ax.modelbridge¶
Factory and Generation Strategy¶
GenerationStrategy¶

class
ax.modelbridge.generation_strategy.
GenerationStep
[source]¶ Bases:
tuple
One step in the generation strategy, corresponds to a single model. Describes the model, how many arms will be generated with this model, what minimum number of observations is required to proceed to the next model, etc.

property
enforce_num_arms
¶ Alias for field number 4

property
index
¶ Alias for field number 7

property
min_arms_observed
¶ Alias for field number 2

property
model
¶ Alias for field number 0

property
model_gen_kwargs
¶ Alias for field number 6

property
model_kwargs
¶ Alias for field number 5

property
num_arms
¶ Alias for field number 1

property
recommended_max_parallelism
¶ Alias for field number 3

property

class
ax.modelbridge.generation_strategy.
GenerationStrategy
(steps, name=None)[source]¶ Bases:
ax.core.base.Base
GenerationStrategy describes which model should be used to generate new points for which trials, enabling and automating use of different models throughout the optimization process. For instance, it allows to use one model for the initialization trials, and another one for all subsequent trials. In the general case, this allows to automate use of an arbitrary number of models to generate an arbitrary numbers of arms described in the arms_per_model argument.

gen
(experiment, new_data=None, n=1, **kwargs)[source]¶ Produce the next points in the experiment.
 Return type

property
generator_changes
¶ List of arm indices where a transition happened from one model to another.

property
last_generator_run
¶ Latest generator run produced by this generation strategy. Returns None if no generator runs have been produced yet.
 Return type

property
model
¶ Current model in this strategy.
 Return type

property
name
¶ Name of this generation strategy. Defaults to a combination of model names provided in generation steps.
 Return type

Model Bridge Factory¶

ax.modelbridge.factory.
DEFAULT_TORCH_DEVICE
= device(type='cpu')¶ Module containing functions that generate standard models, such as Sobol, GP+EI, etc.
Note: a special case here is a composite generator, which requires an additional
GenerationStrategy
and is able to delegate work to multiple models (for instance, to a random model to generate the first trial, and to an optimization model for subsequent trials).

ax.modelbridge.factory.
get_GPEI
(experiment, data, search_space=None, dtype=torch.float64, device=device(type='cpu'))[source]¶ Instantiates a GP model that generates points with EI.
 Return type

ax.modelbridge.factory.
get_MTGP
(experiment, data, search_space=None, trial_index=None)[source]¶ Instantiates a Multitask Gaussian Process (MTGP) model that generates points with EI.
If the input experiment is a MultiTypeExperiment then a Multitype Multitask GP model will be instantiated. Otherwise, the model will be a Singletype Multitask GP.
 Return type

ax.modelbridge.factory.
get_botorch
(experiment, data, search_space=None, dtype=torch.float64, device=device(type='cpu'), transforms=[<class 'ax.modelbridge.transforms.out_of_design.OutOfDesign'>, <class 'ax.modelbridge.transforms.remove_fixed.RemoveFixed'>, <class 'ax.modelbridge.transforms.ordered_choice_encode.OrderedChoiceEncode'>, <class 'ax.modelbridge.transforms.one_hot.OneHot'>, <class 'ax.modelbridge.transforms.int_to_float.IntToFloat'>, <class 'ax.modelbridge.transforms.log.Log'>, <class 'ax.modelbridge.transforms.unit_x.UnitX'>, <class 'ax.modelbridge.transforms.ivw.IVW'>, <class 'ax.modelbridge.transforms.derelativize.Derelativize'>, <class 'ax.modelbridge.transforms.standardize_y.StandardizeY'>], model_constructor=<function get_and_fit_model>, model_predictor=<function predict_from_model>, acqf_constructor=<function get_NEI>, acqf_optimizer=<function scipy_optimizer>, refit_on_cv=False, refit_on_update=True, optimization_config=None)[source]¶ Instantiates a BotorchModel.
 Return type

ax.modelbridge.factory.
get_empirical_bayes_thompson
(experiment, data, search_space=None, num_samples=10000, min_weight=None, uniform_weights=False)[source]¶ Instantiates an empirical Bayes / Thompson sampling model.
 Return type

ax.modelbridge.factory.
get_factorial
(search_space)[source]¶ Instantiates a factorial generator.
 Return type

ax.modelbridge.factory.
get_sobol
(search_space, seed=None, deduplicate=False, init_position=0, scramble=True)[source]¶ Instantiates a Sobol sequence quasirandom generator.
 Parameters
search_space (
SearchSpace
) – Sobol generator search space.kwargs – Custom args for sobol generator.
 Return type
RandomModelBridge
 Returns
RandomModelBridge, with SobolGenerator as model.

ax.modelbridge.factory.
get_thompson
(experiment, data, search_space=None, num_samples=10000, min_weight=None, uniform_weights=False)[source]¶ Instantiates a Thompson sampling model.
 Return type

ax.modelbridge.factory.
get_uniform
(search_space, deduplicate=False, seed=None)[source]¶ Instantiate uniform generator.
 Parameters
search_space (
SearchSpace
) – Uniform generator search space.kwargs – Custom args for uniform generator.
 Return type
RandomModelBridge
 Returns
RandomModelBridge, with UniformGenerator as model.
Model Bridges¶
Base Model Bridge¶

class
ax.modelbridge.base.
ModelBridge
(search_space, model, transforms=None, experiment=None, data=None, transform_configs=None, status_quo_name=None, status_quo_features=None, optimization_config=None)[source]¶ Bases:
abc.ABC
The main object for using models in Ax.
ModelBridge specifies 3 methods for using models:
predict: Make model predictions. This method is not optimized for speed and so should be used primarily for plotting or similar tasks and not inside an optimization loop.
gen: Use the model to generate new candidates.
cross_validate: Do cross validation to assess model predictions.
ModelBridge converts Ax types like Data and Arm to types that are meant to be consumed by the models. The data sent to the model will depend on the implementation of the subclass, which will specify the actual API for external model.
This class also applies a sequence of transforms to the input data and problem specification which can be used to ensure that the external model receives appropriate inputs.
Subclasses will implement what is here referred to as the “terminal transform,” which is a transform that changes types of the data and problem specification.

cross_validate
(cv_training_data, cv_test_points)[source]¶ Make a set of crossvalidation predictions.
 Parameters
cv_training_data (
List
[Observation
]) – The training data to use for cross validation.cv_test_points (
List
[ObservationFeatures
]) – The test points at which predictions will be made.
 Return type
 Returns
A list of predictions at the test points.

gen
(n, search_space=None, optimization_config=None, pending_observations=None, fixed_features=None, model_gen_options=None)[source]¶  Parameters
n (
int
) – Number of points to generatesearch_space (
Optional
[SearchSpace
]) – Search spaceoptimization_config (
Optional
[OptimizationConfig
]) – Optimization configpending_observations (
Optional
[Dict
[str
,List
[ObservationFeatures
]]]) – A map from metric name to pending observations for that metric.fixed_features (
Optional
[ObservationFeatures
]) – An ObservationFeatures object containing any features that should be fixed at specified values during generation.model_gen_options (
Optional
[Dict
[str
,Union
[int
,float
,str
,AcquisitionFunction
]]]) – A config dictionary that is passed along to the model.
 Return type

get_training_data
()[source]¶ A copy of the (untransformed) data with which the model was fit.
 Return type

property
model_space
¶ SearchSpace used to fit model.
 Return type

out_of_design_data
()[source]¶ Get formatted data for out of design points.
When predictions are requested from a ModelBridge, points which are outofdesign (not in the fitted search space) should not be included. These points should use raw data.

predict
(observation_features)[source]¶ Make model predictions (mean and covariance) for the given observation features.
Predictions are made for all outcomes.
 Parameters
observation_features (
List
[ObservationFeatures
]) – observation features Return type
Tuple
[Dict
[str
,List
[float
]],Dict
[str
,Dict
[str
,List
[float
]]]] Returns
2element tuple containing
Dictionary from metric name to list of mean estimates, in same order as observation_features.
Nested dictionary with cov[‘metric1’][‘metric2’] a list of cov(metric1@x, metric2@x) for x in observation_features.

property
status_quo
¶ Observation corresponding to status quo, if any.
 Return type

property
training_in_design
¶ For each observation in the training data, a bool indicating if it is indesign for the model.

update
(data, experiment)[source]¶ Update the model bridge and the underlying model with new data. This method should be used instead of fit, in cases where the underlying model does not need to be refit from scratch, but rather updated.
Note: update expects only new data (obtained since the model initialization or last update) to be passed in, not all data in the experiment.
 Parameters
data (
Data
) – data from the experiment obtained since the last updateexperiment (
Experiment
) – experiment, in which this data was obtained
 Return type
None
Array Model Bridge¶

class
ax.modelbridge.array.
ArrayModelBridge
(search_space, model, transforms=None, experiment=None, data=None, transform_configs=None, status_quo_name=None, status_quo_features=None, optimization_config=None)[source]¶ Bases:
ax.modelbridge.base.ModelBridge
A model bridge for using arraybased models.
Requires that all nontask parameters have been transformed to RangeParameters with float type and no log scale. Task parameters must be transformed to RangeParameters with int type.
This will convert all parameter types to float and put data into arrays.

ax.modelbridge.array.
array_to_observation_data
(f, cov, outcomes)[source]¶ Convert arrays of model predictions to a list of ObservationData.
 Parameters
Returns: A list of n ObservationData
 Return type

ax.modelbridge.array.
extract_objective_weights
(objective, outcomes)[source]¶ Extract a weights for objectives.
Weights are for a maximization problem.
Give an objective weight to each modeled outcome. Outcomes that are modeled but not part of the objective get weight 0.
In the single metric case, the objective is given either +/ 1, depending on the minimize flag.
In the multiple metric case, each objective is given the input weight, multiplied by the minimize flag.

ax.modelbridge.array.
validate_optimization_config
(optimization_config, outcomes)[source]¶ Validate optimization config against model fitted outcomes.
 Parameters
optimization_config (
OptimizationConfig
) – Config to validate.outcomes (
List
[str
]) – List of metric names w/ valid model fits.
 Raises
ValueError if –
Relative constraints are found 2. Optimization metrics are not present in model fitted outcomes.
 Return type
None
Discrete Model Bridge¶

class
ax.modelbridge.discrete.
DiscreteModelBridge
(search_space, model, transforms=None, experiment=None, data=None, transform_configs=None, status_quo_name=None, status_quo_features=None, optimization_config=None)[source]¶ Bases:
ax.modelbridge.base.ModelBridge
A model bridge for using models based on discrete parameters.
Requires that all parameters have been transformed to ChoiceParameters.
NumPy Model Bridge¶

class
ax.modelbridge.numpy.
NumpyModelBridge
(search_space, model, transforms=None, experiment=None, data=None, transform_configs=None, status_quo_name=None, status_quo_features=None, optimization_config=None)[source]¶ Bases:
ax.modelbridge.array.ArrayModelBridge
A model bridge for using numpy arraybased models.
This model bridge interfaces with NumpyModel.
Requires that all parameters have been transformed to RangeParameters or FixedParameters with float type and no log scale.
Torch Model Bridge¶

class
ax.modelbridge.torch.
TorchModelBridge
(experiment, search_space, data, model, transforms, transform_configs=None, torch_dtype=None, torch_device=None, status_quo_name=None, status_quo_features=None, optimization_config=None)[source]¶ Bases:
ax.modelbridge.array.ArrayModelBridge
A model bridge for using torchbased models.
Specifies an interface that is implemented by TorchModel. In particular, model should have methods fit, predict, and gen. See TorchModel for the API for each of these methods.
Requires that all parameters have been transformed to RangeParameters or FixedParameters with float type and no log scale.
This class converts Ax parameter types to torch tensors before passing them to the model.
Utilities¶
Cross Validation¶

class
ax.modelbridge.cross_validation.
CVResult
[source]¶ Bases:
tuple
Container for cross validation results.

property
observed
¶ Alias for field number 0

property
predicted
¶ Alias for field number 1

property

ax.modelbridge.cross_validation.
compute_diagnostics
(result)[source]¶ Computes diagnostics for given cross validation results.
It provides a dictionary with values for the following diagnostics, for each metric:
‘Mean prediction CI’: the average width of the CIs at each of the CV predictions, relative to the observed mean.
‘MAPE’: mean absolute percentage error of the estimated mean relative to the observed mean.
‘Total raw effect’: the percent change from the smallest observed mean to the largest observed mean.
‘Correlation coefficient’: the Pearson correlation of the estimated and observed means.
‘Rank correlation’: the Spearman correlation of the estimated and observed means.
‘Fisher exact test p’: we test if the model is able to distinguish the bottom half of the observations from the top half, using Fisher’s exact test and the observed/estimated means. A low p value indicates that the model has some ability to identify good arms. A high p value indicates that the model cannot identify arms better than chance, or that the observations are too noisy to be able to tell.
Each of these is returned as a dictionary from metric name to value for that metric.

ax.modelbridge.cross_validation.
cross_validate
(model, folds=1, test_selector=None)[source]¶ Cross validation for model predictions.
Splits the model’s training data into train/test folds and makes outofsample predictions on the test folds.
Train/test splits are made based on arm names, so that repeated observations of a arm will always be in the train or test set together.
The test set can be limited to a specific set of observations by passing in a test_selector callable. This function should take in an Observation and return a boolean indiciating if it should be used in the test set or not. For example, we can limit the test set to arms with trial 0 with test_selector = lambda obs: obs.features.trial_index == 0 If not provided, all observations will be available for the test set.
 Parameters
model (
ModelBridge
) – Fitted model (ModelBridge) to cross validate.folds (
int
) – Number of folds. Use 1 for leaveoneout, otherwise will be kfold.test_select – Function for selecting observations for the test set.
 Return type
 Returns
A CVResult for each observation in the training data.

ax.modelbridge.cross_validation.
cross_validate_by_trial
(model, trial=1)[source]¶ Cross validation for model predictions on a particular trial.
Uses all of the data up until the specified trial to predict each of the arms that was launched in that trial. Defaults to the last trial.
 Parameters
model (
ModelBridge
) – Fitted model (ModelBridge) to cross validate.trial (
int
) – Trial for which predictions are evaluated.
 Return type
 Returns
A CVResult for each observation in the training data.
Transforms¶
ax.modelbridge.transforms.base¶

class
ax.modelbridge.transforms.base.
Transform
(search_space, observation_features, observation_data, config=None)[source]¶ Bases:
object
Defines the API for a transform that is applied to search_space, observation_features, observation_data, and optimization_config.
Transforms are used to adapt the search space and data into the types and structures expected by the model. When Transforms are used (for instance, in ModelBridge), it is always assumed that they may potentially mutate the transformed object inplace.
Forward transforms are defined for all four of those quantities. Reverse transforms are defined for observation_data and observation.
The forward transform for observation features must accept a partial observation with not all features recorded.
Forward and reverse transforms for observation data accept a list of observation features as an input, but they will not be mutated.
The forward transform for optimization config accepts the modelbridge and fixed features as inputs, but they will not be mutated.
This class provides an identify transform.

transform_observation_data
(observation_data, observation_features)[source]¶ Transform observation features.
This is typically done inplace. This class implements the identity transform (does nothing).
This takes in observation_features, so that data transforms can be conditional on features, but observation_features are notmutated.
 Parameters
observation_data (
List
[ObservationData
]) – Observation dataobservation_features (
List
[ObservationFeatures
]) – Corresponding observation features
Returns: transformed observation data
 Return type

transform_observation_features
(observation_features)[source]¶ Transform observation features.
This is typically done inplace. This class implements the identity transform (does nothing).
 Parameters
observation_features (
List
[ObservationFeatures
]) – Observation features
Returns: transformed observation features
 Return type

transform_optimization_config
(optimization_config, modelbridge, fixed_features)[source]¶ Transform optimization config.
This is typically done inplace. This class implements the identity transform (does nothing).
 Parameters
optimization_config (
OptimizationConfig
) – The optimization config
Returns: transformed optimization config.
 Return type

transform_search_space
(search_space)[source]¶ Transform search space.
This is typically done inplace. This class implements the identity transform (does nothing).
 Parameters
search_space (
SearchSpace
) – The search space
Returns: transformed search space.
 Return type

untransform_observation_data
(observation_data, observation_features)[source]¶ Untransform observation data.
This is typically done inplace. This class implements the identity transform (does nothing).
 Parameters
observation_data (
List
[ObservationData
]) – Observation data, in transformed spaceobservation_features (
List
[ObservationFeatures
]) – Corresponding observation features, in same space.
Returns: observation data in original space.
 Return type

untransform_observation_features
(observation_features)[source]¶ Untransform observation features.
This is typically done inplace. This class implements the identity transform (does nothing).
 Parameters
observation_features (
List
[ObservationFeatures
]) – Observation features in the transformed space
Returns: observation features in the original space
 Return type

ax.modelbridge.transforms.derelativize¶

class
ax.modelbridge.transforms.derelativize.
Derelativize
(search_space, observation_features, observation_data, config=None)[source]¶ Bases:
ax.modelbridge.transforms.base.Transform
Changes relative constraints to notrelative constraints using a plugin estimate of the status quo value.
If status quo is indesign, uses model estimate at status quo. If not, uses raw observation at status quo.
Transform is done inplace.

transform_optimization_config
(optimization_config, modelbridge, fixed_features)[source]¶ Transform optimization config.
This is typically done inplace. This class implements the identity transform (does nothing).
 Parameters
optimization_config (
OptimizationConfig
) – The optimization config
Returns: transformed optimization config.
 Return type

ax.modelbridge.transforms.int_range_to_choice¶

class
ax.modelbridge.transforms.int_range_to_choice.
IntRangeToChoice
(search_space, observation_features, observation_data, config=None)[source]¶ Bases:
ax.modelbridge.transforms.base.Transform
Convert a RangeParameter of type int to a ChoiceParameter.
Transform is done inplace.

transform_search_space
(search_space)[source]¶ Transform search space.
This is typically done inplace. This class implements the identity transform (does nothing).
 Parameters
search_space (
SearchSpace
) – The search space
Returns: transformed search space.
 Return type

ax.modelbridge.transforms.int_to_float¶

class
ax.modelbridge.transforms.int_to_float.
IntToFloat
(search_space, observation_features, observation_data, config=None)[source]¶ Bases:
ax.modelbridge.transforms.base.Transform
Convert a RangeParameter of type int to type float.
Uses either randomized_rounding or default python rounding, depending on ‘rounding’ flag.
Transform is done inplace.

transform_observation_features
(observation_features)[source]¶ Transform observation features.
This is typically done inplace. This class implements the identity transform (does nothing).
 Parameters
observation_features (
List
[ObservationFeatures
]) – Observation features
Returns: transformed observation features
 Return type

transform_search_space
(search_space)[source]¶ Transform search space.
This is typically done inplace. This class implements the identity transform (does nothing).
 Parameters
search_space (
SearchSpace
) – The search space
Returns: transformed search space.
 Return type

untransform_observation_features
(observation_features)[source]¶ Untransform observation features.
This is typically done inplace. This class implements the identity transform (does nothing).
 Parameters
observation_features (
List
[ObservationFeatures
]) – Observation features in the transformed space
Returns: observation features in the original space
 Return type

ax.modelbridge.transforms.ivw¶

class
ax.modelbridge.transforms.ivw.
IVW
(search_space, observation_features, observation_data, config=None)[source]¶ Bases:
ax.modelbridge.transforms.base.Transform
If an observation data contains multiple observations of a metric, they are combined using inverse variance weighting.

transform_observation_data
(observation_data, observation_features)[source]¶ Transform observation features.
This is typically done inplace. This class implements the identity transform (does nothing).
This takes in observation_features, so that data transforms can be conditional on features, but observation_features are notmutated.
 Parameters
observation_data (
List
[ObservationData
]) – Observation dataobservation_features (
List
[ObservationFeatures
]) – Corresponding observation features
Returns: transformed observation data
 Return type


ax.modelbridge.transforms.ivw.
ivw_metric_merge
(obsd, conflicting_noiseless='warn')[source]¶ Merge multiple observations of a metric with inverse variance weighting.
Correctly updates the covariance of the new merged estimates: ybar1 = Sum_i w_i * y_i ybar2 = Sum_j w_j * y_j cov[ybar1, ybar2] = Sum_i Sum_j w_i * w_j * cov[y_i, y_j]
w_i will be infinity if any variance is 0. If one variance is 0., then the IVW estimate is the corresponding mean. If there are multiple measurements with 0 variance but means are all the same, then IVW estimate is that mean. If there are multiple measurements and means differ, behavior depends on argument conflicting_noiseless. “ignore” and “warn” will use the first of the measurements as the IVW estimate. “warn” will additionally log a warning. “raise” will raise an exception.
 Parameters
obsd (
ObservationData
) – An ObservationData objectconflicting_noiseless (
str
) – “warn”, “ignore”, or “raise”
 Return type
ax.modelbridge.transforms.log¶

class
ax.modelbridge.transforms.log.
Log
(search_space, observation_features, observation_data, config=None)[source]¶ Bases:
ax.modelbridge.transforms.base.Transform
Apply log base 10 to a float RangeParameter domain.
Transform is done inplace.

transform_observation_features
(observation_features)[source]¶ Transform observation features.
This is typically done inplace. This class implements the identity transform (does nothing).
 Parameters
observation_features (
List
[ObservationFeatures
]) – Observation features
Returns: transformed observation features
 Return type

transform_search_space
(search_space)[source]¶ Transform search space.
This is typically done inplace. This class implements the identity transform (does nothing).
 Parameters
search_space (
SearchSpace
) – The search space
Returns: transformed search space.
 Return type

untransform_observation_features
(observation_features)[source]¶ Untransform observation features.
This is typically done inplace. This class implements the identity transform (does nothing).
 Parameters
observation_features (
List
[ObservationFeatures
]) – Observation features in the transformed space
Returns: observation features in the original space
 Return type

ax.modelbridge.transforms.one_hot¶

class
ax.modelbridge.transforms.one_hot.
OneHot
(search_space, observation_features, observation_data, config=None)[source]¶ Bases:
ax.modelbridge.transforms.base.Transform
Convert categorical parameters (unordered ChoiceParameters) to onehotencoded parameters.
Does not convert task parameters.
Parameters will be onehotencoded, yielding a set of RangeParameters, of type float, on [0, 1]. If there are two values, one single RangeParameter will be yielded, otherwise there will be a new RangeParameter for each ChoiceParameter value.
In the reverse transform, floats can be converted to a onehot encoded vector using one of two methods:
 Strict rounding: Choose the maximum value. With levels [‘a’, ‘b’, ‘c’] and
float values [0.2, 0.4, 0.3], the restored parameter would be set to ‘b’. Ties are broken randomly, so values [0.2, 0.4, 0.4] is randomly set to ‘b’ or ‘c’.
 Randomized rounding: Sample from the distribution. Float values
[0.2, 0.4, 0.3] are transformed to ‘a’ w.p. 0.2/0.9, ‘b’ w.p. 0.4/0.9, or ‘c’ w.p. 0.3/0.9.
Type of rounding can be set using transform_config[‘rounding’] to either ‘strict’ or ‘randomized’. Defaults to strict.
Transform is done inplace.

transform_observation_features
(observation_features)[source]¶ Transform observation features.
This is typically done inplace. This class implements the identity transform (does nothing).
 Parameters
observation_features (
List
[ObservationFeatures
]) – Observation features
Returns: transformed observation features
 Return type

transform_search_space
(search_space)[source]¶ Transform search space.
This is typically done inplace. This class implements the identity transform (does nothing).
 Parameters
search_space (
SearchSpace
) – The search space
Returns: transformed search space.
 Return type

untransform_observation_features
(observation_features)[source]¶ Untransform observation features.
This is typically done inplace. This class implements the identity transform (does nothing).
 Parameters
observation_features (
List
[ObservationFeatures
]) – Observation features in the transformed space
Returns: observation features in the original space
 Return type

class
ax.modelbridge.transforms.one_hot.
OneHotEncoder
(values)[source]¶ Bases:
object
Joins the two encoders needed for OneHot transform.

property
classes
¶ Return number of classes discovered while fitting transform.
 Return type
ndarray

property
ax.modelbridge.transforms.ordered_choice_encode¶

class
ax.modelbridge.transforms.ordered_choice_encode.
OrderedChoiceEncode
(search_space, observation_features, observation_data, config=None)[source]¶ Bases:
ax.modelbridge.transforms.base.Transform
Convert ordered ChoiceParameters to unit length RangeParameters.
Parameters will be transformed to an integer RangeParameter, mapped from the original choice domain to a contiguous range from [0, n_choices]. Does not transform task parameters.
In the inverse transform, parameters will be mapped back onto the original domain.
Transform is done inplace.

transform_observation_features
(observation_features)[source]¶ Transform observation features.
This is typically done inplace. This class implements the identity transform (does nothing).
 Parameters
observation_features (
List
[ObservationFeatures
]) – Observation features
Returns: transformed observation features
 Return type

transform_search_space
(search_space)[source]¶ Transform search space.
This is typically done inplace. This class implements the identity transform (does nothing).
 Parameters
search_space (
SearchSpace
) – The search space
Returns: transformed search space.
 Return type

untransform_observation_features
(observation_features)[source]¶ Untransform observation features.
This is typically done inplace. This class implements the identity transform (does nothing).
 Parameters
observation_features (
List
[ObservationFeatures
]) – Observation features in the transformed space
Returns: observation features in the original space
 Return type

ax.modelbridge.transforms.remove_fixed¶

class
ax.modelbridge.transforms.remove_fixed.
RemoveFixed
(search_space, observation_features, observation_data, config=None)[source]¶ Bases:
ax.modelbridge.transforms.base.Transform
Remove fixed parameters.
Fixed parameters should not be included in the SearchSpace. This transform removes these parameters, leaving only tunable parameters.
Transform is done inplace.

transform_observation_features
(observation_features)[source]¶ Transform observation features.
This is typically done inplace. This class implements the identity transform (does nothing).
 Parameters
observation_features (
List
[ObservationFeatures
]) – Observation features
Returns: transformed observation features
 Return type

transform_search_space
(search_space)[source]¶ Transform search space.
This is typically done inplace. This class implements the identity transform (does nothing).
 Parameters
search_space (
SearchSpace
) – The search space
Returns: transformed search space.
 Return type

untransform_observation_features
(observation_features)[source]¶ Untransform observation features.
This is typically done inplace. This class implements the identity transform (does nothing).
 Parameters
observation_features (
List
[ObservationFeatures
]) – Observation features in the transformed space
Returns: observation features in the original space
 Return type

ax.modelbridge.transforms.rounding¶

ax.modelbridge.transforms.rounding.
randomized_onehot_round
(x)[source]¶ Randomized rounding of x to a onehot vector. x should be 0 <= x <= 1.
 Return type
ndarray
ax.modelbridge.transforms.search_space_to_choice¶

class
ax.modelbridge.transforms.search_space_to_choice.
SearchSpaceToChoice
(search_space, observation_features, observation_data, config=None)[source]¶ Bases:
ax.modelbridge.transforms.base.Transform
Replaces the search space with a single choice parameter, whose values are the signatures of the arms observed in the data.
This transform is meant to be used with ThompsonSampler.
Transform is done inplace.

transform_observation_features
(observation_features)[source]¶ Transform observation features.
This is typically done inplace. This class implements the identity transform (does nothing).
 Parameters
observation_features (
List
[ObservationFeatures
]) – Observation features
Returns: transformed observation features
 Return type

transform_search_space
(search_space)[source]¶ Transform search space.
This is typically done inplace. This class implements the identity transform (does nothing).
 Parameters
search_space (
SearchSpace
) – The search space
Returns: transformed search space.
 Return type

untransform_observation_features
(observation_features)[source]¶ Untransform observation features.
This is typically done inplace. This class implements the identity transform (does nothing).
 Parameters
observation_features (
List
[ObservationFeatures
]) – Observation features in the transformed space
Returns: observation features in the original space
 Return type

ax.modelbridge.transforms.standardize_y¶

class
ax.modelbridge.transforms.standardize_y.
StandardizeY
(search_space, observation_features, observation_data, config=None)[source]¶ Bases:
ax.modelbridge.transforms.base.Transform
Standardize Y, separately for each metric.
Transform is done inplace.

transform_observation_data
(observation_data, observation_features)[source]¶ Transform observation features.
This is typically done inplace. This class implements the identity transform (does nothing).
This takes in observation_features, so that data transforms can be conditional on features, but observation_features are notmutated.
 Parameters
observation_data (
List
[ObservationData
]) – Observation dataobservation_features (
List
[ObservationFeatures
]) – Corresponding observation features
Returns: transformed observation data
 Return type

transform_optimization_config
(optimization_config, modelbridge, fixed_features)[source]¶ Transform optimization config.
This is typically done inplace. This class implements the identity transform (does nothing).
 Parameters
optimization_config (
OptimizationConfig
) – The optimization config
Returns: transformed optimization config.
 Return type

untransform_observation_data
(observation_data, observation_features)[source]¶ Untransform observation data.
This is typically done inplace. This class implements the identity transform (does nothing).
 Parameters
observation_data (
List
[ObservationData
]) – Observation data, in transformed spaceobservation_features (
List
[ObservationFeatures
]) – Corresponding observation features, in same space.
Returns: observation data in original space.
 Return type

ax.modelbridge.transforms.stratified_standardize_y¶

class
ax.modelbridge.transforms.stratified_standardize_y.
StratifiedStandardizeY
(search_space, observation_features, observation_data, config=None)[source]¶ Bases:
ax.modelbridge.transforms.base.Transform
Standardize Y, separately for each metric and for each value of a ChoiceParameter.
The name of the parameter by which to stratify the standardization can be specified in config[“parameter_name”]. If not specified, will use a task parameter if search space contains exactly 1 task parameter, and will raise an exception otherwise.
The stratification parameter must be fixed during generation if there are outcome constraints, in order to apply the standardization to the constraints.
Transform is done inplace.

transform_observation_data
(observation_data, observation_features)[source]¶ Transform observation features.
This is typically done inplace. This class implements the identity transform (does nothing).
This takes in observation_features, so that data transforms can be conditional on features, but observation_features are notmutated.
 Parameters
observation_data (
List
[ObservationData
]) – Observation dataobservation_features (
List
[ObservationFeatures
]) – Corresponding observation features
Returns: transformed observation data
 Return type

transform_optimization_config
(optimization_config, modelbridge, fixed_features)[source]¶ Transform optimization config.
This is typically done inplace. This class implements the identity transform (does nothing).
 Parameters
optimization_config (
OptimizationConfig
) – The optimization config
Returns: transformed optimization config.
 Return type

untransform_observation_data
(observation_data, observation_features)[source]¶ Untransform observation data.
This is typically done inplace. This class implements the identity transform (does nothing).
 Parameters
observation_data (
List
[ObservationData
]) – Observation data, in transformed spaceobservation_features (
List
[ObservationFeatures
]) – Corresponding observation features, in same space.
Returns: observation data in original space.
 Return type

ax.modelbridge.transforms.task_encode¶

class
ax.modelbridge.transforms.task_encode.
TaskEncode
(search_space, observation_features, observation_data, config=None)[source]¶ Bases:
ax.modelbridge.transforms.ordered_choice_encode.OrderedChoiceEncode
Convert task ChoiceParameters to unit length RangeParameters.
Parameters will be transformed to an integer RangeParameter, mapped from the original choice domain to a contiguous range from [0, n_choices].
In the inverse transform, parameters will be mapped back onto the original domain.
Transform is done inplace.
ax.modelbridge.transforms.trial_as_task¶

class
ax.modelbridge.transforms.trial_as_task.
TrialAsTask
(search_space, observation_features, observation_data, config=None)[source]¶ Bases:
ax.modelbridge.transforms.base.Transform
Convert trial to one or more task parameters.
How trial is mapped to parameter is specified with a map like {parameter_name: {trial_index: level name}}. For example, {“trial_param1”: {0: “level1”, 1: “level1”, 2: “level2”},} will create choice parameters “trial_param1” with is_task=True. Observations with trial 0 or 1 will have “trial_param1” set to “level1”, and those with trial 2 will have “trial_param1” set to “level2”. Multiple parameter names and mappings can be specified in this dict.
The trial level mapping can be specified in config[“trial_level_map”]. If not specified, defaults to a parameter with a level for every trial index.
For the reverse transform, if there are multiple mappings in the transform the trial will not be set.
Will raise if trial not specified for every point in the training data.
Transform is done inplace.

transform_observation_features
(observation_features)[source]¶ Transform observation features.
This is typically done inplace. This class implements the identity transform (does nothing).
 Parameters
observation_features (
List
[ObservationFeatures
]) – Observation features
Returns: transformed observation features
 Return type

transform_search_space
(search_space)[source]¶ Transform search space.
This is typically done inplace. This class implements the identity transform (does nothing).
 Parameters
search_space (
SearchSpace
) – The search space
Returns: transformed search space.
 Return type

untransform_observation_features
(observation_features)[source]¶ Untransform observation features.
This is typically done inplace. This class implements the identity transform (does nothing).
 Parameters
observation_features (
List
[ObservationFeatures
]) – Observation features in the transformed space
Returns: observation features in the original space
 Return type

ax.modelbridge.transforms.unit_x¶

class
ax.modelbridge.transforms.unit_x.
UnitX
(search_space, observation_features, observation_data, config=None)[source]¶ Bases:
ax.modelbridge.transforms.base.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 inplace.

transform_observation_features
(observation_features)[source]¶ Transform observation features.
This is typically done inplace. This class implements the identity transform (does nothing).
 Parameters
observation_features (
List
[ObservationFeatures
]) – Observation features
Returns: transformed observation features
 Return type

transform_search_space
(search_space)[source]¶ Transform search space.
This is typically done inplace. This class implements the identity transform (does nothing).
 Parameters
search_space (
SearchSpace
) – The search space
Returns: transformed search space.
 Return type

untransform_observation_features
(observation_features)[source]¶ Untransform observation features.
This is typically done inplace. This class implements the identity transform (does nothing).
 Parameters
observation_features (
List
[ObservationFeatures
]) – Observation features in the transformed space
Returns: observation features in the original space
 Return type
