Source code for ax.modelbridge.transforms.unit_x

#!/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 typing import Dict, List, Optional, Tuple, TYPE_CHECKING

import numpy as np
from ax.core.observation import Observation, ObservationFeatures
from ax.core.parameter import ParameterType, RangeParameter
from ax.core.parameter_constraint import ParameterConstraint
from ax.core.parameter_distribution import ParameterDistribution
from ax.core.search_space import RobustSearchSpace, SearchSpace
from ax.exceptions.core import UnsupportedError, UserInputError
from ax.modelbridge.transforms.base import Transform
from ax.models.types import TConfig

    # import as module to make sphinx-autodoc-typehints happy
    from ax import modelbridge as modelbridge_module  # noqa F401

[docs]class UnitX(Transform): """Map X to [0, 1]^d for RangeParameter of type float and not log scale. Uses bounds l <= x <= u, sets x_tilde_i = (x_i - l_i) / (u_i - l_i). Constraints wTx <= b are converted to gTx_tilde <= h, where g_i = w_i (u_i - l_i) and h = b - wTl. Transform is done in-place. """ target_lb: float = 0.0 target_range: float = 1.0 def __init__( self, search_space: Optional[SearchSpace] = None, observations: Optional[List[Observation]] = None, modelbridge: Optional["modelbridge_module.base.ModelBridge"] = None, config: Optional[TConfig] = None, ) -> None: assert search_space is not None, "UnitX requires search space" # Identify parameters that should be transformed self.bounds: Dict[str, Tuple[float, float]] = {} for p_name, p in search_space.parameters.items(): if ( isinstance(p, RangeParameter) and p.parameter_type == ParameterType.FLOAT and not p.log_scale ): self.bounds[p_name] = (p.lower, p.upper)
[docs] def transform_observation_features( self, observation_features: List[ObservationFeatures] ) -> List[ObservationFeatures]: for obsf in observation_features: for p_name, (l, u) in self.bounds.items(): if p_name in obsf.parameters: # pyre: param is declared to have type `float` but is used # pyre-fixme[9]: as type `Optional[typing.Union[bool, float, str]]`. param: float = obsf.parameters[p_name] obsf.parameters[p_name] = self._normalize_value(param, (l, u)) return observation_features
def _transform_search_space(self, search_space: SearchSpace) -> SearchSpace: for p_name, p in search_space.parameters.items(): if p_name in self.bounds and isinstance(p, RangeParameter): p.update_range( lower=self.target_lb, upper=self.target_lb + self.target_range, ) if p.target_value is not None: p._target_value = self._normalize_value( p.target_value, self.bounds[p_name] # pyre-ignore[6] ) new_constraints: List[ParameterConstraint] = [] for c in search_space.parameter_constraints: constraint_dict: Dict[str, float] = {} bound = float(c.bound) for p_name, w in c.constraint_dict.items(): # p is RangeParameter, but may not be transformed (Int or log) if p_name in self.bounds: l, u = self.bounds[p_name] new_w = w * (u - l) / self.target_range constraint_dict[p_name] = new_w bound += self.target_lb * new_w - w * l else: constraint_dict[p_name] = w new_constraints.append( ParameterConstraint(constraint_dict=constraint_dict, bound=bound) ) search_space.set_parameter_constraints(new_constraints) return search_space
[docs] def untransform_observation_features( self, observation_features: List[ObservationFeatures] ) -> List[ObservationFeatures]: for obsf in observation_features: for p_name, (l, u) in self.bounds.items(): if p_name in obsf.parameters: # pyre: param is declared to have type `float` but is used as # pyre-fixme[9]: type `Optional[typing.Union[bool, float, str]]`. param: float = obsf.parameters[p_name] obsf.parameters[p_name] = ( param - self.target_lb ) / self.target_range * (u - l) + l return observation_features
def _transform_parameter_distributions(self, search_space: SearchSpace) -> None: """Transform the parameter distributions of the given search space, in-place. This method should be called in `transform_search_space` before parameters are transformed. """ if not isinstance(search_space, RobustSearchSpace): return for distribution in search_space.parameter_distributions: is_environmental = distribution.is_environmental(search_space=search_space) if distribution.multiplicative: # TODO: Transforming multiplicative distributions is a bit more # complicated. Will investigate further and implement as needed. raise NotImplementedError( f"{self.__class__.__name__} transform of multiplicative " "distributions is not yet implemented." ) if len(distribution.parameters) != 1: self._transform_multivariate_distribution( distribution=distribution, is_environmental=is_environmental ) else: self._transform_univariate_distribution( distribution=distribution, is_environmental=is_environmental ) def _transform_univariate_distribution( self, distribution: ParameterDistribution, is_environmental: bool ) -> None: r"""Transform a univariate distribution in-place.""" bounds = self.bounds[distribution.parameters[0]] p_range = bounds[1] - bounds[0] if p_range == self.target_range and ( not is_environmental or bounds[0] == self.target_lb ): # NOTE: This helps avoid raising the error below if using a discrete # distribution in cases where we do not need to transform. return loc = distribution.distribution_parameters.get("loc", 0.0) if is_environmental: loc = self._normalize_value(loc, bounds) else: loc = loc / p_range * self.target_range distribution.distribution_parameters["loc"] = loc distribution.distribution_parameters["scale"] = ( distribution.distribution_parameters.get("scale", 1.0) / p_range * self.target_range ) # Check that the distribution is valid after the transform. try: distribution.distribution except TypeError: raise UnsupportedError( f"The distribution {str(distribution)} does not support transforming " "via `loc` and `scale` arguments. Consider manually normalizing the " "parameter and the corresponding distribution." ) def _transform_multivariate_distribution( self, distribution: ParameterDistribution, is_environmental: bool ) -> None: r"""Transform a multivariate distribution in-place.""" # Ignore if the ranges of all parameters are same as the target range. if ( all( self.bounds[p_name][1] - self.bounds[p_name][0] == self.target_range for p_name in distribution.parameters ) and not is_environmental ): return if distribution.distribution_class == "multivariate_normal": # If S is cov and A is the diagonal scale matrix, # the new cov will be ASA. n_dist_params = len(distribution.parameters) scale_vec = np.zeros(len(distribution.parameters)) for i, p in enumerate(distribution.parameters): bounds = self.bounds[p] p_range = bounds[1] - bounds[0] scale_vec[i] = self.target_range / p_range cov = np.asarray(distribution.distribution_parameters.get("cov")) if cov.shape != (n_dist_params, n_dist_params): raise UserInputError( "Expected `cov` to be a square matrix of size equal to " "number of parameters. Received `cov` with shape " f"{cov.shape} for the distribution of {n_dist_params} " "parameters." ) # Same as np.diag(scale_vec) @ cov @ np.diag(scale_vec) but faster. distribution.distribution_parameters["cov"] = ( scale_vec[..., None] * cov * scale_vec[..., None, :] ) mean = np.asarray(distribution.distribution_parameters.get("mean", 0.0)) if not np.all(mean == 0): if mean.shape != (n_dist_params,): raise UserInputError( "Expected `mean` to be an array of shape " f"{(n_dist_params,)}, but received {mean}." ) # Mean would simply be AM as long as it is not environmental. # If environmental, we need to first subtract the lower bounds # then add the target lb. if is_environmental: lbs = np.array([self.bounds[p][0] for p in distribution.parameters]) new_mean = scale_vec * (mean - lbs) + self.target_lb distribution.distribution_parameters["mean"] = new_mean else: distribution.distribution_parameters["mean"] = scale_vec * mean else: raise UnsupportedError( f"{self.__class__.__name__} transform of multivariate " "distributions, other than `multivariate_normal`, is not " "supported. Consider manually normalizing the parameter " "and the corresponding distribution." ) def _normalize_value(self, value: float, bounds: Tuple[float, float]) -> float: """Normalize the given value - bounds pair to [self.target_lb, self.target_lb + self.target_range]. """ lower, upper = bounds return (value - lower) / (upper - lower) * self.target_range + self.target_lb