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Implement Baselines #32

Description

@TobyBoyne

We want to compare against a range of baselines.

Currently implemented

By using BoFire/BoTorch, we already have access to:

  • GPs
  • Random sampling
  • Entmoot

To be implemented

  • Prior bark (to verify that the posterior MCMC is even worth it)
  • LeafGP (train a fixed GP. This mostly already exists, we just need to set up the BoFire interface)
  • SMAC (this kind of exists in a dead repo, @TobyBoyne needs to clean up that code)
  • BART (this code also exists, needs to be cleaned up. Also note that no optimization over tree ensembles exists AFAIK, so we need to just evaluate on a grid)
  • Probabilistic Reparameterization (not necessary, this is just a fast way of optimizing the AF for mixed spaces - shouldn't be necessary, hopefully)

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