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test_torch_adapter.py
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1768 lines (1632 loc) · 72 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
from collections.abc import Sized
from contextlib import ExitStack
from itertools import product
from typing import Any
from unittest import mock
from unittest.mock import patch
import numpy as np
import torch
from ax.adapter.adapter_utils import _binary_pref_to_comp_pair, _consolidate_comparisons
from ax.adapter.base import Adapter
from ax.adapter.cross_validation import cross_validate
from ax.adapter.registry import Cont_X_trans, MBM_X_trans, Y_trans
from ax.adapter.torch import TorchAdapter
from ax.adapter.transforms.one_hot import OneHot
from ax.adapter.transforms.relativize import RelativizeWithConstantControl
from ax.adapter.transforms.standardize_y import StandardizeY
from ax.adapter.transforms.unit_x import UnitX
from ax.core.arm import Arm
from ax.core.auxiliary import AuxiliaryExperiment, AuxiliaryExperimentPurpose
from ax.core.data import Data
from ax.core.experiment import Experiment
from ax.core.generator_run import GeneratorRun
from ax.core.metric import Metric
from ax.core.objective import MultiObjective, Objective
from ax.core.observation import Observation, ObservationData, ObservationFeatures
from ax.core.optimization_config import OptimizationConfig, PreferenceOptimizationConfig
from ax.core.outcome_constraint import OutcomeConstraint, ScalarizedOutcomeConstraint
from ax.core.parameter import (
ChoiceParameter,
DerivedParameter,
ParameterType,
RangeParameter,
)
from ax.core.search_space import SearchSpace, SearchSpaceDigest
from ax.core.types import ComparisonOp
from ax.exceptions.core import DataRequiredError, UnsupportedError, UserInputError
from ax.exceptions.model import ModelError
from ax.generators.torch.botorch_modular.generator import BoTorchGenerator
from ax.generators.torch.botorch_modular.surrogate import Surrogate, SurrogateSpec
from ax.generators.torch.botorch_modular.utils import ModelConfig
from ax.generators.torch_base import TorchGenerator, TorchGenResults
from ax.utils.common.constants import Keys
from ax.utils.common.testutils import TestCase
from ax.utils.stats.model_fit_stats import MSE
from ax.utils.testing.core_stubs import (
get_branin_experiment,
get_branin_experiment_with_multi_objective,
get_data,
get_experiment_with_observations,
get_search_space_for_range_value,
get_search_space_for_range_values,
)
from ax.utils.testing.mock import mock_botorch_optimize
from ax.utils.testing.preference_stubs import get_pbo_experiment
from botorch.acquisition import LearnedObjective
from botorch.acquisition.logei import qLogNoisyExpectedImprovement
from botorch.acquisition.preference import (
AnalyticExpectedUtilityOfBestOption,
qExpectedUtilityOfBestOption,
)
from botorch.models import SingleTaskGP
from botorch.models.map_saas import AdditiveMapSaasSingleTaskGP
from botorch.models.model_list_gp_regression import ModelListGP
from botorch.models.pairwise_gp import PairwiseGP, PairwiseLaplaceMarginalLogLikelihood
from botorch.models.transforms.input import Normalize
from botorch.models.transforms.outcome import Standardize
from botorch.utils.datasets import (
ContextualDataset,
MultiTaskDataset,
RankingDataset,
SupervisedDataset,
)
from pandas import DataFrame
from pyre_extensions import assert_is_instance, none_throws
class TorchAdapterTest(TestCase):
@mock_botorch_optimize
def test_TorchAdapter(self, device: torch.device | None = None) -> None:
tkwargs: dict[str, Any] = {"dtype": torch.double, "device": device}
# Construct an experiment with known data.
feature_names = ["x1", "x2", "x3"]
search_space = get_search_space_for_range_values(
min=0.0, max=5.0, parameter_names=feature_names
)
opt_config = OptimizationConfig(
objective=Objective(metric=Metric("y1"), minimize=True),
outcome_constraints=[
OutcomeConstraint(
metric=Metric("y2"), op=ComparisonOp.GEQ, bound=0.0, relative=False
)
],
)
experiment = Experiment(
search_space=search_space, optimization_config=opt_config, name="test"
)
X = torch.tensor([[1.0, 2.0, 3.0], [2.0, 3.0, 4.0]], **tkwargs)
for x in X.tolist():
experiment.new_trial().add_arm(
Arm(parameters=dict(zip(feature_names, x)))
).mark_running(no_runner_required=True).mark_completed()
experiment.attach_data(
data=Data(
df=DataFrame.from_records(
{
"trial_index": [0, 0, 1, 1],
"metric_name": ["y1", "y2", "y1", "y2"],
"arm_name": ["0_0", "0_0", "1_0", "1_0"],
"mean": [3.0, 2.0, 1.0, 0.0],
"sem": [3.0, 1e-4, 2.0, 1e-3],
"metric_signature": ["y1", "y2", "y1", "y2"],
}
)
)
)
# Construct the adapter and test key methods.
adapter = TorchAdapter(
experiment=experiment,
generator=BoTorchGenerator(),
torch_device=device,
fit_on_init=False,
)
self.assertTrue(adapter.can_predict)
self.assertTrue(adapter.can_model_in_sample)
self.assertEqual(adapter.device, device)
self.assertIsNone(adapter._last_experiment_data)
experiment_data = adapter.get_training_data()
# Test `_fit`.
X = torch.tensor([[1.0, 2.0, 3.0], [2.0, 3.0, 4.0]], **tkwargs)
datasets = [
SupervisedDataset(
X=X,
Y=torch.tensor([[3.0], [1.0]], **tkwargs),
Yvar=torch.tensor([[9.0], [4.0]], **tkwargs),
feature_names=feature_names,
outcome_names=["y1"],
group_indices=torch.tensor([0, 1], device=device),
),
SupervisedDataset(
X=X,
Y=torch.tensor([[2.0], [0.0]], **tkwargs),
Yvar=torch.tensor([[1e-8], [1e-6]], **tkwargs),
feature_names=feature_names,
outcome_names=["y2"],
group_indices=torch.tensor([0, 1], device=device),
),
]
observation_features = [
ObservationFeatures(parameters=dict(zip(feature_names, Xi.tolist())))
for Xi in X
]
generator = adapter.generator
with mock.patch.object(generator, "fit", wraps=generator.fit) as mock_fit:
adapter._fit(search_space=search_space, experiment_data=experiment_data)
generator_fit_args = mock_fit.call_args.kwargs
self.assertEqual(generator_fit_args["datasets"], datasets)
expected_ssd = SearchSpaceDigest(
feature_names=feature_names, bounds=[(0, 5)] * 3
)
self.assertEqual(generator_fit_args["search_space_digest"], expected_ssd)
self.assertEqual(
generator_fit_args["candidate_metadata"],
[[{Keys.TRIAL_COMPLETION_TIMESTAMP: mock.ANY}] * 2] * 2,
)
self.assertEqual(adapter._last_experiment_data, experiment_data)
with mock.patch(f"{TorchAdapter.__module__}.logger.debug") as mock_logger:
adapter._fit(search_space=search_space, experiment_data=experiment_data)
mock_logger.assert_called_once_with(
"The experiment data is identical to the last experiment data "
"used to fit the generator. Skipping generator fitting."
)
# Test `_predict`
pred_means = [3.0, 2.0]
pred_var = [4.0, 3.0]
predict_return_value = (
torch.tensor([pred_means], **tkwargs),
torch.tensor([[[pred_var[0], 0.0], [0.0, pred_var[1]]]], **tkwargs),
)
pr_obs_data_expected = ObservationData(
metric_signatures=["y1", "y2"],
means=np.array(pred_means),
covariance=np.diag(pred_var),
)
with mock.patch.object(
generator, "predict", return_value=predict_return_value
) as mock_predict:
pr_obs_data = adapter._predict(
observation_features=observation_features[:1]
)
self.assertTrue(torch.equal(mock_predict.mock_calls[0][2]["X"], X[:1]))
self.assertEqual(pr_obs_data, [pr_obs_data_expected])
# Test `_gen`
gen_return_value = TorchGenResults(
points=torch.tensor([[1.0, 2.0, 3.0]], **tkwargs),
weights=torch.tensor([1.0], **tkwargs),
gen_metadata={"foo": 99},
)
best_point_return_value = torch.tensor([1.0, 2.0, 3.0], **tkwargs)
opt_config = OptimizationConfig(
objective=Objective(metric=Metric("y1"), minimize=False),
)
pending_observations = {
"y2": [ObservationFeatures(parameters={"x1": 1.0, "x2": 2.0, "x3": 3.0})]
}
with (
ExitStack() as es,
mock.patch.object(
generator, "gen", return_value=gen_return_value
) as mock_gen,
):
es.enter_context(
mock.patch.object(
generator, "best_point", return_value=best_point_return_value
)
)
es.enter_context(
mock.patch(
f"{TorchAdapter.__module__}.TorchAdapter."
"_array_callable_to_tensor_callable",
return_value=torch.round,
)
)
es.enter_context(
# silence a warning about inability to generate unique candidates
mock.patch(f"{Adapter.__module__}.logger.warning")
)
gen_run = adapter.gen(
n=3,
search_space=search_space,
optimization_config=opt_config,
pending_observations=pending_observations,
fixed_features=ObservationFeatures(parameters={"x2": 3.0}),
model_gen_options={"option": "yes"},
)
gen_args = mock_gen.mock_calls[0][2]
self.assertEqual(gen_args["n"], 3)
self.assertEqual(gen_args["search_space_digest"], expected_ssd)
gen_opt_config = gen_args["torch_opt_config"]
self.assertTrue(
torch.equal(
gen_opt_config.objective_weights,
torch.tensor([[1.0, 0.0]], **tkwargs),
)
)
self.assertIsNone(gen_opt_config.outcome_constraints)
self.assertIsNone(gen_opt_config.linear_constraints)
self.assertEqual(gen_opt_config.fixed_features, {1: 3.0})
X_pending_y1, X_pending_y2 = gen_opt_config.pending_observations
self.assertTrue(torch.equal(X_pending_y1, torch.tensor([], **tkwargs)))
self.assertTrue(
torch.equal(X_pending_y2, torch.tensor([[1.0, 2.0, 3.0]], **tkwargs))
)
self.assertEqual(gen_opt_config.model_gen_options, {"option": "yes"})
self.assertIs(gen_opt_config.rounding_func, torch.round)
self.assertFalse(gen_opt_config.is_moo)
self.assertEqual(gen_opt_config.opt_config_metrics, opt_config.metrics)
self.assertEqual(gen_args["search_space_digest"].target_values, {})
self.assertEqual(len(gen_run.arms), 1)
self.assertEqual(gen_run.arms[0].parameters, {"x1": 1.0, "x2": 2.0, "x3": 3.0})
self.assertEqual(gen_run.weights, [1.0])
self.assertEqual(gen_run.fit_time, 0.0)
self.assertEqual(gen_run.gen_metadata, {"foo": 99})
# Test `_cross_validate`
cv_obs_data_expected = ObservationData(
metric_signatures=["y1", "y2"],
means=np.array([3.0, 2.0]),
covariance=np.diag([4.0, 3.0]),
)
cv_test_points = [
ObservationFeatures(parameters={"x1": 1.0, "x2": 3.0, "x3": 2.0})
]
X_test = torch.tensor([[1.0, 3.0, 2.0]], **tkwargs)
with mock.patch.object(
generator,
"cross_validate",
return_value=predict_return_value,
) as mock_cross_validate:
cv_obs_data = adapter._cross_validate(
search_space=search_space,
cv_training_data=experiment_data,
cv_test_points=cv_test_points,
)
generator_cv_args = mock_cross_validate.mock_calls[0][2]
self.assertEqual(generator_cv_args["datasets"], datasets)
self.assertTrue(torch.equal(generator_cv_args["X_test"], X_test))
self.assertEqual(generator_cv_args["search_space_digest"], expected_ssd)
self.assertEqual(cv_obs_data, [cv_obs_data_expected])
# Transform observations
# This functionality is likely to be deprecated (T134940274)
# so this is not a thorough test.
adapter.transform_observations(
observations=[
Observation(features=cv_test_points[0], data=cv_obs_data_expected)
]
)
# Transform observation features
obsf = [ObservationFeatures(parameters={"x": 1.0, "y": 2.0})]
adapter.parameters = ["x", "y"]
X = adapter._transform_observation_features(observation_features=obsf)
self.assertTrue(torch.equal(X, torch.tensor([[1.0, 2.0]], **tkwargs)))
def test_TorchAdapter_cuda(self) -> None:
if torch.cuda.is_available():
self.test_TorchAdapter(device=torch.device("cuda"))
@mock_botorch_optimize
def test_evaluate_acquisition_function(self) -> None:
experiment = get_branin_experiment(with_completed_trial=True)
adapter = TorchAdapter(
experiment=experiment,
generator=BoTorchGenerator(),
transforms=[UnitX, StandardizeY],
)
obsf = ObservationFeatures(parameters={"x1": 1.0, "x2": 2.0})
# Check for value error when optimization config is not set.
with (
mock.patch.object(adapter, "_optimization_config", None),
self.assertRaisesRegex(ValueError, "optimization_config"),
):
adapter.evaluate_acquisition_function(observation_features=[obsf])
mock_acq_val = 5.0
with mock.patch.object(
adapter, "_evaluate_acquisition_function", return_value=[mock_acq_val]
) as mock_eval:
acqf_vals = adapter.evaluate_acquisition_function(
observation_features=[obsf]
)
self.assertEqual(acqf_vals, [mock_acq_val])
mock_eval.assert_called_once()
# Check that the private method was called with transformed obsf.
# Bounds for branin are [-5.0, 10.0] and [0.0, 15.0].
expected_X = [6.0 / 15.0, 2.0 / 15.0]
self.assertEqual(
mock_eval.call_args.kwargs["observation_features"],
[
[
ObservationFeatures(
parameters={"x1": expected_X[0], "x2": expected_X[1]}
)
]
],
)
# Check calls down to the acquisition function.
acqf_path = "botorch.acquisition.logei.qLogNoisyExpectedImprovement.forward"
with mock.patch(
acqf_path, return_value=torch.tensor([mock_acq_val], dtype=torch.double)
) as mock_acqf:
acqf_vals = adapter.evaluate_acquisition_function(
observation_features=[obsf]
)
self.assertEqual(acqf_vals, [mock_acq_val])
mock_acqf.assert_called_once()
expected_tensor = torch.tensor([[expected_X]], dtype=torch.double)
self.assertAllClose(mock_acqf.call_args.kwargs["X"], expected_tensor)
# Test evaluating at multiple points.
# Case 1: List[ObsFeat, ObsFeat], should be 2 x 1 x d.
with mock.patch(
acqf_path,
return_value=torch.tensor([mock_acq_val, mock_acq_val], dtype=torch.double),
) as mock_acqf:
acqf_vals = adapter.evaluate_acquisition_function(
observation_features=[obsf, obsf.clone()]
)
mock_acqf.assert_called_once()
self.assertAllClose(
mock_acqf.call_args.kwargs["X"], expected_tensor.repeat(2, 1, 1)
)
# Case 2: List[List[ObsFeat, ObsFeat]], should be 1 x 2 x d.
with mock.patch(
acqf_path,
return_value=torch.tensor([mock_acq_val, mock_acq_val], dtype=torch.double),
) as mock_acqf:
acqf_vals = adapter.evaluate_acquisition_function(
observation_features=[[obsf, obsf.clone()]]
)
mock_acqf.assert_called_once()
self.assertAllClose(
mock_acqf.call_args.kwargs["X"], expected_tensor.repeat(1, 2, 1)
)
def test_best_point(self) -> None:
search_space = get_search_space_for_range_value()
oc = OptimizationConfig(
objective=Objective(metric=Metric("a"), minimize=False),
outcome_constraints=[],
)
exp = Experiment(search_space=search_space, optimization_config=oc, name="test")
exp.new_trial().add_arm(Arm(parameters={"x": 1.0})).mark_running(
no_runner_required=True
).mark_completed()
exp.attach_data(get_data(metric_name="a", num_non_sq_arms=1, include_sq=False))
adapter = TorchAdapter(
experiment=exp,
generator=TorchGenerator(),
transforms=[OneHot, UnitX],
)
self.assertEqual(
list(adapter.transforms.keys()),
["FillMissingParameters", "Cast", "OneHot", "UnitX"],
)
mean = 1.0
cov = 2.0
predict_return_value = ({"m": [mean]}, {"m": {"m": [cov]}})
best_point_value = 0.6
gen_return_value = TorchGenResults(
points=torch.tensor([[1.0]]), weights=torch.tensor([1.0])
)
with (
mock.patch(
f"{TorchGenerator.__module__}.TorchGenerator.best_point",
return_value=torch.tensor([best_point_value]),
autospec=True,
),
mock.patch.object(adapter, "predict", return_value=predict_return_value),
):
with mock.patch.object(
adapter.generator, "gen", return_value=gen_return_value
):
run = adapter.gen(n=1, optimization_config=oc)
_, model_predictions = none_throws(adapter.model_best_point())
arm, predictions = none_throws(run.best_arm_predictions)
predictions = none_throws(predictions)
model_predictions = none_throws(model_predictions)
# UnitX removes 1 and divides by 5. Reversing here.
self.assertEqual(arm.parameters.keys(), {"x"})
self.assertAlmostEqual(
float(arm.parameters["x"]), (best_point_value * 5.0) + 1.0, places=5
)
# 1.0 in transformed space is 6.0 in original space.
self.assertEqual(run.arms[0].parameters, {"x": 6.0})
self.assertEqual(predictions[0], {"m": mean})
self.assertEqual(predictions[1], {"m": {"m": cov}})
self.assertEqual(model_predictions[0], {"m": mean})
self.assertEqual(model_predictions[1], {"m": {"m": cov}})
# test optimization config validation - raise error when
# ScalarizedOutcomeConstraint contains a metric that is not in the outcomes
with self.assertRaisesRegex(ValueError, "as a relative constraint."):
adapter.gen(
n=1,
optimization_config=OptimizationConfig(
objective=Objective(metric=Metric("a"), minimize=False),
outcome_constraints=[
ScalarizedOutcomeConstraint(
metrics=[Metric("wrong_metric_name")],
weights=[1.0],
op=ComparisonOp.LEQ,
bound=0,
)
],
),
)
with mock.patch(
f"{TorchGenerator.__module__}.TorchGenerator.best_point",
side_effect=NotImplementedError,
autospec=True,
):
res = adapter.model_best_point()
self.assertIsNone(res)
@mock_botorch_optimize
def test_importances(self) -> None:
experiment = get_branin_experiment_with_multi_objective(
with_completed_trial=True
)
adapter = TorchAdapter(experiment=experiment, generator=BoTorchGenerator())
# generator doesn't have enough data for training, so equal importances.
self.assertEqual(
adapter.feature_importances("branin_a"), {"x1": 0.5, "x2": 0.5}
)
self.assertEqual(
adapter.feature_importances("branin_b"), {"x1": 0.5, "x2": 0.5}
)
def test_candidate_metadata_propagation(self) -> None:
exp = get_branin_experiment(with_status_quo=True, with_completed_batch=True)
# Check that the metadata is correctly re-added to observation
# features during `fit`.
preexisting_batch_gr = exp.trials[0].generator_runs[0]
preexisting_batch_gr._candidate_metadata_by_arm_signature = {
preexisting_batch_gr.arms[0].signature: {
"preexisting_batch_cand_metadata": "some_value"
}
}
generator = TorchGenerator()
with mock.patch.object(
generator, "fit", wraps=generator.fit
) as mock_generator_fit:
adapter = TorchAdapter(experiment=exp, generator=generator)
datasets = mock_generator_fit.call_args.kwargs.get("datasets")
X_expected = torch.tensor(
[list(arm.parameters.values()) for arm in exp.trials[0].arms],
dtype=torch.double,
)
for dataset in datasets:
self.assertTrue(torch.equal(dataset.X, X_expected))
candidate_metadata = mock_generator_fit.call_args.kwargs.get(
"candidate_metadata"
)
self.assertEqual(len(candidate_metadata), 1)
self.assertEqual(len(candidate_metadata[0]), len(exp.trials[0].arms))
self.assertEqual(
candidate_metadata[0][0],
{
"preexisting_batch_cand_metadata": "some_value",
Keys.TRIAL_COMPLETION_TIMESTAMP: mock.ANY,
},
)
# Check that `gen` correctly propagates the metadata to the GR.
candidate_metadata = [
{"some_key": "some_value_0"},
{"some_key": "some_value_1"},
]
gen_results = TorchGenResults(
points=torch.tensor([[1, 2], [2, 3]]),
weights=torch.tensor([1.0, 2.0]),
candidate_metadata=candidate_metadata,
)
with mock.patch.object(generator, "gen", return_value=gen_results):
gr = adapter.gen(n=1)
self.assertEqual(
gr.candidate_metadata_by_arm_signature,
{
gr.arms[0].signature: candidate_metadata[0],
gr.arms[1].signature: candidate_metadata[1],
},
)
# Check that `None` candidate metadata is handled correctly.
gen_results = TorchGenResults(
points=torch.tensor([[2, 4], [3, 5]]),
weights=torch.tensor([1.0, 2.0]),
candidate_metadata=None,
)
with mock.patch.object(generator, "gen", return_value=gen_results):
gr = adapter.gen(n=1)
self.assertIsNone(gr.candidate_metadata_by_arm_signature)
# Check that no candidate metadata is handled correctly.
exp = get_branin_experiment(with_status_quo=True, with_completed_trial=True)
generator = TorchGenerator()
with mock.patch.object(
generator, "fit", wraps=generator.fit
) as mock_generator_fit:
adapter = TorchAdapter(experiment=exp, generator=generator)
with mock.patch.object(generator, "gen", return_value=gen_results):
gr = adapter.gen(n=1)
# This should be None since gen_results doesn't include any metadata.
self.assertIsNone(gr.candidate_metadata_by_arm_signature)
def test_fit_tracking_metrics(self) -> None:
exp = get_experiment_with_observations(
observations=[[0.0, 0.0, 0.0], [1.0, 1.0, 1.0], [2.0, 2.0, 2.0]],
with_tracking_metrics=True,
)
for fit_tracking_metrics in (True, False):
generator = TorchGenerator()
with mock.patch.object(
generator, "fit", wraps=generator.fit
) as mock_generator_fit:
adapter = TorchAdapter(
experiment=exp,
search_space=exp.search_space,
data=exp.lookup_data(),
generator=generator,
transforms=[],
fit_tracking_metrics=fit_tracking_metrics,
)
mock_generator_fit.assert_called_once()
call_kwargs = mock_generator_fit.call_args.kwargs
if fit_tracking_metrics:
expected_outcomes = ["m1", "m2", "m3"]
else:
expected_outcomes = ["m1", "m2"]
self.assertEqual(adapter.outcomes, expected_outcomes)
self.assertEqual(len(call_kwargs["datasets"]), len(expected_outcomes))
def test_convert_experiment_data(self) -> None:
feature_names = ["x0", "x1", "x2"]
search_space = get_search_space_for_range_values(
min=0.0, max=5.0, parameter_names=feature_names
)
raw_X = torch.rand(10, 3) * 5
raw_X[:, -1].round_() # Make sure last column is integer.
raw_X[0, -1] = 0 # Make sure task value 0 exists.
raw_Y = torch.sin(raw_X).sum(-1, keepdim=True)
experiment = get_experiment_with_observations(
parameterizations=[
{f"x{i}": x_[i].item() for i in range(3)} for x_ in raw_X
],
observations=raw_Y.tolist(),
search_space=search_space,
)
adapter = TorchAdapter(experiment=experiment, generator=BoTorchGenerator())
metric_signatures = ["m1"]
experiment_data = adapter.get_training_data()
for use_task, expected_class in (
(True, MultiTaskDataset),
(False, SupervisedDataset),
):
search_space_digest = SearchSpaceDigest(
feature_names=feature_names,
bounds=[(0.0, 5.0)] * 3,
ordinal_features=[2],
discrete_choices={2: list(range(0, 11))},
task_features=[2] if use_task else [],
target_values={2: 0.0} if use_task else {},
)
converted_datasets, ordered_outcomes, _ = adapter._convert_experiment_data(
experiment_data=experiment_data,
outcomes=metric_signatures,
parameters=feature_names,
search_space_digest=search_space_digest,
)
self.assertEqual(len(converted_datasets), 1)
dataset = none_throws(converted_datasets[0])
self.assertIs(dataset.__class__, expected_class)
if use_task:
sort_idx = torch.argsort(raw_X[:, -1])
expected_X = raw_X[sort_idx]
expected_Y = raw_Y[sort_idx]
else:
expected_X = raw_X
expected_Y = raw_Y
self.assertTrue(torch.equal(dataset.X, expected_X.to(torch.double)))
self.assertTrue(torch.equal(dataset.Y, expected_Y))
self.assertIsNone(dataset.Yvar)
self.assertEqual(dataset.feature_names, feature_names)
self.assertEqual(dataset.outcome_names, metric_signatures)
self.assertEqual(ordered_outcomes, metric_signatures)
with self.assertRaisesRegex(DataRequiredError, "no corresponding data"):
adapter._convert_experiment_data(
experiment_data=experiment_data,
outcomes=metric_signatures + ["extra"],
parameters=feature_names,
search_space_digest=search_space_digest,
)
def test_convert_experiment_data_with_conflicting_names(self) -> None:
"""Test that _convert_experiment_data handles parameter name
and metric name conflicts."""
feature_names = ["m1", "x0", "x1"] # m1 is both a feature and metric
search_space = get_search_space_for_range_values(
min=0.0, max=5.0, parameter_names=feature_names
)
raw_X = torch.rand(5, 3) * 5
raw_m1_Y = torch.sin(raw_X).sum(-1, keepdim=True)
raw_Y = torch.cat([raw_m1_Y, raw_m1_Y + 1.0], dim=1)
experiment = get_experiment_with_observations(
parameterizations=[
{f"{feature_names[i]}": x_[i].item() for i in range(3)} for x_ in raw_X
],
observations=raw_Y.tolist(),
search_space=search_space,
)
adapter = TorchAdapter(experiment=experiment, generator=TorchGenerator())
metric_names = ["m1", "m2"]
experiment_data = adapter.get_training_data()
search_space_digest = SearchSpaceDigest(
feature_names=feature_names,
bounds=[(0.0, 5.0)] * 3,
)
# This should work without errors despite the name conflict
converted_datasets, ordered_outcomes, _ = adapter._convert_experiment_data(
experiment_data=experiment_data,
outcomes=metric_names,
parameters=feature_names,
search_space_digest=search_space_digest,
)
# Verify the datasets were created correctly
self.assertEqual(len(converted_datasets), 2)
self.assertEqual(len(ordered_outcomes), 2)
self.assertIn("m1", ordered_outcomes)
self.assertIn("m2", ordered_outcomes)
# Check that all datasets have the correct feature names and shapes
for dataset in converted_datasets:
self.assertEqual(dataset.feature_names, feature_names)
self.assertEqual(dataset.X.shape[1], 3)
self.assertEqual(dataset.Y.shape[1], 1)
# Verify we have data for all 5 observations
self.assertEqual(dataset.X.shape[0], 5)
self.assertEqual(dataset.Y.shape[0], 5)
def test_convert_contextual_observations(self) -> None:
raw_X = torch.rand(10, 3) * 5
raw_X[:, -1].round_() # Make sure last column is integer.
raw_X[0, -1] = 0 # Make sure task value 0 exists.
raw_Y = torch.sin(raw_X).sum(-1, keepdim=True).expand(-1, 4)
feature_names = ["x0", "x1", "x2"]
metric_signatures = ["y", "y:c0", "y:c1", "y:c2"]
parameter_decomposition = {f"c{i}": [f"x{i}"] for i in range(3)}
metric_decomposition = {f"c{i}": [f"y:c{i}"] for i in range(3)}
search_space = get_search_space_for_range_values(
min=0.0, max=5.0, parameter_names=feature_names
)
# Make an optimization config that includes all metrics.
opt_config = OptimizationConfig(
objective=Objective(metric=Metric("y"), minimize=True),
outcome_constraints=[
OutcomeConstraint(
metric=Metric(f"y:c{i}"), op=ComparisonOp.GEQ, bound=0
)
for i in range(3)
],
)
experiment = get_experiment_with_observations(
parameterizations=[
{f"x{i}": x_[i].item() for i in range(3)} for x_ in raw_X
],
observations=raw_Y.tolist(),
search_space=search_space,
optimization_config=opt_config,
)
experiment._properties = {
"parameter_decomposition": parameter_decomposition,
"metric_decomposition": metric_decomposition,
}
adapter = TorchAdapter(experiment=experiment, generator=BoTorchGenerator())
experiment_data = adapter.get_training_data()
converted_datasets, ordered_outcomes, _ = adapter._convert_experiment_data(
experiment_data=experiment_data,
outcomes=metric_signatures,
parameters=feature_names,
search_space_digest=SearchSpaceDigest(
feature_names=feature_names,
bounds=[(0.0, 5.0)] * 3,
ordinal_features=[2],
discrete_choices={2: list(range(0, 11))},
),
)
self.assertEqual(len(converted_datasets), 2)
expected_outcomes = list(converted_datasets[0].outcome_names)
expected_outcomes.extend(list(converted_datasets[1].outcome_names))
self.assertEqual(ordered_outcomes, expected_outcomes)
for dataset in converted_datasets:
self.assertIsInstance(dataset, ContextualDataset)
self.assertEqual(dataset.feature_names, feature_names)
self.assertDictEqual(
assert_is_instance(dataset, ContextualDataset).parameter_decomposition,
parameter_decomposition,
)
if len(dataset.outcome_names) == 1:
self.assertListEqual(dataset.outcome_names, ["y"])
self.assertTrue(torch.equal(dataset.X, raw_X))
self.assertTrue(torch.equal(dataset.Y, raw_Y[:, :1]))
else:
self.assertListEqual(dataset.outcome_names, ["y:c0", "y:c1", "y:c2"])
self.assertListEqual(
assert_is_instance(dataset, ContextualDataset).context_buckets,
["c0", "c1", "c2"],
)
self.assertDictEqual(
none_throws(
assert_is_instance(
dataset, ContextualDataset
).metric_decomposition
),
metric_decomposition,
)
self.assertTrue(torch.equal(dataset.X, raw_X))
self.assertTrue(torch.equal(dataset.Y, raw_Y[:, 1:]))
# Test _get_fit_args handling of outcome names
adapter._fit_tracking_metrics = True
converted_datasets2, _, _ = adapter._get_fit_args(
search_space=search_space,
experiment_data=experiment_data,
update_outcomes_and_parameters=True,
)
self.assertEqual(adapter.outcomes, expected_outcomes)
self.assertEqual(converted_datasets, converted_datasets2)
# Check that outcomes are not updated when
# `update_outcomes_and_parameters` is False
adapter._get_fit_args(
search_space=search_space,
experiment_data=experiment_data,
update_outcomes_and_parameters=False,
)
self.assertEqual(adapter.outcomes, expected_outcomes)
@mock_botorch_optimize
def test_gen_metadata_untransform(self) -> None:
experiment = get_experiment_with_observations(
observations=[[0.0, 1.0], [2.0, 3.0]]
)
generator = BoTorchGenerator()
adapter = TorchAdapter(experiment=experiment, generator=generator)
for additional_metadata in (
{},
{"objective_thresholds": None},
{"objective_thresholds": torch.tensor([0.0, 0.0])},
):
gen_return_value = TorchGenResults(
points=torch.tensor([[1.0, 2.0]]),
weights=torch.tensor([1.0]),
gen_metadata={Keys.EXPECTED_ACQF_VAL: [1.0], **additional_metadata},
)
with (
mock.patch.object(
adapter,
"_untransform_objective_thresholds",
wraps=adapter._untransform_objective_thresholds,
) as mock_untransform,
mock.patch.object(
generator,
"gen",
return_value=gen_return_value,
),
):
adapter.gen(n=1)
if additional_metadata.get("objective_thresholds", None) is None:
mock_untransform.assert_not_called()
else:
mock_untransform.assert_called_once()
@mock_botorch_optimize
def test_gen_with_expanded_parameter_space(self) -> None:
# Test that an expanded search space with range and unordered choice
# parameters can still generate (when using the default transforms).
search_space = SearchSpace(
parameters=[
RangeParameter(
name="x1",
parameter_type=ParameterType.FLOAT,
lower=0.0,
upper=1.0,
),
ChoiceParameter(
name="x2",
parameter_type=ParameterType.FLOAT,
values=[0.0, 1.0, 2.0],
is_ordered=False,
),
]
)
experiment = get_experiment_with_observations(
observations=[[0.0, 1.0], [2.0, 3.0]], search_space=search_space
)
# Attach a trial from outside of the search space.
trial = experiment.new_trial(
generator_run=GeneratorRun(
arms=[Arm(parameters={"x1": 1.5, "x2": 0.5}, name="manual")]
)
)
data = Data(
df=DataFrame.from_records(
[
{
"arm_name": "manual",
"metric_name": metric,
"mean": o,
"sem": None,
"trial_index": trial.index,
"metric_signature": metric,
}
for metric, o in (("m1", 0.2), ("m2", 0.5))
]
)
)
experiment.attach_data(data)
trial.run().complete()
adapter = TorchAdapter(
experiment=experiment, generator=BoTorchGenerator(), transforms=MBM_X_trans
)
# Check the expanded model space. Range is expanded, Choice is not.
model_space = adapter._model_space
self.assertEqual(
model_space.parameters["x1"],
RangeParameter(
name="x1", lower=0.0, upper=1.5, parameter_type=ParameterType.FLOAT
),
)
self.assertEqual(model_space.parameters["x2"], search_space.parameters["x2"])
self.assertNotEqual(adapter._model_space, adapter._search_space)
# Generate candidates.
gr = adapter.gen(n=3)
self.assertEqual(sum(gr.weights), 3)
@mock_botorch_optimize
def test_predict_with_posterior_predictive(self) -> None:
# Checks that noise is added when using posterior predictive.
exp = get_experiment_with_observations([[1.0], [1.5], [2.0]])
adapter = TorchAdapter(
experiment=exp,
generator=BoTorchGenerator(),
)
obs_ft = ObservationFeatures(parameters={"x": 0.0, "y": 0.0})
mean_default, cov_default = adapter.predict(observation_features=[obs_ft])
mean_predictive, cov_predictive = adapter.predict(
observation_features=[obs_ft], use_posterior_predictive=True
)
# Check that means are close.
self.assertAlmostEqual(mean_default["m1"][0], mean_predictive["m1"][0])
# Check that variance is larger.
self.assertGreater(cov_predictive["m1"]["m1"], cov_default["m1"]["m1"])
@mock_botorch_optimize
def test_fitting_auxiliary_experiment_dataset(self) -> None:
"""Test BOPE with auxiliary PE experiment."""
pref_metrics = ["metric2", "metric3"]
metric_names = ["metric1", "metric2", "metric3"]
pe_exp_with_data = get_pbo_experiment(
num_parameters=len(pref_metrics),
num_experimental_metrics=0,
parameter_names=pref_metrics,
num_experimental_trials=0,
num_preference_trials=3,
num_preference_trials_w_repeated_arm=5,
unbounded_search_space=True,
experiment_name="pe_exp",
)
pref_opt_config = PreferenceOptimizationConfig(
objective=MultiObjective(
objectives=[
Objective(metric=Metric(name=pref_m), minimize=False)
for pref_m in pref_metrics
]
),
preference_profile_name=pe_exp_with_data.name,
)
# Experiment has all 3 metrics; PE optimization only uses 2
exp = get_pbo_experiment(
num_parameters=4,
num_experimental_metrics=3,
tracking_metric_names=metric_names,
num_experimental_trials=4,
num_preference_trials=0,
num_preference_trials_w_repeated_arm=0,
experiment_name="bo_exp",
optimization_config=pref_opt_config,
)
exp.add_auxiliary_experiment(
purpose=AuxiliaryExperimentPurpose.PE_EXPERIMENT,
auxiliary_experiment=AuxiliaryExperiment(experiment=pe_exp_with_data),
)
surrogate_specs = [
# Default, minimum surrogate spec
SurrogateSpec(),
# Correctly specified surrogate spec with model selection
SurrogateSpec(
model_configs=[
ModelConfig(
botorch_model_class=SingleTaskGP,
outcome_transform_classes=[Standardize],
name="STGP",
),
ModelConfig(
botorch_model_class=AdditiveMapSaasSingleTaskGP,
outcome_transform_classes=[Standardize],
name="SAAS",
),
],
metric_to_model_configs={
Keys.PAIRWISE_PREFERENCE_QUERY.value: [
ModelConfig(
botorch_model_class=PairwiseGP,
mll_class=PairwiseLaplaceMarginalLogLikelihood,
input_transform_classes=[Normalize],
)
]