Source code for ax.modelbridge.pairwise

#!/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.

from __future__ import annotations

from typing import List, Optional, Tuple

import numpy as np
import torch
from ax.core.observation import ObservationData, ObservationFeatures
from ax.core.types import TCandidateMetadata
from ax.modelbridge.torch import TorchModelBridge
from botorch.models.utils.assorted import consolidate_duplicates
from botorch.utils.containers import SliceContainer
from botorch.utils.datasets import RankingDataset, SupervisedDataset
from torch import Tensor

[docs]class PairwiseModelBridge(TorchModelBridge): def _convert_observations( self, observation_data: List[ObservationData], observation_features: List[ObservationFeatures], outcomes: List[str], parameters: List[str], ) -> Tuple[ List[Optional[SupervisedDataset]], Optional[List[List[TCandidateMetadata]]] ]: """Converts observations to a dictionary of `Dataset` containers and (optional) candidate metadata. """ if len(observation_features) != len(observation_data): raise ValueError("Observation features and data must have the same length!") ordered_idx = np.argsort([od.trial_index for od in observation_features]) observation_features = [observation_features[i] for i in ordered_idx] observation_data = [observation_data[i] for i in ordered_idx] ( Xs, Ys, Yvars, candidate_metadata_dict, any_candidate_metadata_is_not_none, ) = self._extract_observation_data( observation_data, observation_features, parameters ) datasets: List[Optional[SupervisedDataset]] = [] candidate_metadata = [] for outcome in outcomes: X = torch.stack(Xs[outcome], dim=0) Y = torch.tensor(Ys[outcome], dtype=torch.long).unsqueeze(-1) # Update Xs and Ys shapes for PairwiseGP Y = _binary_pref_to_comp_pair(Y=Y) X, Y = _consolidate_comparisons(X=X, Y=Y) datapoints, comparisons = X, Y.long() event_shape = torch.Size([2 * datapoints.shape[-1]]) # pyre-fixme[6]: For 2nd param expected `LongTensor` but got `Tensor`. dataset_X = SliceContainer(datapoints, comparisons, event_shape=event_shape) dataset_Y = torch.tensor([[0, 1]]).expand(comparisons.shape) dataset = RankingDataset(X=dataset_X, Y=dataset_Y) datasets.append(dataset) candidate_metadata.append(candidate_metadata_dict[outcome]) if not any_candidate_metadata_is_not_none: return datasets, None return datasets, candidate_metadata
def _binary_pref_to_comp_pair(Y: Tensor) -> Tensor: """Convert Y from binary indicator pair to index pair comparisons Convert Y from binary indicator pair such as [[0, 1], [1, 0], ...] to index comparisons like [[1, 0], [2, 3], ...] """ Y_shape = Y.shape[:-2] + (-1, 2) Y = Y.reshape(Y_shape) _validate_Y_values(Y) idx_shift = (torch.arange(0, Y.shape[-2]) * 2).unsqueeze(-1).expand_as(Y) comparison_pairs = idx_shift + (1 - Y) return comparison_pairs def _consolidate_comparisons(X: Tensor, Y: Tensor) -> Tuple[Tensor, Tensor]: """Drop duplicated Xs and update the indices in Ys accordingly""" if Y.shape[-1] != 2: raise ValueError( "The last dimension of Y must contain 2 elements " "representing the pairwise comparison." ) if len(Y.shape) != 2: raise ValueError("Y must have 2 dimensions.") X, Y, _ = consolidate_duplicates(X, Y) return X, Y def _validate_Y_values(Y: Tensor) -> None: """Check if Ys have valid values""" # Y must have even number of elements if Y.shape[-1] != 2: raise ValueError( f"Trailing dimension of `Y` should be size 2 but is {Y.shape[-1]}" ) # all adjacent pairs must have exactly a 0 and a 1 if not (Y.min(dim=-1).values.eq(0).all() and Y.max(dim=-1).values.eq(1).all()): raise ValueError("`Y` values must be `{0, 1}.`")