Hello Ax team,

We are looking to extend the Thompson model with an annealing parameter. The call would be like the following:

# The current Ax Thompson 
# Models.THOMPSON(
#                experiment=my_experiment,
#                data=trial_data,
#                min_weight=min_weight,
#            )

# EXTENDED_THOMPSON would extend from current Ax Thompson
Models.EXTENDED_THOMPSON(
                experiment=my_experiment,
                data=trial_data,
                min_weight=min_weight,
                anneal_factor=anneal_factor,
            )

The current Ax library doesn't support extending the model with an extra parameter. To make it work, we had to fork Ax library and add EXTENDED_THOMPSON to the source code, which is not ideal.

I wonder whether the Ax library could be enhanced to support extra parameters in the Thompson model (and/or other models) or other alternatives to make models extend-able?