ax.utils¶
Common¶
Docutils¶
Support functions for sphinx et. al
-
ax.utils.common.docutils.
copy_doc
(src)[source]¶ A decorator that copies the docstring of another object
Since
sphinx
actually loads the python modules to grab the docstrings this works with bothsphinx
and thehelp
function.class Cat(Mamal): @property @copy_doc(Mamal.is_feline) def is_feline(self) -> true: ...
- Return type
~_T
Equality¶
-
ax.utils.common.equality.
dataframe_equals
(df1, df2)[source]¶ Compare equality of two pandas dataframes.
- Return type
-
ax.utils.common.equality.
datetime_equals
(dt1, dt2)[source]¶ Compare equality of two datetimes, ignoring microseconds.
- Return type
-
ax.utils.common.equality.
equality_typechecker
(eq_func)[source]¶ A decorator to wrap all __eq__ methods to ensure that the inputs are of the right type.
- Return type
-
ax.utils.common.equality.
object_attribute_dicts_equal
(one_dict, other_dict)[source]¶ Utility to check if all items in attribute dicts of two Ax objects are the same.
NOTE: Special-cases some Ax object attributes, like “_experiment” or “_model”, where full equality is hard to check.
- Return type
-
ax.utils.common.equality.
same_elements
(list1, list2)[source]¶ Compare equality of two lists of core Ax objects.
- Assumptions:
– The contents of each list are types that implement __eq__ – The lists do not contain duplicates
Checking equality is then the same as checking that the lists are the same length, and that one is a subset of the other.
- Return type
Kwargs¶
-
ax.utils.common.kwargs.
consolidate_kwargs
(kwargs_iterable, keywords)[source]¶ Combine an iterable of kwargs into a single dict of kwargs, where kwargs by duplicate keys that appear later in the iterable get priority over the ones that appear earlier and only kwargs referenced in keywords will be used. This allows to combine somewhat redundant sets of kwargs, where a user-set kwarg, for instance, needs to override a default kwarg.
>>> consolidate_kwargs( ... kwargs_iterable=[{'a': 1, 'b': 2}, {'b': 3, 'c': 4, 'd': 5}], ... keywords=['a', 'b', 'd'] ... ) {'a': 1, 'b': 3, 'd': 5}
-
ax.utils.common.kwargs.
get_function_argument_names
(function, omit=None)[source]¶ Extract parameter names from function signature.
-
ax.utils.common.kwargs.
get_function_default_arguments
(function)[source]¶ Extract default arguments from function signature.
-
ax.utils.common.kwargs.
validate_kwarg_typing
(typed_callables, **kwargs)[source]¶ Raises a value error if some of the keyword argument types do not match the signatures of the specified typed callables.
Note: this function expects the typed callables to have unique keywords for the arguments and will raise an error if repeat keywords are found.
- Return type
None
Logger¶
Serialization¶
-
ax.utils.common.serialization.
callable_from_reference
(path)[source]¶ Retrieves a callable by its path.
- Return type
Testutils¶
Support functions for tests
-
class
ax.utils.common.testutils.
TestCase
(methodName='runTest')[source]¶ Bases:
unittest.case.TestCase
The base test case for Ax, contains various helper functions to write unittest.
Timeutils¶
Typeutils¶
-
ax.utils.common.typeutils.
checked_cast
(typ, val)[source]¶ Cast a value to a type (with a runtime safety check).
Returns the value unchanged and checks its type at runtime. This signals to the typechecker that the value has the designated type.
Like typing.cast
check_cast
performs no runtime conversion on its argument, but, unliketyping.cast
,checked_cast
will throw an error if the value is not of the expected type. The type passed as an argument should be a python class.- Parameters
typ (
Type
[~T]) – the type to cast toval (~V) – the value that we are casting
- Return type
~T
- Returns
the
val
argument, unchanged
-
ax.utils.common.typeutils.
checked_cast_dict
(key_typ, value_typ, d)[source]¶ Calls checked_cast on all keys and values in the dictionary.
- Return type
Dict
[~K, ~V]
-
ax.utils.common.typeutils.
checked_cast_list
(typ, old_l)[source]¶ Calls checked_cast on all items in a list.
- Return type
List
[~T]
-
ax.utils.common.typeutils.
checked_cast_optional
(typ, val)[source]¶ Calls checked_cast only if value is not None.
- Return type
Optional
[~T]
-
ax.utils.common.typeutils.
checked_cast_to_tuple
(typ, val)[source]¶ Cast a value to a union of multiple types (with a runtime safety check). This function is similar to checked_cast, but allows for the type to be defined as a tuple of types, in which case the value is cast as a union of the types in the tuple.
-
ax.utils.common.typeutils.
not_none
(val)[source]¶ Unbox an optional type.
- Parameters
val (
Optional
[~T]) – the value to cast to a nonNone
type
- Retruns:
V:
val
whenval
is notNone
- Throws:
ValueError if
val
isNone
- Return type
~T
-
ax.utils.common.typeutils.
numpy_type_to_python_type
(value)[source]¶ If value is a Numpy int or float, coerce to a Python int or float. This is necessary because some of our transforms return Numpy values.
- Return type
Measurement¶
Synthetic Functions¶
-
class
ax.utils.measurement.synthetic_functions.
Aug_Branin
[source]¶ Bases:
ax.utils.measurement.synthetic_functions.SyntheticFunction
Augmented Branin function (3-dimensional with infinitely many global minima).
-
class
ax.utils.measurement.synthetic_functions.
Aug_Hartmann6
[source]¶ Bases:
ax.utils.measurement.synthetic_functions.Hartmann6
Augmented Hartmann6 function (7-dimensional with 1 global minimum).
-
class
ax.utils.measurement.synthetic_functions.
Branin
[source]¶ Bases:
ax.utils.measurement.synthetic_functions.SyntheticFunction
Branin function (2-dimensional with 3 global minima).
-
class
ax.utils.measurement.synthetic_functions.
FromBotorch
(botorch_synthetic_function)[source]¶ Bases:
ax.utils.measurement.synthetic_functions.SyntheticFunction
-
class
ax.utils.measurement.synthetic_functions.
Hartmann6
[source]¶ Bases:
ax.utils.measurement.synthetic_functions.SyntheticFunction
Hartmann6 function (6-dimensional with 1 global minimum).
-
class
ax.utils.measurement.synthetic_functions.
SyntheticFunction
[source]¶ Bases:
abc.ABC
Notebook¶
Report¶
Render¶
-
ax.utils.report.render.
link_html
(text, href)[source]¶ Embed text and reference address into link tag.
- Return type
-
ax.utils.report.render.
render_report_elements
(experiment_name, html_elements, header=True, offline=False, notebook_env=False)[source]¶ Generate Ax HTML report for a given experiment from HTML elements.
Uses Jinja2 for template. Injects Plotly JS for graph rendering.
Example:
html_elements = [ h2_html("Subsection with plot"), p_html("This is an example paragraph."), plot_html(plot_fitted(gp_model, 'perf_metric')), h2_html("Subsection with table"), pandas_html(data.df), ] html = render_report_elements('My experiment', html_elements)
- Parameters
experiment_name (
str
) – the name of the experiment to use for title.html_elements (
List
[str
]) – list of HTML strings to render in report body.header (
bool
) – if True, render experiment title as a header. Meant to be used for standalone reports (e.g. via email), as opposed to served on the front-end.offline (
bool
) – if True, entire Plotly library is bundled with report.notebook_env (
bool
) – if True, caps the report width to 700px for viewing in a notebook environment.
- Returns
HTML string.
- Return type
-
ax.utils.report.render.
table_cell_html
(text, width=None)[source]¶ Embed text or an HTML element into table cell tag.
- Return type
-
ax.utils.report.render.
table_heading_cell_html
(text)[source]¶ Embed text or an HTML element into table heading cell tag.
- Return type
-
ax.utils.report.render.
table_html
(table_rows)[source]¶ Embed list of HTML elements into table tag.
- Return type
Stats¶
Statstools¶
-
ax.utils.stats.statstools.
agresti_coull_sem
(n_numer, n_denom, prior_successes=2, prior_failures=2)[source]¶ Compute the Agresti-Coull style standard error for a binomial proportion.
Reference: Agresti, Alan, and Brent A. Coull. Approximate Is Better than ‘Exact’ for Interval Estimation of Binomial Proportions.” The American Statistician, vol. 52, no. 2, 1998, pp. 119-126. JSTOR, www.jstor.org/stable/2685469.
-
ax.utils.stats.statstools.
inverse_variance_weight
(means, variances, conflicting_noiseless='warn')[source]¶ Perform inverse variance weighting.
- Parameters
means (
ndarray
) – The means of the observations.variances (
ndarray
) – The variances of the observations.conflicting_noiseless (
str
) – How to handle the case of multiple observations with zero variance but different means. Options are “warn” (default), “ignore” or “raise”.
- Return type
-
ax.utils.stats.statstools.
marginal_effects
(df)[source]¶ This method calculates the relative (in %) change in the outcome achieved by using any individual factor level versus randomizing across all factor levels. It does this by estimating a baseline under the experiment by marginalizing over all factors/levels. For each factor level, then, it conditions on that level for the individual factor and then marginalizes over all levels for all other factors.
- Parameters
df (
DataFrame
) – Dataframe containing columns named mean and sem. All other columns are assumed to be factors for which to calculate marginal effects.- Return type
DataFrame
- Returns
- A dataframe containing columns “Name”, “Level”, “Beta” and “SE”
corresponding to the factor, level, effect and standard error. Results are relativized as percentage changes.
-
ax.utils.stats.statstools.
positive_part_james_stein
(means, sems)[source]¶ Estimation method for Positive-part James-Stein estimator.
This method takes a vector of K means (y_i) and standard errors (sigma_i) and calculates the positive-part James Stein estimator.
Resulting estimates are the shrunk means and standard errors. The positive part James-Stein estimator shrinks each constituent average to the grand average:
y_i - phi_i * y_i + phi_i * ybar
The variable phi_i determines the amount of shrinkage. For phi_i = 1, mu_hat is equal to ybar (the mean of all y_i), while for phi_i = 0, mu_hat is equal to y_i. It can be shown that restricting phi_i <= 1 dominates the unrestricted estimator, so this method restricts phi_i in this manner. The amount of shrinkage, phi_i, is determined by:
(K - 3) * sigma2_i / s2
That is, less shrinkage is applied when individual means are estimated with greater precision, and more shrinkage is applied when individual means are very tightly clustered together. We also restrict phi_i to never be larger than 1.
The variance of the mean estimator is:
(1 - phi_i) * sigma2_i + phi * sigma2_i / K + 2 * phi_i ** 2 * (y_i - ybar)^2 / (K - 3)
The first term is the variance component from y_i, the second term is the contribution from the mean of all y_i, and the third term is the contribution from the uncertainty in the sum of squared deviations of y_i from the mean of all y_i.
For more information, see https://fburl.com/empirical_bayes.
-
ax.utils.stats.statstools.
relativize
(means_t, sems_t, mean_c, sem_c, bias_correction=True, cov_means=0.0, as_percent=False)[source]¶ Ratio estimator based on the delta method.
This uses the delta method (i.e. a Taylor series approximation) to estimate the mean and standard deviation of the sampling distribution of the ratio between test and control – that is, the sampling distribution of an estimator of the true population value under the assumption that the means in test and control have a known covariance:
(mu_t / mu_c) - 1.
Under a second-order Taylor expansion, the sampling distribution of the relative change in empirical means, which is m_t / m_c - 1, is approximately normally distributed with mean
[(mu_t - mu_c) / mu_c] - [(sigma_c)^2 * mu_t] / (mu_c)^3
and variance
(sigma_t / mu_c)^2 - 2 * mu_t _ sigma_tc / mu_c^3 + [(sigma_c * mu_t)^2 / (mu_c)^4]
as the higher terms are assumed to be close to zero in the full Taylor series. To estimate these parameters, we plug in the empirical means and standard errors. This gives us the estimators:
[(m_t - m_c) / m_c] - [(s_c)^2 * m_t] / (m_c)^3
and
(s_t / m_c)^2 - 2 * m_t * s_tc / m_c^3 + [(s_c * m_t)^2 / (m_c)^4]
Note that the delta method does NOT take as input the empirical standard deviation of a metric, but rather the standard error of the mean of that metric – that is, the standard deviation of the metric after division by the square root of the total number of observations.
- Parameters
means_t (
Union
[ndarray
,List
[float
],float
]) – Sample means (test)sems_t (
Union
[ndarray
,List
[float
],float
]) – Sample standard errors of the means (test)mean_c (
float
) – Sample mean (control)sem_c (
float
) – Sample standard error of the mean (control)cov_means (
Union
[ndarray
,List
[float
],float
]) – Sample covariance between test and controlas_percent (
bool
) – If true, return results in percent (* 100)
- Returns
- Inferred means of the sampling distribution of
the relative change (mean_t / mean_c) - 1
- sem_hat: Inferred standard deviation of the sampling
distribution of rel_hat – i.e. the standard error.
- Return type
rel_hat
Testing¶
Core Stubs¶
-
ax.utils.testing.core_stubs.
get_batch_trial_with_repeated_arms
(num_repeated_arms)[source]¶ Create a batch that contains both new arms and N arms from the last existed trial in the experiment. Where N is equal to the input argument ‘num_repeated_arms’.
- Return type
-
ax.utils.testing.core_stubs.
get_branin_experiment
(has_optimization_config=True, with_batch=False, with_status_quo=False)[source]¶ - Return type
-
ax.utils.testing.core_stubs.
get_experiment_with_repeated_arms
(num_repeated_arms)[source]¶ - Return type
-
ax.utils.testing.core_stubs.
get_factorial_experiment
(has_optimization_config=True, with_batch=False, with_status_quo=False)[source]¶ - Return type
-
ax.utils.testing.core_stubs.
get_multi_type_experiment
(add_trial_type=True, add_trials=False)[source]¶ - Return type
-
ax.utils.testing.core_stubs.
get_search_space_for_range_values
(min=3.0, max=6.0)[source]¶ - Return type
Modeling Stubs¶
-
class
ax.utils.testing.modeling_stubs.
transform_1
(search_space, observation_features, observation_data, config=None)[source]¶ Bases:
ax.modelbridge.transforms.base.Transform
-
config
= None¶
-
transform_observation_data
(observation_data, observation_features)[source]¶ Transform observation features.
This is typically done in-place. 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 in-place. 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 in-place. 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 in-place. 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 in-place. 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 in-place. 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.utils.testing.modeling_stubs.
transform_2
(search_space, observation_features, observation_data, config=None)[source]¶ Bases:
ax.modelbridge.transforms.base.Transform
-
config
= None¶
-
transform_observation_data
(observation_data, observation_features)[source]¶ Transform observation features.
This is typically done in-place. 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 in-place. 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 in-place. 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 in-place. 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 in-place. 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 in-place. 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
-
Tutorials¶
Neural Net¶
-
class
ax.utils.tutorials.cnn_utils.
CNN
[source]¶ Bases:
torch.nn.modules.module.Module
Convolutional Neural Network.
-
forward
(x)[source]¶ Defines the computation performed at every call.
Should be overridden by all subclasses.
Note
Although the recipe for forward pass needs to be defined within this function, one should call the
Module
instance afterwards instead of this since the former takes care of running the registered hooks while the latter silently ignores them.
-
-
ax.utils.tutorials.cnn_utils.
evaluate
(net, data_loader, dtype, device)[source]¶ Compute classification accuracy on provided dataset.
- Parameters
net (
Module
) – trained modeldata_loader (
DataLoader
) – DataLoader containing the evaluation setdtype (
dtype
) – torch dtypedevice (
device
) – torch device
- Returns
classification accuracy
- Return type
-
ax.utils.tutorials.cnn_utils.
get_partition_data_loaders
(train_valid_set, test_set, downsample_pct=0.5, train_pct=0.8, batch_size=128, num_workers=0, deterministic_partitions=False, downsample_pct_test=None)[source]¶ - Helper function for partitioning training data into training and validation sets,
downsampling data, and initializing DataLoaders for each partition.
- Parameters
train_valid_set (
Dataset
) – torch.datasetdownsample_pct (
float
) – the proportion of the dataset to use for training, and validationtrain_pct (
float
) – the proportion of the downsampled data to use for trainingbatch_size (
int
) – how many samples per batch to loadnum_workers (
int
) – number of workers (subprocesses) for loading datadeterministic_partitions (
bool
) – whether to partition data in a deterministic fashiondownsample_pct_test (
Optional
[float
]) – the proportion of the dataset to use for test, default to be equal to downsample_pct
- Returns
training data DataLoader: validation data DataLoader: test data
- Return type
DataLoader
-
ax.utils.tutorials.cnn_utils.
load_mnist
(downsample_pct=0.5, train_pct=0.8, data_path='./data', batch_size=128, num_workers=0, deterministic_partitions=False, downsample_pct_test=None)[source]¶ - Load MNIST dataset (download if necessary) and split data into training,
validation, and test sets.
- Parameters
downsample_pct (
float
) – the proportion of the dataset to use for training, validation, and testtrain_pct (
float
) – the proportion of the downsampled data to use for trainingdata_path (
str
) – Root directory of dataset where MNIST/processed/training.pt and MNIST/processed/test.pt exist.batch_size (
int
) – how many samples per batch to loadnum_workers (
int
) – number of workers (subprocesses) for loading datadeterministic_partitions (
bool
) – whether to partition data in a deterministic fashiondownsample_pct_test (
Optional
[float
]) – the proportion of the dataset to use for test, default to be equal to downsample_pct
- Returns
training data DataLoader: validation data DataLoader: test data
- Return type
DataLoader
-
ax.utils.tutorials.cnn_utils.
split_dataset
(dataset, lengths, deterministic_partitions=False)[source]¶ Split a dataset either randomly or deterministically.
-
ax.utils.tutorials.cnn_utils.
train
(net, train_loader, parameters, dtype, device)[source]¶ Train CNN on provided data set.
- Parameters
net (
Module
) – initialized neural networktrain_loader (
DataLoader
) – DataLoader containing training setparameters (
Dict
[str
,float
]) – dictionary containing parameters to be passed to the optimizer. - lr: default (0.001) - momentum: default (0.0) - weight_decay: default (0.0) - num_epochs: default (1)dtype (
dtype
) – torch dtypedevice (
device
) – torch device
- Returns
trained CNN.
- Return type
nn.Module