic changed the base branch from main to dev/mfbo March 6, 2026 13:55

AdrianSosic force-pushed the dev-mfbo-main-surrogate-models branch from 754d5da to 563b86a Compare March 6, 2026 17:21

AdrianSosic changed the base branch from dev/mfbo to main March 6, 2026 17:22

AdrianSosic changed the base branch from main to dev/mfbo March 6, 2026 17:22

jpenn2023 added 8 commits March 6, 2026 18:25

Multi fidelity searchspaces and surrogate modelling

995cbf8

Typing fixes

686fc86

More typing fixes

18ec63e

More typing fixes with some unresolved

d3d0c2f

Typo fix

585ad16

Integrating multi fidelity surrogate models with multitask refactor

e4b28a7

Integrate typing

eca58ef

Integrating kernel factories with multi fidelity

88db97f

AdrianSosic force-pushed the dev-mfbo-main-surrogate-models branch from 563b86a to 88db97f Compare March 6, 2026 17:26

AdrianSosic force-pushed the dev/mfbo branch from 5b1aa42 to ae31906 Compare March 6, 2026 17:27

Scienfitz requested changes Mar 11, 2026

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AVHopp reviewed Mar 13, 2026

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Scienfitz mentioned this pull request Mar 16, 2026

Multi fidelity acquisition functions and recommender logic #756

Open

jpenn2023 added 4 commits March 20, 2026 04:32

Move _ModelContext

32a0ffd

Remove deprecated/unused from_preset from STMF GP.

b3fdbf1

Mainly docstring fixes

adef8ce

Separating task and fidelity types in search space.

700c9d4

AVHopp requested changes Mar 27, 2026

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Tidying supports_ inheritance

af34847

AVHopp reviewed Apr 1, 2026

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Scienfitz added this to the 0.16.0 milestone Apr 23, 2026

Scienfitz added dev new feature New functionality labels Apr 23, 2026

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jpenn2023 commented Jan 8, 2026

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AVHopp commented Mar 27, 2026

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jpenn2023 commented Mar 27, 2026

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