Source code for ax.core.data

#!/usr/bin/env python3
# Copyright (c) Facebook, Inc. and its affiliates.
#
# This source code is licensed under the MIT license found in the
# LICENSE file in the root directory of this source tree.

import json
from hashlib import md5
from typing import Dict, Iterable, Optional, Set, Type

import numpy as np
import pandas as pd
from ax.core.base import Base
from ax.core.types import TFidelityTrialEvaluation, TTrialEvaluation


TPdTimestamp = pd.Timestamp

COLUMN_DATA_TYPES = {
    "arm_name": str,
    "metric_name": str,
    "mean": np.float64,
    "sem": np.float64,
    "trial_index": np.int64,
    "start_time": TPdTimestamp,
    "end_time": TPdTimestamp,
    "n": np.int64,
    "frac_nonnull": np.float64,
    "random_split": np.int64,
    "fidelities": str,  # Dictionary stored as json
}
REQUIRED_COLUMNS = {"arm_name", "metric_name", "mean"}


[docs]class Data(Base): """Class storing data for an experiment. The dataframe is retrieved via the `df` property. The data can be stored to an external store for future use by attaching it to an experiment using `experiment.attach_data()` (this requires a description to be set.) Attributes: df: DataFrame with underlying data, and required columns. description: Human-readable description of data. """ def __init__( self, df: Optional[pd.DataFrame] = None, description: Optional[str] = None ) -> None: """Init Data. Args: df: DataFrame with underlying data, and required columns. description: Human-readable description of data. """ # Initialize with barebones DF. if df is None: self._df = pd.DataFrame(columns=self.required_columns()) else: columns = set(df.columns) missing_columns = self.required_columns() - columns if missing_columns: raise ValueError( f"Dataframe must contain required columns {list(missing_columns)}." ) extra_columns = columns - set(self.column_data_types()) if extra_columns: raise ValueError(f"Columns {list(extra_columns)} are not supported.") df = df.dropna(axis=0, how="all").reset_index(drop=True) df = self._safecast_df(df=df) # Reorder the columns for easier viewing col_order = [c for c in self.column_data_types() if c in df.columns] self._df = df[col_order] self.description = description @classmethod def _safecast_df(cls, df: pd.DataFrame) -> pd.DataFrame: """Function for safely casting df to standard data types. Needed because numpy does not support NaNs in integer arrays. Args: df: DataFrame to safe-cast. Returns: safe_df: DataFrame cast to standard dtypes. """ dtype = { # Pandas timestamp handlng is weird col: "datetime64[ns]" if coltype is TPdTimestamp else coltype for col, coltype in cls.column_data_types().items() if col in df.columns.values and not ( cls.column_data_types()[col] is np.int64 and df.loc[:, col].isnull().any() ) } return df.astype(dtype=dtype)
[docs] @staticmethod def required_columns() -> Set[str]: """Names of required columns.""" return REQUIRED_COLUMNS
[docs] @staticmethod def column_data_types() -> Dict[str, Type]: """Type specification for all supported columns.""" return COLUMN_DATA_TYPES
[docs] @staticmethod def from_multiple_data(data: Iterable["Data"]) -> "Data": dfs = [datum.df for datum in data] if len(dfs) == 0: return Data() return Data(df=pd.concat(dfs, axis=0, sort=True))
[docs] @staticmethod def from_evaluations( evaluations: Dict[str, TTrialEvaluation], trial_index: int, sample_sizes: Optional[Dict[str, int]] = None, start_time: Optional[int] = None, end_time: Optional[int] = None, ) -> "Data": """ Convert dict of evaluations to Ax data object. Args: evaluations: Map from arm name to metric outcomes (itself a mapping of metric names to tuples of mean and optionally a SEM). trial_index: Trial index to which this data belongs. sample_sizes: Number of samples collected for each arm. start_time: Optional start time of run of the trial that produced this data, in milliseconds. end_time: Optional end time of run of the trial that produced this data, in milliseconds. Returns: Ax Data object. """ records = [ { "arm_name": name, "metric_name": metric_name, "mean": evaluation[metric_name][0], "sem": evaluation[metric_name][1], "trial_index": trial_index, } for name, evaluation in evaluations.items() for metric_name in evaluation.keys() ] if start_time is not None or end_time is not None: for record in records: record.update({"start_time": start_time, "end_time": end_time}) if sample_sizes: for record in records: record["n"] = sample_sizes[str(record["arm_name"])] return Data(df=pd.DataFrame(records))
[docs] @staticmethod def from_fidelity_evaluations( evaluations: Dict[str, TFidelityTrialEvaluation], trial_index: int, sample_sizes: Optional[Dict[str, int]] = None, start_time: Optional[int] = None, end_time: Optional[int] = None, ) -> "Data": """ Convert dict of fidelity evaluations to Ax data object. Args: evaluations: Map from arm name to list of (fidelity, metric outcomes) (where metric outcomes is itself a mapping of metric names to tuples of mean and SEM). trial_index: Trial index to which this data belongs. sample_sizes: Number of samples collected for each arm. start_time: Optional start time of run of the trial that produced this data, in milliseconds. end_time: Optional end time of run of the trial that produced this data, in milliseconds. Returns: Ax Data object. """ records = [ { "arm_name": name, "metric_name": metric_name, "mean": evaluation[metric_name][0], "sem": evaluation[metric_name][1], "trial_index": trial_index, "fidelities": json.dumps(fidelity), } for name, fidelity_and_metrics_list in evaluations.items() for fidelity, evaluation in fidelity_and_metrics_list for metric_name in evaluation.keys() ] if start_time is not None or end_time is not None: for record in records: record.update({"start_time": start_time, "end_time": end_time}) if sample_sizes: for record in records: record["n"] = sample_sizes[str(record["arm_name"])] return Data(df=pd.DataFrame(records))
@property def df(self) -> pd.DataFrame: return self._df @property def df_hash(self) -> str: """Compute hash of pandas DataFrame. This first serializes the DataFrame and computes the md5 hash on the resulting string. Note that this may cause performance issue for very large DataFrames. Args: df: The DataFrame for which to compute the hash. Returns str: The hash of the DataFrame. """ return md5(self.df.to_json().encode("utf-8")).hexdigest() # pyre-ignore
[docs]def set_single_trial(data: Data) -> Data: """Returns a new Data object where we set all rows to have the same trial index (i.e. 0). This is meant to be used with our IVW transform, which will combine multiple observations of the same metric. """ df = data._df.copy() if "trial_index" in df: df["trial_index"] = 0 return Data(df=df)
[docs]def clone_without_metrics(data: Data, excluded_metric_names: Iterable[str]) -> Data: """Returns a new data object where rows containing the metrics specified by `metric_names` are filtered out. Used to sanitize data before using it as training data for a model that requires data rectangularity. Args: data: Original data to clone. excluded_metric_names: Metrics to avoid copying Returns: new version of the original data without specified metrics. """ return Data( df=data.df[ data.df["metric_name"].apply(lambda n: n not in excluded_metric_names) ].copy() )
[docs]def custom_data_class( column_data_types: Optional[Dict[str, Type]] = None, required_columns: Optional[Set[str]] = None, time_columns: Optional[Set[str]] = None, ) -> Type[Data]: """Creates a custom data class with additional columns. All columns and their designations on the base data class are preserved, the inputs here are appended to the definitions on the base class. Args: column_data_types: Dict from column name to column type. required_columns: Set of additional columns required for this data object. time_columns: Set of additional columns to cast to timestamp. Returns: New data subclass with amended column definitions. """ class CustomData(Data): @staticmethod def required_columns() -> Set[str]: return (required_columns or set()).union(REQUIRED_COLUMNS) @staticmethod def column_data_types() -> Dict[str, Type]: return {**(column_data_types or {}), **COLUMN_DATA_TYPES} return CustomData