Source code for ax.core.map_data

# 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.

from __future__ import annotations

from logging import Logger
from typing import Any, Dict, Generic, Iterable, List, Optional, Type, TypeVar

import numpy as np

import pandas as pd
from import Data
from ax.core.types import TMapTrialEvaluation
from ax.exceptions.core import UnsupportedError
from ax.utils.common.base import SortableBase
from ax.utils.common.equality import dataframe_equals
from ax.utils.common.logger import get_logger
from ax.utils.common.serialization import serialize_init_args
from ax.utils.common.typeutils import checked_cast

logger: Logger = get_logger(__name__)

T = TypeVar("T")

[docs]class MapKeyInfo(Generic[T], SortableBase): """Helper class storing map keys and auxilary info for use in MapData""" def __init__( self, key: str, default_value: T, ) -> None: self._key = key self._default_value = default_value def __str__(self) -> str: return f"MapKeyInfo({self.key}, {self.default_value})" def __hash__(self) -> int: return hash((self.key, self.default_value)) def _unique_id(self) -> str: return str(self.__hash__()) @property def key(self) -> str: return self._key @property def default_value(self) -> T: return self._default_value @property # pyre-fixme[24]: Generic type `type` expects 1 type parameter, use # `typing.Type` to avoid runtime subscripting errors. def value_type(self) -> Type: return type(self._default_value)
[docs]class MapData(Data): """Class storing mapping-like results for an experiment. Data is stored in a dataframe, and axilary information ((key name, default value) pairs) are stored in a collection of MapKeyInfo objects. Mapping-like results occur whenever a metric is reported as a collection of results, each element corresponding to a tuple of values. The simplest case is a sequence. For instance a time series is a mapping from the 1-tuple `(timestamp)` to (mean, sem) results. Another example: MultiFidelity results. This is a mapping from `(fidelity_feature_1, ..., fidelity_feature_n)` to (mean, sem) results. The dataframe is retrieved via the `map_df` property. The data can be stored to an external store for future use by attaching it to an experiment using `experiment.attach_data()` (this requires a description to be set.) """ DEDUPLICATE_BY_COLUMNS = ["arm_name", "metric_name"] _map_df: pd.DataFrame _memo_df: Optional[pd.DataFrame] # pyre-fixme[24]: Generic type `MapKeyInfo` expects 1 type parameter. _map_key_infos: List[MapKeyInfo] def __init__( self, df: Optional[pd.DataFrame] = None, # pyre-fixme[24]: Generic type `MapKeyInfo` expects 1 type parameter. map_key_infos: Optional[Iterable[MapKeyInfo]] = None, description: Optional[str] = None, ) -> None: if map_key_infos is None and df is not None: raise ValueError("map_key_infos may be `None` iff `df` is None.") # pyre-fixme[4]: Attribute must be annotated. self._map_key_infos = list(map_key_infos) if map_key_infos is not None else [] if df is None: # If df is None create an empty dataframe with appropriate cols self._map_df = pd.DataFrame( columns=list(self.required_columns().union(self.map_keys)) ) else: columns = set(df.columns) missing_columns = self.required_columns() - columns if missing_columns: raise UnsupportedError( f"Dataframe must contain required columns {missing_columns}." ) extra_columns = columns - self.supported_columns( extra_column_names=self.map_keys ) if extra_columns: raise UnsupportedError( f"Columns {[mki.key for mki in extra_columns]} are not supported." ) df = df.dropna(axis=0, how="all").reset_index(drop=True) df = self._safecast_df(df=df, extra_column_types=self.map_key_to_type) col_order = [ c for c in self.column_data_types(self.map_key_to_type) if c in df.columns ] self._map_df = df[col_order] self.description = description self._memo_df = None def __eq__(self, o: MapData) -> bool: mkis_match = set(self.map_key_infos) == set(o.map_key_infos) dfs_match = dataframe_equals(self.map_df, o.map_df) return mkis_match and dfs_match @property def true_df(self) -> pd.DataFrame: return self.map_df @property # pyre-fixme[24]: Generic type `MapKeyInfo` expects 1 type parameter. def map_key_infos(self) -> Iterable[MapKeyInfo]: return self._map_key_infos @property def map_keys(self) -> List[str]: return [mki.key for mki in self.map_key_infos] @property # pyre-fixme[24]: Generic type `type` expects 1 type parameter, use # `typing.Type` to avoid runtime subscripting errors. def map_key_to_type(self) -> Dict[str, Type]: return {mki.key: mki.value_type for mki in self.map_key_infos}
[docs] @staticmethod def from_multiple_map_data( data: Iterable[MapData], subset_metrics: Optional[Iterable[str]] = None, ) -> MapData: unique_map_key_infos = [] for mki in (mki for datum in data for mki in datum.map_key_infos): if any( mki.key == unique.key and mki.default_value != unique.default_value for unique in unique_map_key_infos ): logger.warning(f"MapKeyInfo conflict for {mki.key}, eliding {mki}.") else: if not any(mki.key == unique.key for unique in unique_map_key_infos): # If there is a key conflict but the mkis are equal, silently do # not add the duplicate. unique_map_key_infos.append(mki) df = pd.concat( [pd.DataFrame(columns=[mki.key for mki in unique_map_key_infos])] + [datum.map_df for datum in data] ).fillna(value={mki.key: mki.default_value for mki in unique_map_key_infos}) subset_metrics_mask = df["metric_name"].isin( subset_metrics if subset_metrics else df["metric_name"] ) return MapData(df=df[subset_metrics_mask], map_key_infos=unique_map_key_infos)
[docs] @staticmethod def from_map_evaluations( evaluations: Dict[str, TMapTrialEvaluation], trial_index: int, # pyre-fixme[24]: Generic type `MapKeyInfo` expects 1 type parameter. map_key_infos: Optional[Iterable[MapKeyInfo]] = None, ) -> MapData: records = [ { "arm_name": name, "metric_name": metric_name, "mean": value[0] if isinstance(value, tuple) else value, "sem": value[1] if isinstance(value, tuple) else None, "trial_index": trial_index, **map_dict, } for name, map_dict_and_metrics_list in evaluations.items() for map_dict, evaluation in map_dict_and_metrics_list for metric_name, value in evaluation.items() ] map_keys = { key for name, map_dict_and_metrics_list in evaluations.items() for map_dict, evaluation in map_dict_and_metrics_list for key in map_dict.keys() } map_key_infos = map_key_infos or [ MapKeyInfo(key=key, default_value=0.0) for key in map_keys ] if {mki.key for mki in map_key_infos} != map_keys: raise ValueError("Inconsistent map_key sets in evaluations.") return MapData(df=pd.DataFrame(records), map_key_infos=map_key_infos)
@property def map_df(self) -> pd.DataFrame: return self._map_df @map_df.setter # pyre-fixme[3]: Return type must be annotated. def map_df(self, df: pd.DataFrame): raise UnsupportedError( "MapData's underlying DataFrame is immutable; create a new" + " MapData via `__init__` or `from_multiple_data`." )
[docs] @staticmethod def from_multiple_data( data: Iterable[Data], subset_metrics: Optional[Iterable[str]] = None, ) -> MapData: """Downcast instances of Data into instances of MapData with empty map_key_infos if necessary then combine as usual (filling in empty cells with default values). """ map_datas = [ MapData(df=datum.df, map_key_infos=[]) if not isinstance(datum, MapData) else datum for datum in data ] return MapData.from_multiple_map_data( data=map_datas, subset_metrics=subset_metrics )
@property def df(self) -> pd.DataFrame: """Returns a Data shaped DataFrame""" # If map_keys is empty just return the df if self._memo_df is not None: return self._memo_df if not any(True for _ in self.map_keys): return self.map_df self._memo_df = ( self.map_df.sort_values(list(self.map_keys)) .drop_duplicates(MapData.DEDUPLICATE_BY_COLUMNS, keep="last") .loc[:, ~self.map_df.columns.isin(self.map_keys)] ) return self._memo_df
[docs] @classmethod # pyre-fixme[2]: Parameter annotation cannot be `Any`. def serialize_init_args(cls, obj: Any) -> Dict[str, Any]: map_data = checked_cast(MapData, obj) properties = serialize_init_args(object=map_data) properties["df"] = map_data.map_df properties["map_key_infos"] = [ serialize_init_args(object=mki) for mki in properties["map_key_infos"] ] return properties
[docs] @classmethod def deserialize_init_args(cls, args: Dict[str, Any]) -> Dict[str, Any]: """Given a dictionary, extract the properties needed to initialize the metric. Used for storage. """ args["map_key_infos"] = [ MapKeyInfo(d["key"], d["default_value"]) for d in args["map_key_infos"] ] return super().deserialize_init_args(args=args)
[docs] def subsample( self, map_key: Optional[str] = None, keep_every: Optional[int] = None, limit_rows_per_group: Optional[int] = None, limit_total_rows: Optional[int] = None, include_first_last: bool = True, ) -> MapData: """Subsample the `map_key` column in an equally-spaced manner (if there is a `self.map_keys` is length one, then `map_key` can be set to None). The values of the `map_key` column are not taken into account, so this function is most reasonable when those values are equally-spaced. There are three ways that this can be done: 1. If `keep_every = k` is set, then every kth row of the DataFrame in the `map_key` column is kept after grouping by `DEDUPLICATE_BY_COLUMNS`. In other words, every kth step of each (arm, metric) will be kept. 2. If `limit_rows_per_group = n`, the method will find the (arm, metric) pair with the largest number of rows in the `map_key` column and select an approprioate `keep_every` such that each (arm, metric) has at most `n` rows in the `map_key` column. 3. If `limit_total_rows = n`, the method will select an appropriate `keep_every` such that the total number of rows per metric is less than `n`. If multiple of `keep_every`, `limit_rows_per_group`, `limit_total_rows`, then the priority is in the order above: 1. `keep_every`, 2. `limit_rows_per_group`, and 3. `limit_total_rows`. Note that we want all curves to be subsampled with nearly the same spacing. Internally, the method converts `limit_rows_per_group` and `limit_total_rows` to a `keep_every` quantity that will satisfy the original request. When `include_first_last` is True, then the method will use the `keep_every` as a guideline and for each group, produce (nearly) evenly spaced points that include the first and last points. """ if map_key is None: if len(self.map_keys) > 1: raise ValueError( "More than one `map_key` found, cannot decide target to subsample." ) map_key = self.map_keys[0] derived_keep_every = None map_df = self.map_df if keep_every is not None: derived_keep_every = keep_every elif limit_rows_per_group is not None: max_rows = map_df.groupby(MapData.DEDUPLICATE_BY_COLUMNS).size().max() derived_keep_every = np.ceil(max_rows / limit_rows_per_group) elif limit_total_rows is not None: num_metrics = len(self.map_df["metric_name"].unique()) limit_total_rows = limit_total_rows * num_metrics group_sizes = ( self.map_df.groupby(MapData.DEDUPLICATE_BY_COLUMNS).size().to_numpy() ) if limit_total_rows < len(group_sizes): raise ValueError( f"The value of `limit_total_rows` ({limit_total_rows}) is too " f"small compared to the number of groups ({len(group_sizes)})." ) # search for the `keep_every` such that when you apply it to each group, # the total number of rows is smaller than `limit_total_rows`. derived_keep_every = next( ( k for k in range(1, group_sizes.max()) if (np.ceil(group_sizes / k)).sum() <= limit_total_rows ) ) else: raise ValueError( "At least one of `keep_every`, `limit_rows_per_group`, or " "`limit_total_rows` must be specified." ) if derived_keep_every <= 1: filtered_map_df = map_df else: filtered_dfs = [] for _, df_g in map_df.groupby(MapData.DEDUPLICATE_BY_COLUMNS): df_g = df_g.sort_values(map_key) if include_first_last: rows_per_group = int(np.ceil(len(df_g) / derived_keep_every)) idcs = np.round( np.linspace(0, len(df_g) - 1, rows_per_group) ).astype(int) filtered_df = df_g.iloc[idcs] else: filtered_df = df_g.iloc[:: int(derived_keep_every)] filtered_dfs.append(filtered_df) filtered_map_df: pd.DataFrame = pd.concat(filtered_dfs) return MapData( df=filtered_map_df, map_key_infos=self.map_key_infos, description=self.description, )