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gen_candidates_scipy handling of more than 3 dimensions. #2878

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@SamuelGabriel

Description

@SamuelGabriel

What happened?

Our code currently passes more than three dimensions in two to gen_candidates_scipy in multiple places, which is not supported according to the doc string, but somehow _works.

These two functions do it, but maybe there are more:

  • botorch.acquisition.knowledege_gradient.qKnowledgeGradient.evaluate
  • botorch.utils.sampling.optimize_posterior_samples

I think we should get rid of these types of calls as, at least to me, it is very unclear what users expect of gen_candidates_scipy in these cases, as it is now changed to handle batching properly: so it is soon no more optimizing across all of the initial conditions at once.

Please provide a minimal, reproducible example of the unexpected behavior.

Please paste any relevant traceback/logs produced by the example provided.

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BoTorch Version

main

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(Optional) Describe any potential fixes you've considered to the issue outlined above.

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