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EHVI & NEHVI break with more than 7 objectives #2387
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This reproduces. Thanks for reporting. Weird bug! |
One thing to note is that HV-based acquisition functions generally don't scale well to problems with many objectives. 2-3 is generally fine, for 4+ you'll likely see a pretty substantial slowdown and/or memory explosion because of how complex the box decompositions of the Pareto set become. In cases with 8 objective such as yours you'll likely want to either express some of the objectives as constraints instead (if that's possible), drop them from the optimization, or use a different acquisition function such as qParEGO (which will scale better but is less sample efficient). |
I started looking into this, and the bug seems to stem from hypervolume computations starting to use zero cells once m>7, because this check for Pareto dominance always evaluates to |
cc @sdaulton |
Hello Ax Team,
when running EHVI or NEHVI with more than 7 objectives, we get an error during the evaluation of the objective function.
Here's an MRE:
and here's the full traceback:
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