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TF2 & GPflow 2 #116

@javdrher

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@javdrher

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.

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