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sparse axis aligned kernel for GP modeling#417

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roussel-ryan wants to merge 7 commits intomainfrom
saas
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sparse axis aligned kernel for GP modeling#417
roussel-ryan wants to merge 7 commits intomainfrom
saas

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@roussel-ryan
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This pull request introduces support for constructing MAP SAAS (Sparse Axis-Aligned Subspace) Gaussian Process models in the Bayesian modeling workflow. It adds a utility method for building and training MAP SAAS GPs, enables users to specify which outputs should use SAAS priors, and integrates this functionality into the standard model construction pipeline. Additionally, a new example notebook demonstrates building GP models from scratch, and relevant tests are updated.

MAP SAAS GP Model Support

  • Added a static method build_map_saas_gp to base_model.py for creating and training MAP SAAS SingleTaskGP models, with error handling and documentation.
  • Integrated the option to apply SAAS priors to specific outputs via a new saas_outputs field in StandardModelConstructor, and updated the model construction logic to use MAP SAAS GPs when appropriate. [1] [2]

Documentation and Examples

  • Added a new notebook saas.ipynb demonstrating how to build GP models (including with SAAS priors) from scratch for data visualization and sensitivity analysis.
  • Updated the existing model_creation.ipynb notebook to use the xopt-dev kernel and reflect the latest Python version. [1] [2]

Testing

  • Added a test to ensure that the SAAS model constructor works as expected when specified in StandardModelConstructor.

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codecov Bot commented Apr 16, 2026

Codecov Report

❌ Patch coverage is 39.13043% with 14 lines in your changes missing coverage. Please review.

Files with missing lines Patch % Lines
xopt/generators/bayesian/base_model.py 33.33% 8 Missing and 2 partials ⚠️
xopt/generators/bayesian/models/standard.py 50.00% 2 Missing and 2 partials ⚠️

📢 Thoughts on this report? Let us know!

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