Source code for ax.modelbridge.transforms.derelativize

#!/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 typing import List, Optional, TYPE_CHECKING

import numpy as np
from ax.core.observation import ObservationFeatures
from ax.core.optimization_config import OptimizationConfig
from ax.core.outcome_constraint import OutcomeConstraint, ScalarizedOutcomeConstraint
from ax.modelbridge.base import unwrap_observation_data
from ax.modelbridge.transforms.base import Transform
from ax.modelbridge.transforms.ivw import ivw_metric_merge

    # import as module to make sphinx-autodoc-typehints happy
    from ax import modelbridge as modelbridge_module  # noqa F401  # pragma: no cover

[docs]class Derelativize(Transform): """Changes relative constraints to not-relative constraints using a plug-in estimate of the status quo value. If status quo is in-design, uses model estimate at status quo. If not, uses raw observation at status quo. Will raise an error if status quo is in-design and model fails to predict for it, unless the flag "use_raw_status_quo" is set to True in the transform config, in which case it will fall back to using the observed value in the training data. Transform is done in-place. """
[docs] def transform_optimization_config( self, optimization_config: OptimizationConfig, modelbridge: Optional["modelbridge_module.base.ModelBridge"] = None, fixed_features: Optional[ObservationFeatures] = None, ) -> OptimizationConfig: use_raw_sq = self.config.get("use_raw_status_quo", False) has_relative_constraint = any( c.relative for c in optimization_config.all_constraints ) if not has_relative_constraint: return optimization_config # Else, we have at least one relative constraint. # Estimate the value at the status quo. if modelbridge is None: raise ValueError("ModelBridge not supplied to transform.") if modelbridge.status_quo is None: raise ValueError( "Optimization config has relative constraint, but model was " "not fit with status quo." ) try: f, _ = modelbridge.predict([modelbridge.status_quo.features]) except Exception: # Check if it is out-of-design. if use_raw_sq or not modelbridge.model_space.check_membership( modelbridge.status_quo.features.parameters ): # Out-of-design: use the raw observation sq_data = ivw_metric_merge( # pyre-fixme[16]: `Optional` has no attribute `data`., conflicting_noiseless="raise", ) f, _ = unwrap_observation_data([sq_data]) else: # Should have worked. raise # pragma: no cover # Plug in the status quo value to each relative constraint. for c in optimization_config.all_constraints: if c.relative: if isinstance(c, ScalarizedOutcomeConstraint): # The sq_val of scalarized outcome is the weighted # sum of its component metrics sq_val = np.sum( [ c.weights[i] * f[][0] for i, metric in enumerate(c.metrics) ] ) else: sq_val = f[][0] c.bound = (1 + c.bound / 100.0) * sq_val c.relative = False return optimization_config
[docs] def untransform_outcome_constraints( self, outcome_constraints: List[OutcomeConstraint], fixed_features: Optional[ObservationFeatures] = None, ) -> List[OutcomeConstraint]: # We intentionally leave outcome constraints derelativized when # untransforming. return outcome_constraints