#!/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 logging
from typing import Dict, List, NamedTuple, Optional
import numpy as np
import pandas as pd
from ax.benchmark.benchmark_problem import BenchmarkProblem, SimpleBenchmarkProblem
from ax.core.batch_trial import BatchTrial
from ax.core.experiment import Experiment
from ax.core.trial import Trial
from ax.core.utils import best_feasible_objective, get_model_times
from ax.plot.base import AxPlotConfig
from ax.plot.render import plot_config_to_html
from ax.plot.trace import (
optimization_times,
optimization_trace_all_methods,
optimization_trace_single_method,
)
from ax.utils.common.logger import get_logger
from ax.utils.common.typeutils import checked_cast, not_none
from ax.utils.report.render import h2_html, h3_html, p_html, render_report_elements
logger: logging.Logger = get_logger(__name__)
[docs]class BenchmarkResult(NamedTuple):
# {method_name -> [[best objective per trial] per benchmark run]}
objective_at_true_best: Dict[str, np.ndarray]
# {method_name -> [total fit time per run]}
fit_times: Dict[str, List[float]]
# {method_name -> [total gen time per run]}
gen_times: Dict[str, List[float]]
# {method_name -> trials where generation strategy changed}
optimum: Optional[float] = None
model_transitions: Optional[Dict[str, Optional[List[int]]]] = None
[docs]def aggregate_problem_results(
runs: Dict[str, List[Experiment]],
problem: BenchmarkProblem,
# Model transitions, can be obtained as `generation_strategy.model_transitions`
model_transitions: Optional[Dict[str, List[int]]] = None,
) -> BenchmarkResult:
# Results will be put in {method -> results} dictionaries.
objective_at_true_best: Dict[str, List[np.ndarray]] = {}
fit_times: Dict[str, List[float]] = {}
gen_times: Dict[str, List[float]] = {}
for method, experiments in runs.items():
objective_at_true_best[method] = []
fit_times[method] = []
gen_times[method] = []
for experiment in experiments:
assert (
problem.name in experiment.name
), "Problem and experiment name do not match."
fit_time, gen_time = get_model_times(experiment=experiment)
true_best_objective = extract_optimization_trace(
experiment=experiment, problem=problem
)
# Compute the things we care about
# 1. True best objective value.
objective_at_true_best[method].append(true_best_objective)
# 2. Time
fit_times[method].append(fit_time)
gen_times[method].append(gen_time)
# TODO: If `evaluate_suggested` is True on the problem
# 3. True obj. value of model-predicted best
# 4. True feasiblity of model-predicted best
# 5. Model prediction MSE for each gen run
# TODO: remove rows from <values>[method] of length different
# from the length of other rows, log warning when removing
return BenchmarkResult(
objective_at_true_best={
m: np.array(v) for m, v in objective_at_true_best.items()
},
# pyre-fixme[6]: [6]: Expected `Optional[Dict[str, Optional[List[int]]]]`
# but got `Optional[Dict[str, List[int]]]`
model_transitions=model_transitions,
optimum=problem.optimal_value,
fit_times=fit_times,
gen_times=gen_times,
)
[docs]def make_plots(
benchmark_result: BenchmarkResult, problem_name: str, include_individual: bool
) -> List[AxPlotConfig]:
plots: List[AxPlotConfig] = []
# Plot objective at true best
plots.append(
optimization_trace_all_methods(
y_dict=benchmark_result.objective_at_true_best,
optimum=benchmark_result.optimum,
title=f"{problem_name}: cumulative best objective",
ylabel="Objective at best-feasible point observed so far",
)
)
if include_individual:
# Plot individual plots of a single method on a single problem.
for m, y in benchmark_result.objective_at_true_best.items():
plots.append(
optimization_trace_single_method(
y=y,
optimum=benchmark_result.optimum,
# model_transitions=benchmark_result.model_transitions[m],
title=f"{problem_name}, {m}: cumulative best objective",
ylabel="Objective at best-feasible point observed so far",
)
)
# Plot time
plots.append(
optimization_times(
fit_times=benchmark_result.fit_times,
gen_times=benchmark_result.gen_times,
title=f"{problem_name}: optimization times",
)
)
return plots
[docs]def generate_report(
benchmark_results: Dict[str, BenchmarkResult],
errors_encountered: Optional[List[str]] = None,
include_individual_method_plots: bool = False,
notebook_env: bool = False,
) -> str:
html_elements = [h2_html("Bayesian Optimization benchmarking suite report")]
for p, benchmark_result in benchmark_results.items():
html_elements.append(h3_html(f"{p}:"))
plots = make_plots(
benchmark_result,
problem_name=p,
include_individual=include_individual_method_plots,
)
html_elements.extend(plot_config_to_html(plt) for plt in plots)
if errors_encountered:
html_elements.append(h3_html("Errors encountered:"))
html_elements.extend(p_html(err) for err in errors_encountered)
else:
html_elements.append(h3_html("No errors encountered!"))
# Experiment name is used in header, which is disabled in this case.
return render_report_elements(
experiment_name="",
html_elements=html_elements,
header=False,
notebook_env=notebook_env,
)
def _extract_optimization_trace_from_metrics(experiment: Experiment) -> np.ndarray:
names = []
for trial in experiment.trials.values():
for i, arm in enumerate(trial.arms):
reps = int(trial.weights[i]) if isinstance(trial, BatchTrial) else 1
names.extend([arm.name] * reps)
# pyre-fixme[16]: Module `pd` has no attribute `DataFrame`.
iters_df = pd.DataFrame({"arm_name": names})
data_df = experiment.fetch_data(noisy=False).df
metrics = data_df["metric_name"].unique()
true_values = {}
for metric in metrics:
df_m = data_df[data_df["metric_name"] == metric]
# Get one row per arm
df_m = df_m.groupby("arm_name").first().reset_index()
# pyre-fixme[16]: Module `pd` has no attribute `merge`.
df_b = pd.merge(iters_df, df_m, how="left", on="arm_name")
true_values[metric] = df_b["mean"].values
return best_feasible_objective(
# pyre-fixme[6]: Expected `OptimizationConfig` for 1st param but got
# `Optional[ax.core.optimization_config.OptimizationConfig]`.
optimization_config=experiment.optimization_config,
values=true_values,
)
def _extract_optimization_trace_from_synthetic_function(
experiment: Experiment, problem: SimpleBenchmarkProblem
) -> np.ndarray:
if any(isinstance(trial, BatchTrial) for trial in experiment.trials.values()):
raise NotImplementedError("Batched trials are not yet supported.")
true_values = []
for trial in experiment.trials.values():
parameters = not_none(checked_cast(Trial, trial).arm).parameters
# Expecting numerical parameters only.
value = problem.f(*[float(x) for x in parameters.values()]) # pyre-ignore[6]
true_values.append(value)
return best_feasible_objective(
# pyre-fixme[6]: Expected `OptimizationConfig` for 1st param but got
# `Optional[ax.core.optimization_config.OptimizationConfig]`.
optimization_config=experiment.optimization_config,
values={problem.name: true_values},
)
