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test_ax_client.py
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3457 lines (3232 loc) · 135 KB
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#!/usr/bin/env python3
# Copyright (c) Meta Platforms, Inc. and affiliates.
#
# This source code is licensed under the MIT license found in the
# LICENSE file in the root directory of this source tree.
# pyre-strict
import math
import sys
import time
import warnings
from collections.abc import Sequence
from itertools import product
from math import ceil
from typing import Any, cast, TYPE_CHECKING
from unittest import mock
from unittest.mock import Mock, patch
import numpy as np
import torch
from ax.adapter.registry import Cont_X_trans, Generators
from ax.api.configs import ChoiceParameterConfig, RangeParameterConfig
from ax.core.arm import Arm
from ax.core.data import Data, MAP_KEY
from ax.core.generator_run import GeneratorRun
from ax.core.metric import Metric
from ax.core.multi_type_experiment import MultiTypeExperiment
from ax.core.objective import MultiObjective, Objective
from ax.core.optimization_config import (
MultiObjectiveOptimizationConfig,
OptimizationConfig,
)
from ax.core.outcome_constraint import ObjectiveThreshold, OutcomeConstraint
from ax.core.parameter import (
ChoiceParameter,
DerivedParameter,
FixedParameter,
ParameterType,
RangeParameter,
)
from ax.core.parameter_constraint import ParameterConstraint
from ax.core.trial import Trial
from ax.core.types import (
ComparisonOp,
TEvaluationOutcome,
TModelPredictArm,
TParameterization,
TParamValue,
)
from ax.exceptions.core import (
DataRequiredError,
OptimizationComplete,
UnsupportedError,
UnsupportedPlotError,
UserInputError,
)
from ax.exceptions.generation_strategy import MaxParallelismReachedException
from ax.generation_strategy.dispatch_utils import DEFAULT_BAYESIAN_CONCURRENCY
from ax.generation_strategy.generation_strategy import (
GenerationNode,
GenerationStep,
GenerationStrategy,
)
from ax.generation_strategy.generator_spec import GeneratorSpec
from ax.generation_strategy.transition_criterion import (
MaxGenerationParallelism,
MaxTrialsAwaitingData,
)
from ax.generators.torch.botorch_modular.generator import BoTorchGenerator
from ax.metrics.branin import branin, BraninMetric
from ax.runners.synthetic import SyntheticRunner
from ax.service.ax_client import AxClient, ObjectiveProperties
from ax.service.utils.best_point import (
get_best_parameters_from_model_predictions_with_trial_index,
get_pareto_optimal_parameters,
observed_pareto,
predicted_pareto,
)
from ax.service.utils.instantiation import FixedFeatures
from ax.storage.sqa_store.db import init_test_engine_and_session_factory
from ax.storage.sqa_store.decoder import Decoder
from ax.storage.sqa_store.encoder import Encoder
from ax.storage.sqa_store.save import save_experiment
from ax.storage.sqa_store.sqa_config import SQAConfig
from ax.storage.sqa_store.structs import DBSettings
from ax.utils.common.random import with_rng_seed
from ax.utils.common.testutils import TestCase
from ax.utils.measurement.synthetic_functions import Branin
from ax.utils.testing.core_stubs import (
DummyEarlyStoppingStrategy,
get_branin_experiment,
)
from ax.utils.testing.mock import mock_botorch_optimize
from ax.utils.testing.modeling_stubs import get_observation1trans
from botorch.test_functions.multi_objective import BraninCurrin
from pyre_extensions import assert_is_instance, none_throws
if TYPE_CHECKING:
from ax.core.types import TTrialEvaluation
RANDOM_SEED = 239
ARM_NAME = "test_arm_name"
def run_trials_using_recommended_parallelism(
ax_client: AxClient,
recommended_parallelism: list[tuple[int, int]],
total_trials: int,
) -> int:
remaining_trials = total_trials
for num_trials, parallelism_setting in recommended_parallelism:
if num_trials == -1:
num_trials = remaining_trials
for _ in range(ceil(num_trials / parallelism_setting)):
in_flight_trials = []
if parallelism_setting > remaining_trials:
parallelism_setting = remaining_trials
for _ in range(parallelism_setting):
params, idx = ax_client.get_next_trial()
in_flight_trials.append((params, idx))
remaining_trials -= 1
for _ in range(parallelism_setting):
params, idx = in_flight_trials.pop()
ax_client.complete_trial(idx, float(branin(params["x"], params["y"])))
# If all went well and no errors were raised, remaining_trials should be 0.
return remaining_trials
def get_branin_currin(minimize: bool = False) -> BraninCurrin:
return BraninCurrin(negate=not minimize).to(
dtype=torch.double,
device=torch.device("cuda" if torch.cuda.is_available() else "cpu"),
)
def get_branin_currin_optimization_with_N_sobol_trials(
num_trials: int,
minimize: bool = False,
include_objective_thresholds: bool = True,
random_seed: int = RANDOM_SEED,
outcome_constraints: list[str] | None = None,
) -> tuple[AxClient, BraninCurrin]:
branin_currin = get_branin_currin(minimize=minimize)
ax_client = AxClient()
tracking_metric_names = (
[elt.split(" ")[0] for elt in outcome_constraints]
if outcome_constraints is not None
else None
)
ax_client.create_experiment(
parameters=[
{"name": "x", "type": "range", "bounds": [0.0, 1.0]},
{"name": "y", "type": "range", "bounds": [0.0, 1.0]},
],
objectives={
"branin": ObjectiveProperties(
minimize=minimize,
threshold=(
float(branin_currin.ref_point[0])
if include_objective_thresholds
else None
),
),
"currin": ObjectiveProperties(
minimize=minimize,
threshold=(
float(branin_currin.ref_point[1])
if include_objective_thresholds
else None
),
),
},
outcome_constraints=outcome_constraints,
choose_generation_strategy_kwargs={
"num_initialization_trials": num_trials,
"random_seed": random_seed,
},
tracking_metric_names=tracking_metric_names,
)
for _ in range(num_trials):
parameterization, trial_index = ax_client.get_next_trial()
x, y = parameterization.get("x"), parameterization.get("y")
branin = float(branin_currin(torch.tensor([x, y]))[0])
currin = float(branin_currin(torch.tensor([x, y]))[1])
raw_data: TTrialEvaluation = {"branin": branin, "currin": currin}
if tracking_metric_names is not None:
raw_data["c"] = branin + currin
ax_client.complete_trial(trial_index, raw_data=raw_data)
return ax_client, branin_currin
def get_branin_optimization(
generation_strategy: GenerationStrategy | None = None,
torch_device: torch.device | None = None,
support_intermediate_data: bool = False,
) -> AxClient:
ax_client = AxClient(
generation_strategy=generation_strategy, torch_device=torch_device
)
ax_client.create_experiment(
name="test_experiment",
parameters=[
{"name": "x", "type": "range", "bounds": [-5.0, 10.0]},
{"name": "y", "type": "range", "bounds": [0.0, 15.0]},
],
objectives={"branin": ObjectiveProperties(minimize=True)},
support_intermediate_data=support_intermediate_data,
)
return ax_client
y_values_for_simple_discrete_moo_problem: list[list[float]] = [
[10.0, 12.0, 11.0],
[11.0, 10.0, 11.0],
[12.0, 11.0, 10.0],
]
def get_client_with_simple_discrete_moo_problem(
minimize: bool,
use_y0_threshold: bool,
use_y2_constraint: bool,
) -> AxClient:
gs = GenerationStrategy(
steps=[
GenerationStep(generator=Generators.SOBOL, num_trials=3),
GenerationStep(
generator=Generators.BOTORCH_MODULAR,
num_trials=-1,
generator_kwargs={
# To avoid search space exhausted errors.
"transforms": Cont_X_trans,
},
),
]
)
ax_client = AxClient(generation_strategy=gs)
y1 = ObjectiveProperties(
minimize=minimize,
threshold=(-10.5 if minimize else 10.5) if use_y0_threshold else None,
)
y2 = ObjectiveProperties(
minimize=minimize, threshold=0 if use_y0_threshold else None
)
outcome_constraint = (
["y2 <= -10.5" if minimize else "y2 >= 10.5"] if use_y2_constraint else None
)
ax_client.create_experiment(
name="test_experiment",
parameters=[
{
"name": "x",
"type": "range",
# x can only be 0, 1, or 2
"value_type": "int",
"bounds": [0, 2],
}
],
objectives={"y0": y1, "y1": y2},
tracking_metric_names=["y2"],
outcome_constraints=outcome_constraint,
)
for _ in range(3):
parameterization, trial_index = ax_client.get_next_trial()
x = parameterization["x"]
metrics = y_values_for_simple_discrete_moo_problem[x]
if minimize:
metrics = [-m for m in metrics]
y0, y1, y2 = metrics
raw_data = {"y0": (y0, 0.0), "y1": (y1, 0.0), "y2": (y2, 0.0)}
ax_client.complete_trial(trial_index=trial_index, raw_data=raw_data)
return ax_client
class TestAxClient(TestCase):
"""Tests service-like API functionality."""
def test_deprecation_warning(self) -> None:
# Should warn for AxClient but not for arbitrary subclasses.
with self.assertWarnsRegex(
DeprecationWarning, "`AxClient` class is deprecated and will be removed"
):
AxClient()
class TestAxClient(AxClient):
pass
with warnings.catch_warnings(record=True) as ws:
TestAxClient()
self.assertEqual(len(ws), 0)
@mock_botorch_optimize
def test_interruption(self) -> None:
ax_client = AxClient()
ax_client.create_experiment(
name="test",
parameters=[
{"name": "x", "type": "range", "bounds": [-5.0, 10.0]},
{"name": "y", "type": "range", "bounds": [0.0, 15.0]},
],
objectives={"branin": ObjectiveProperties(minimize=True)},
)
for i in range(6):
parameterization, trial_index = ax_client.get_next_trial()
self.assertFalse( # There should be non-complete trials.
all(t.status.is_terminal for t in ax_client.experiment.trials.values())
)
x, y = parameterization.get("x"), parameterization.get("y")
ax_client.complete_trial(
trial_index,
raw_data=assert_is_instance(
branin(
assert_is_instance(x, float),
assert_is_instance(y, float),
),
float,
),
)
old_client = ax_client
serialized = ax_client.to_json_snapshot()
ax_client = AxClient.from_json_snapshot(serialized)
self.assertEqual(len(ax_client.experiment.trials.keys()), i + 1)
self.assertIsNot(ax_client, old_client)
self.assertTrue( # There should be no non-complete trials.
all(t.status.is_terminal for t in ax_client.experiment.trials.values())
)
def test_set_status_quo(self) -> None:
ax_client = AxClient()
ax_client.create_experiment(
name="test",
parameters=[
{"name": "x", "type": "range", "bounds": [-5.0, 10.0]},
{"name": "y", "type": "range", "bounds": [0.0, 15.0]},
],
)
self.assertIsNone(ax_client.status_quo)
status_quo_params: TParameterization = {"x": 1.0, "y": 1.0}
ax_client.set_status_quo(status_quo_params)
self.assertEqual(
ax_client.experiment.status_quo,
Arm(parameters=status_quo_params, name="status_quo"),
)
def test_status_quo_property(self) -> None:
status_quo_params: TParameterization = {"x": 1.0, "y": 1.0}
ax_client = AxClient()
ax_client.create_experiment(
name="test",
parameters=[
{"name": "x", "type": "range", "bounds": [-5.0, 10.0]},
{"name": "y", "type": "range", "bounds": [0.0, 15.0]},
],
status_quo=status_quo_params,
)
self.assertEqual(ax_client.status_quo, status_quo_params)
with self.subTest("it returns a copy"):
none_throws(ax_client.status_quo).update({"x": 2.0})
none_throws(ax_client.status_quo)["y"] = 2.0
self.assertEqual(none_throws(ax_client.status_quo)["x"], 1.0)
self.assertEqual(none_throws(ax_client.status_quo)["y"], 1.0)
def test_set_optimization_config_to_moo_with_constraints(self) -> None:
ax_client = AxClient()
ax_client.create_experiment(
name="test",
parameters=[
{"name": "x", "type": "range", "bounds": [-5.0, 10.0]},
{"name": "y", "type": "range", "bounds": [0.0, 15.0]},
],
status_quo={"x": 1.0, "y": 1.0},
)
ax_client.set_optimization_config(
objectives={
"foo": ObjectiveProperties(minimize=True, threshold=3.1),
"bar": ObjectiveProperties(minimize=False, threshold=1.0),
},
outcome_constraints=["baz >= 7.2%"],
)
opt_config = assert_is_instance(
ax_client.experiment.optimization_config,
MultiObjectiveOptimizationConfig,
)
objective = assert_is_instance(opt_config.objective, MultiObjective)
self.assertEqual(
objective.metric_names[0],
"foo",
)
self.assertEqual(
opt_config.objective.metric_names[1],
"bar",
)
self.assertEqual(
[w < 0 for _, w in opt_config.objective.metric_weights],
[True, False],
)
self.assertEqual(
opt_config.objective_thresholds[0],
ObjectiveThreshold(
metric=Metric(name="foo", lower_is_better=True),
bound=3.1,
relative=False,
op=ComparisonOp.LEQ,
),
)
self.assertEqual(
opt_config.objective_thresholds[1],
ObjectiveThreshold(
metric=Metric(name="bar", lower_is_better=False),
bound=1.0,
relative=False,
op=ComparisonOp.GEQ,
),
)
self.assertEqual(
opt_config.outcome_constraints[0],
OutcomeConstraint(
metric=Metric(name="baz", lower_is_better=False),
bound=7.2,
relative=True,
op=ComparisonOp.GEQ,
),
)
def test_set_optimization_config_to_single_objective(self) -> None:
ax_client = AxClient()
ax_client.create_experiment(
name="test",
parameters=[
{"name": "x", "type": "range", "bounds": [-5.0, 10.0]},
{"name": "y", "type": "range", "bounds": [0.0, 15.0]},
],
status_quo={"x": 1.0, "y": 1.0},
)
ax_client.set_optimization_config(
objectives={
"foo": ObjectiveProperties(minimize=True),
},
outcome_constraints=["baz >= 7.2%"],
)
opt_config = none_throws(ax_client.experiment.optimization_config)
self.assertEqual(
opt_config.objective.metric_names[0],
"foo",
)
self.assertEqual(
opt_config.objective.minimize,
True,
)
self.assertEqual(
opt_config.outcome_constraints[0],
OutcomeConstraint(
metric=Metric(name="baz", lower_is_better=False),
bound=7.2,
relative=True,
op=ComparisonOp.GEQ,
),
)
def test_set_optimization_config_without_objectives_raises_error(self) -> None:
ax_client = AxClient()
ax_client.create_experiment(
name="test",
parameters=[
{"name": "x", "type": "range", "bounds": [-5.0, 10.0]},
{"name": "y", "type": "range", "bounds": [0.0, 15.0]},
],
status_quo={"x": 1.0, "y": 1.0},
)
original_opt_config = ax_client.experiment.optimization_config
with self.assertRaisesRegex(
ValueError, "optimization config not set because it was missing objectives"
):
ax_client.set_optimization_config(
outcome_constraints=["baz >= 7.2%"],
)
self.assertEqual(original_opt_config, ax_client.experiment.optimization_config)
@mock_botorch_optimize
def test_default_generation_strategy_continuous(self) -> None:
"""
Test that Sobol+BoTorch is used if no GenerationStrategy is provided.
"""
ax_client = get_branin_optimization()
self.assertEqual(
[
s.generator_spec.generator_enum
for s in none_throws(ax_client.generation_strategy)._nodes
],
[Generators.SOBOL, Generators.BOTORCH_MODULAR],
)
with self.assertRaisesRegex(ValueError, ".* no trials"):
ax_client.get_optimization_trace(objective_optimum=branin.fmin)
for i in range(6):
gen_limit, opt_complete = ax_client.get_current_trial_generation_limit()
self.assertFalse(opt_complete)
if i < 5:
self.assertEqual(gen_limit, 5 - i)
else:
self.assertEqual(gen_limit, DEFAULT_BAYESIAN_CONCURRENCY)
parameterization, trial_index = ax_client.get_next_trial()
x, y = parameterization.get("x"), parameterization.get("y")
ax_client.complete_trial(
trial_index,
raw_data={
"branin": (
assert_is_instance(
branin(
assert_is_instance(x, float),
assert_is_instance(y, float),
),
float,
),
0.0,
)
},
)
self.assertEqual(
none_throws(ax_client.generation_strategy.adapter)._generator_key, "BoTorch"
)
ax_client.get_optimization_trace(objective_optimum=branin.fmin)
ax_client.get_contour_plot()
trials_df = ax_client.get_trials_data_frame()
self.assertIn("x", trials_df)
self.assertIn("y", trials_df)
self.assertIn("branin", trials_df)
self.assertEqual(len(trials_df), 6)
@mock_botorch_optimize
def test_default_generation_strategy_continuous_gen_trials_in_batches(self) -> None:
ax_client = get_branin_optimization()
# All Sobol trials should be able to be generated at once.
sobol_trials_dict, is_complete = ax_client.get_next_trials(max_trials=10)
self.assertEqual(len(sobol_trials_dict), 5)
self.assertFalse(is_complete)
# Now no trials should be generated since more need completion before GPEI.
empty_trials_dict, is_complete = ax_client.get_next_trials(max_trials=10)
self.assertEqual(len(empty_trials_dict), 0)
self.assertFalse(is_complete)
for idx, parameterization in sobol_trials_dict.items():
ax_client.complete_trial(
idx,
raw_data={
"branin": (
assert_is_instance(
branin(
assert_is_instance(parameterization.get("x"), float),
assert_is_instance(parameterization.get("y"), float),
),
float,
),
0.0,
)
},
)
# Now one batch of GPEI trials can be produced, limited by parallelism.
trials_dict, is_complete = ax_client.get_next_trials(max_trials=10)
self.assertEqual(len(trials_dict), 3)
self.assertFalse(is_complete)
@patch(
f"{GenerationStrategy.__module__}.GenerationStrategy._gen_with_multiple_nodes",
side_effect=OptimizationComplete("test error"),
)
@patch(
"ax.core.Experiment.signature_to_metric",
autospec=True,
return_value={"branin": Metric(name="branin")},
)
def test_optimization_complete(self, _mock_gen, _mock_sig_to_metric) -> None:
ax_client = AxClient()
ax_client.create_experiment(
name="test",
parameters=[
{"name": "x", "type": "range", "bounds": [-5.0, 10.0]},
{"name": "y", "type": "range", "bounds": [0.0, 15.0]},
],
objectives={"branin": ObjectiveProperties(minimize=True)},
)
trials, completed = ax_client.get_next_trials(max_trials=3)
self.assertEqual(trials, {})
self.assertTrue(completed)
def test_sobol_generation_strategy_completion(self) -> None:
ax_client = get_branin_optimization(
generation_strategy=GenerationStrategy(
steps=[GenerationStep(Generators.SOBOL, num_trials=3)]
)
)
# All Sobol trials should be able to be generated at once and optimization
# should be completed once they are generated.
sobol_trials_dict, is_complete = ax_client.get_next_trials(max_trials=10)
self.assertEqual(len(sobol_trials_dict), 3)
self.assertTrue(is_complete)
empty_trials_dict, is_complete = ax_client.get_next_trials(max_trials=10)
self.assertEqual(len(empty_trials_dict), 0)
self.assertTrue(is_complete)
def test_save_and_load_generation_strategy(self) -> None:
init_test_engine_and_session_factory(force_init=True)
config = SQAConfig()
encoder = Encoder(config=config)
decoder = Decoder(config=config)
db_settings = DBSettings(encoder=encoder, decoder=decoder)
generation_strategy = GenerationStrategy(
steps=[GenerationStep(Generators.SOBOL, num_trials=-1)]
)
ax_client = AxClient(
db_settings=db_settings, generation_strategy=generation_strategy
)
ax_client.create_experiment(
name="unique_test_experiment",
parameters=[
{"name": "x", "type": "range", "bounds": [-5.0, 10.0]},
{"name": "y", "type": "range", "bounds": [0.0, 15.0]},
],
)
second_client = AxClient(db_settings=db_settings)
second_client.load_experiment_from_database("unique_test_experiment")
self.assertEqual(second_client.generation_strategy, generation_strategy)
def test_save_and_load_no_generation_strategy(self) -> None:
init_test_engine_and_session_factory(force_init=True)
config = SQAConfig()
encoder = Encoder(config=config)
decoder = Decoder(config=config)
db_settings = DBSettings(encoder=encoder, decoder=decoder)
experiment = get_branin_experiment(named=True)
save_experiment(experiment=experiment, config=config)
client = AxClient(db_settings=db_settings)
with self.assertRaisesRegex(
UserInputError, "choose_generation_strategy_kwargs"
):
client.load_experiment_from_database(experiment.name)
client = AxClient(db_settings=db_settings)
client.load_experiment_from_database(
experiment_name=experiment.name, choose_generation_strategy_kwargs={}
)
self.assertIsNotNone(client.generation_strategy)
@patch(
f"{AxClient.__module__}.AxClient._save_experiment_to_db_if_possible",
side_effect=Exception("patched db exception"),
)
def test_db_write_failure_on_create_experiment(self, _mock_save_experiment) -> None:
init_test_engine_and_session_factory(force_init=True)
config = SQAConfig()
encoder = Encoder(config=config)
decoder = Decoder(config=config)
db_settings = DBSettings(encoder=encoder, decoder=decoder)
ax_client = AxClient(
db_settings=db_settings,
)
with self.assertRaises(
expected_exception=Exception, msg="patched db exception"
):
ax_client.create_experiment(
name="unique_test_experiment1",
parameters=[
{"name": "x", "type": "range", "bounds": [-5.0, 10.0]},
{"name": "y", "type": "range", "bounds": [0.0, 15.0]},
],
)
@mock_botorch_optimize
def test_default_generation_strategy_continuous_for_moo(self) -> None:
"""Test that Sobol+MOO is used if no GenerationStrategy is provided."""
ax_client = AxClient()
ax_client.create_experiment(
parameters=[
{"name": "x", "type": "range", "bounds": [-5.0, 10.0]},
{"name": "y", "type": "range", "bounds": [0.0, 15.0]},
],
objectives={
"branin": ObjectiveProperties(minimize=True, threshold=1.0),
"b": ObjectiveProperties(minimize=True, threshold=1.0),
},
)
self.assertEqual(
[
s.generator_spec.generator_enum
for s in none_throws(ax_client.generation_strategy)._nodes
],
[Generators.SOBOL, Generators.BOTORCH_MODULAR],
)
with self.assertRaisesRegex(ValueError, ".* no trials"):
ax_client.get_optimization_trace(objective_optimum=branin.fmin)
for i in range(6):
with mock.patch("ax.service.ax_client.logger.info") as mock_log:
parameterization, trial_index = ax_client.get_next_trial()
log_message = mock_log.call_args.args[0]
if i < 5:
expected_model = "Sobol"
else:
expected_model = "BoTorch"
self.assertIn(f"using model {expected_model}", log_message)
x, y = parameterization.get("x"), parameterization.get("y")
ax_client.complete_trial(
trial_index,
raw_data={
"branin": (
assert_is_instance(
branin(
assert_is_instance(x, float),
assert_is_instance(y, float),
),
float,
),
0.0,
),
"b": (
assert_is_instance(
branin(
assert_is_instance(x, float),
assert_is_instance(y, float),
),
float,
),
0.0,
),
},
)
self.assertEqual(
none_throws(ax_client.generation_strategy.adapter)._generator_key, "BoTorch"
)
ax_client.get_contour_plot(metric_name="branin")
ax_client.get_contour_plot(metric_name="b")
trials_df = ax_client.get_trials_data_frame()
self.assertIn("x", trials_df)
self.assertIn("y", trials_df)
self.assertIn("branin", trials_df)
self.assertIn("b", trials_df)
self.assertEqual(len(trials_df), 6)
with self.subTest("it raises UnsupportedError for get_optimization_trace"):
with self.assertRaises(UnsupportedError):
ax_client.get_optimization_trace(objective_optimum=branin.fmin)
with self.subTest(
"it raises UnsupportedError for get_contour_plot without metric"
):
with self.assertRaises(UnsupportedError):
ax_client.get_contour_plot()
def test_create_experiment(self) -> None:
"""Test basic experiment creation."""
ax_client = AxClient(
GenerationStrategy(
steps=[GenerationStep(generator=Generators.SOBOL, num_trials=30)]
)
)
with self.assertRaisesRegex(AssertionError, "Experiment not set on Ax client"):
ax_client.experiment
expression_str = "x4 + 2.0 * x6 + 1.0"
ax_client.create_experiment(
name="test_experiment",
parameters=[
{
"name": "x",
"type": "range",
"bounds": [0.001, 0.1],
"value_type": "float",
"log_scale": True,
"digits": 6,
},
{
"name": "y",
"type": "choice",
"values": [1, 2, 3],
"value_type": "int",
"is_ordered": True,
},
{"name": "x3", "type": "fixed", "value": 2, "value_type": "int"},
{
"name": "x4",
"type": "range",
"bounds": [1.0, 3.0],
"value_type": "int",
},
{
"name": "x5",
"type": "choice",
"values": ["one", "two", "three"],
"value_type": "str",
},
{
"name": "x6",
"type": "range",
"bounds": [1.0, 3.0],
"value_type": "int",
},
{
"name": "x7",
"type": "derived",
"expression_str": expression_str,
"value_type": "int",
},
],
objectives={"test_objective": ObjectiveProperties(minimize=True)},
outcome_constraints=["some_metric >= 3", "some_metric <= 4.0"],
parameter_constraints=["x4 <= x6"],
tracking_metric_names=["test_tracking_metric"],
is_test=True,
)
experiment = none_throws(ax_client._experiment)
self.assertEqual(ax_client.experiment.__class__.__name__, "Experiment")
self.assertEqual(experiment, ax_client.experiment)
self.assertEqual(
experiment.search_space.parameters["x"],
RangeParameter(
name="x",
parameter_type=ParameterType.FLOAT,
lower=0.001,
upper=0.1,
log_scale=True,
digits=6,
),
)
self.assertEqual(
experiment.search_space.parameters["y"],
ChoiceParameter(
name="y",
parameter_type=ParameterType.INT,
values=[1, 2, 3],
is_ordered=True,
),
)
self.assertEqual(
experiment.search_space.parameters["x3"],
FixedParameter(name="x3", parameter_type=ParameterType.INT, value=2),
)
self.assertEqual(
experiment.search_space.parameters["x4"],
RangeParameter(
name="x4", parameter_type=ParameterType.INT, lower=1.0, upper=3.0
),
)
self.assertEqual(
experiment.search_space.parameters["x5"],
ChoiceParameter(
name="x5",
parameter_type=ParameterType.STRING,
values=["one", "two", "three"],
),
)
self.assertEqual(
experiment.search_space.parameters["x6"],
RangeParameter(
name="x6", parameter_type=ParameterType.INT, lower=1.0, upper=3.0
),
)
self.assertEqual(
experiment.search_space.parameters["x7"],
DerivedParameter(
name="x7",
parameter_type=ParameterType.INT,
expression_str=expression_str,
),
)
opt_config = none_throws(experiment.optimization_config)
self.assertEqual(
opt_config.outcome_constraints[0],
OutcomeConstraint(
metric=Metric(name="some_metric", lower_is_better=False),
op=ComparisonOp.GEQ,
bound=3.0,
relative=False,
),
)
self.assertEqual(
opt_config.outcome_constraints[1],
OutcomeConstraint(
metric=Metric(name="some_metric", lower_is_better=True),
op=ComparisonOp.LEQ,
bound=4.0,
relative=False,
),
)
self.assertTrue(
none_throws(
none_throws(ax_client._experiment).optimization_config
).objective.minimize
)
self.assertEqual(
# pyre-fixme[16]: `Optional` has no attribute `tracking_metrics`.
[m.name for m in ax_client._experiment.tracking_metrics],
["test_tracking_metric"],
)
self.assertTrue(experiment.immutable_search_space_and_opt_config)
self.assertTrue(ax_client.experiment.is_test)
with self.subTest("objective_name"):
self.assertEqual(ax_client.objective_name, "test_objective")
with self.subTest("objective_names"):
self.assertEqual(ax_client.objective_names, ["test_objective"])
with self.subTest("metric_names"):
self.assertEqual(
ax_client.metric_names,
{"test_objective", "some_metric", "test_tracking_metric"},
)
def test_create_multitype_experiment(self) -> None:
"""
Test create multitype experiment, add trial type, and add metrics to
different trial types
"""
ax_client = AxClient(
GenerationStrategy(
steps=[GenerationStep(generator=Generators.SOBOL, num_trials=30)]
)
)
ax_client.create_experiment(
name="test_experiment",
parameters=[
{
"name": "x",
"type": "range",
"bounds": [0.001, 0.1],
"value_type": "float",
"log_scale": True,
"digits": 6,
},
{
"name": "y",
"type": "choice",
"values": [1, 2, 3],
"value_type": "int",
"is_ordered": True,
},
{"name": "x3", "type": "fixed", "value": 2, "value_type": "int"},
{
"name": "x4",
"type": "range",
"bounds": [1.0, 3.0],
"value_type": "int",
},
{
"name": "x5",
"type": "choice",
"values": ["one", "two", "three"],
"value_type": "str",
},
{
"name": "x6",
"type": "range",
"bounds": [1.0, 3.0],
"value_type": "int",
},
],
objectives={"test_objective": ObjectiveProperties(minimize=True)},
outcome_constraints=["some_metric >= 3", "some_metric <= 4.0"],
parameter_constraints=["x4 <= x6"],
tracking_metric_names=["test_tracking_metric"],
is_test=True,
default_trial_type="test_trial_type",
default_runner=SyntheticRunner(),
)
self.assertEqual(ax_client.experiment.__class__.__name__, "MultiTypeExperiment")
experiment = assert_is_instance(ax_client.experiment, MultiTypeExperiment)
self.assertEqual(
experiment._trial_type_to_runner["test_trial_type"].__class__.__name__,
"SyntheticRunner",
)
self.assertEqual(
experiment._metric_to_trial_type,
{
"test_tracking_metric": "test_trial_type",
"test_objective": "test_trial_type",
"some_metric": "test_trial_type",
},
)
experiment.add_trial_type(
trial_type="test_trial_type_2",
runner=SyntheticRunner(),
)
ax_client.add_tracking_metrics(
metric_names=[
"some_metric2_type1",
"some_metric3_type1",
"some_metric4_type2",
"some_metric5_type2",
],
metrics_to_trial_types={
"some_metric2_type1": "test_trial_type",
"some_metric4_type2": "test_trial_type_2",
"some_metric5_type2": "test_trial_type_2",
},
)
self.assertEqual(
experiment._metric_to_trial_type,
{