EmuKit/emukit

Uncertainty sampling weigths in BQ are missing a square

mmahsereci opened this issue · 2 comments

The variances for uncertainty sampling in BQ are usually multiplied with the density of the integration measure squared. Currently they are only multiplied with the density (without the square) , see here.

The default should be with the square, and optionally without it, but the change might break someones code. Not sure how many people use the BQ uncertainty sampling acquisition function though.

Options:

  1. change the default to square, and optionally non-square (is better but might break someones code)
  2. leave default at non-square, and optionally square (not the common default, does not break code)

I would still opt for 1. I think. Thoughts @apaleyes, @alpiges ?

I think that's fine, because you won't break anybody's code that uses specific versions of Emukit. Since the interface won't change, i don't see any problem with option 1

I agree with @apaleyes that switching to the square does not cause any harm.