#!/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 Callable, Optional
import numpy as np
import torch
from ax.models.model_utils import tunable_feature_indices
from ax.models.random.base import RandomModel
from ax.models.types import TConfig
from ax.utils.common.typeutils import not_none
from torch.quasirandom import SobolEngine
[docs]class SobolGenerator(RandomModel):
"""This class specifies the generation algorithm for a Sobol generator.
As Sobol does not make use of a model, it does not implement
the fit or predict methods.
Attributes:
scramble: If True, permutes the parameter values among
the elements of the Sobol sequence. Default is True.
See base `RandomModel` for a description of remaining attributes.
"""
def __init__(
self,
deduplicate: bool = True,
seed: Optional[int] = None,
init_position: int = 0,
scramble: bool = True,
generated_points: Optional[np.ndarray] = None,
fallback_to_sample_polytope: bool = False,
) -> None:
super().__init__(
deduplicate=deduplicate,
seed=seed,
init_position=init_position,
generated_points=generated_points,
fallback_to_sample_polytope=fallback_to_sample_polytope,
)
self.scramble = scramble
# Initialize engine on gen.
self._engine: Optional[SobolEngine] = None
[docs] def init_engine(self, n_tunable_features: int) -> SobolEngine:
"""Initialize singleton SobolEngine, only on gen.
Args:
n_tunable_features: The number of features which can be
searched over.
Returns:
SobolEngine, which can generate Sobol points.
"""
if not self._engine:
self._engine = SobolEngine(
dimension=n_tunable_features, scramble=self.scramble, seed=self.seed
).fast_forward(self.init_position)
return self._engine
@property
def engine(self) -> Optional[SobolEngine]:
"""Return a singleton SobolEngine."""
return self._engine
[docs] def gen(
self,
n: int,
bounds: list[tuple[float, float]],
linear_constraints: Optional[tuple[np.ndarray, np.ndarray]] = None,
fixed_features: Optional[dict[int, float]] = None,
model_gen_options: Optional[TConfig] = None,
rounding_func: Optional[Callable[[np.ndarray], np.ndarray]] = None,
) -> tuple[np.ndarray, np.ndarray]:
"""Generate new candidates.
Args:
n: Number of candidates to generate.
bounds: A list of (lower, upper) tuples for each column of X.
linear_constraints: A tuple of (A, b). For k linear constraints on
d-dimensional x, A is (k x d) and b is (k x 1) such that
A x <= b.
fixed_features: A map {feature_index: value} for features that
should be fixed to a particular value during generation.
rounding_func: A function that rounds an optimization result
appropriately (e.g., according to `round-trip` transformations).
Returns:
2-element tuple containing
- (n x d) array of generated points.
- Uniform weights, an n-array of ones for each point.
"""
tf_indices = tunable_feature_indices(
bounds=bounds, fixed_features=fixed_features
)
if len(tf_indices) > 0:
self.init_engine(len(tf_indices))
points, weights = super().gen(
n=n,
bounds=bounds,
linear_constraints=linear_constraints,
fixed_features=fixed_features,
model_gen_options=model_gen_options,
rounding_func=rounding_func,
)
if self.engine:
self.init_position = not_none(self.engine).num_generated
return (points, weights)
def _gen_samples(self, n: int, tunable_d: int) -> np.ndarray:
"""Generate n samples.
Args:
n: Number of samples to generate.
tunable_d: The dimension of the generated samples. This must
match the tunable parameters used while initializing the
Sobol engine.
Returns:
A numpy array of samples of shape `(n x tunable_d)`.
"""
if tunable_d == 0:
return np.zeros((n, 0))
if self.engine is None:
raise ValueError(
"Sobol Engine must be initialized before candidate generation."
)
return not_none(self.engine).draw(n, dtype=torch.double).numpy()
