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Description
Currently, getting access the posterior distribution when transformed targets are involved is not possible (e.g. for DesirabilityObjective
or even SingleTargetObjective
when the target itself has a transformation).
The problem causing the issue is that we apply these transformations on the target values first and only then build the model on the transformed values. Logically, that is exactly the same issue already solved in #340 for the "MIN"
transform.
And the solution is also the same: Instead of building the model on the transformed targets and then running into problems of not being able to invert the transformation (like with "BELL"
), we should simply by default build the model on the actual targets and then transform the obtained posterior. That is, for example, the desirability averaging would happen at a later stage using botorch's transforms. Plus it comes with the benefit that we can offer surrogates for both the raw targets as well as derived values. So in future we can make the DesirabilityObjective
return N
surrogates for the N
targets involved plus an N+1
surrogate modeling the desirability posterior values. Similarly, for the upcoming ParetoObjective
.