Implement should_stop_trial_early (facebook#3139)

Summary:
Pull Request resolved: facebook#3139

Implement a lightweight wrapper around BaseEarlyStoppingStrategy.should_stop_trials_early that given a trial index simply tells whether the trial should be stopped or not.

Note: this wrapper will be extremely helpful for us if we want to revamp the BaseEarlyStoppingStrategy interface (which could use some serious work) without disrupting users.

Reviewed By: saitcakmak

Differential Revision: D66669283

fbshipit-source-id: 9644b98181d7d055601a43f81ffbdcda5d92ba40

ax/preview/api/client.py

@@ -528,7 +528,22 @@ def should_stop_trial_early(self, trial_index: int) -> bool:
         Returns:
             Whether the trial should be stopped early.
         """
-        ...
+        if self._early_stopping_strategy is None:
+            # In the future we may want to support inferring a default early stopping
+            # strategy
+            raise UnsupportedError(
+                "Early stopping strategy not set. Please set an early stopping "
+                "strategy before calling should_stop_trial_early."
+            )
+
+        es_response = none_throws(
+            self._early_stopping_strategy
+        ).should_stop_trials_early(
+            trial_indices={trial_index}, experiment=self._none_throws_experiment()
+        )
+
+        # TODO[mpolson64]: log the returned reason for stopping the trial
+        return trial_index in es_response
 
     # -------------------- Section 2.3 Marking trial status manually ----------------
     def mark_trial_failed(self, trial_index: int) -> None:

ax/preview/api/tests/test_client.py

@@ -28,6 +28,7 @@
 from ax.core.parameter_constraint import ParameterConstraint
 from ax.core.search_space import SearchSpace
 from ax.core.trial import Trial
+from ax.early_stopping.strategies import PercentileEarlyStoppingStrategy
 from ax.exceptions.core import UnsupportedError
 from ax.preview.api.client import Client
 from ax.preview.api.configs import (
@@ -737,6 +738,35 @@ def test_mark_trial_early_stopped(self) -> None:
             ),
         )
 
+    def test_should_stop_trial_early(self) -> None:
+        client = Client()
+
+        client.configure_experiment(
+            ExperimentConfig(
+                parameters=[
+                    RangeParameterConfig(
+                        name="x1", parameter_type=ParameterType.FLOAT, bounds=(-1, 1)
+                    ),
+                ],
+                name="foo",
+            )
+        )
+        client.configure_optimization(objective="foo")
+
+        with self.assertRaisesRegex(
+            UnsupportedError, "Early stopping strategy not set"
+        ):
+            client.should_stop_trial_early(trial_index=0)
+
+        client.set_early_stopping_strategy(
+            early_stopping_strategy=PercentileEarlyStoppingStrategy(
+                metric_names=["foo"]
+            )
+        )
+
+        client.get_next_trials(maximum_trials=1)
+        self.assertFalse(client.should_stop_trial_early(trial_index=0))
+
 
 class DummyRunner(IRunner):
     @override