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PairwiseLaplaceMarginalLogLikelihood

As explained in Bayesian Optimization in Action

PairwiseLaplaceMarginalLogLikelihood is a BoTorch marginal-log-likelihood implementation for Gaussian-process models trained on pairwise comparisons.

PairwiseLaplaceMarginalLogLikelihood trains a Gaussian-process model when observations record preferences rather than real-valued measurements. It supplies the likelihood computation required by BoTorch’s PairwiseGP, allowing hyperparameters such as length scale and output scale to be fitted to comparison data. section 10.3

from botorch.models.pairwise_gp import PairwiseGP,        #1
 PairwiseLaplaceMarginalLogLikelihood                   #1
from botorch.fit import fit_gpytorch_mll                  #1
 
 
model = PairwiseGP(train_x, train_comp)                   #2
model.covar_module.raw_outputscale.requires_grad_(False)  #3
mll = PairwiseLaplaceMarginalLogLikelihood(model)         #4
fit_gpytorch_mll(mll);                                    #5

Create a PairwiseGP, construct its pairwise marginal log likelihood, and fit the model with BoTorch. Fixing output scale is optional and supports visualization. section 10.3

Fitting comparisons

For comparisons such as [0, 1], [0, 2], and [3, 0], PairwiseGP and PairwiseLaplaceMarginalLogLikelihood can be passed to fit_gpytorch_mll. The resulting posterior mean reflects the observed preferences, while uncertainty decreases around compared training points without necessarily reaching zero.

How Bayesian Optimization in Action covers it

How deep it goes
Explains the specialized likelihood and provides a concise BoTorch fitting workflow, without deriving the Laplace computation.
Examples
Uses encoded comparison tensors, BoTorch fitting code, and posterior predictions around compared points.
What it assumes
Assumes pairwise comparison data and a PairwiseGP, while distinguishing their likelihood from real-valued observations.
What you can do after
Operate/configure BoTorch to fit a PairwiseGP from comparison data and inspect its posterior predictions.
How it connects
Connects PairwiseGP with Gaussian processes, pairwise comparisons, hyperparameters, posterior predictions, and marginal likelihood fitting.

Related concepts

This explainer was generated by Manning's knowledge graph from the text of Bayesian Optimization in Action. The section links point to the parts of the book it draws on.