Source code for ax.modelbridge.torch

#!/usr/bin/env python3
# Copyright (c) Facebook, Inc. and its affiliates. All Rights Reserved.

from typing import Callable, Dict, List, Optional, Tuple, Type

import numpy as np
import torch
from ax.core.data import Data
from ax.core.experiment import Experiment
from ax.core.observation import ObservationData, ObservationFeatures
from ax.core.optimization_config import OptimizationConfig
from ax.core.search_space import SearchSpace
from ax.core.types import TConfig
from ax.modelbridge.array import FIT_MODEL_ERROR, ArrayModelBridge
from ax.modelbridge.transforms.base import Transform
from ax.models.torch_base import TorchModel
from torch import Tensor


[docs]class TorchModelBridge(ArrayModelBridge): """A model bridge for using torch-based 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. """ # pyre-fixme[13]: Attribute `model` is never initialized. model: Optional[TorchModel] # pyre-fixme[13]: Attribute `outcomes` is never initialized. outcomes: Optional[List[str]] # pyre-fixme[13]: Attribute `parameters` is never initialized. parameters: Optional[List[str]] def __init__( self, experiment: Experiment, search_space: SearchSpace, data: Data, model: TorchModel, transforms: List[Type[Transform]], transform_configs: Optional[Dict[str, TConfig]] = None, torch_dtype: Optional[torch.dtype] = None, # noqa T484 torch_device: Optional[torch.device] = None, status_quo_name: Optional[str] = None, status_quo_features: Optional[ObservationFeatures] = None, optimization_config: Optional[OptimizationConfig] = None, ) -> None: if torch_dtype is None: # pragma: no cover torch_dtype = torch.float # noqa T484 self.dtype = torch_dtype self.device = torch_device super().__init__( experiment=experiment, search_space=search_space, data=data, model=model, transforms=transforms, transform_configs=transform_configs, status_quo_name=status_quo_name, status_quo_features=status_quo_features, optimization_config=optimization_config, ) def _fit( self, model: TorchModel, search_space: SearchSpace, observation_features: List[ObservationFeatures], observation_data: List[ObservationData], ) -> None: # pragma: no cover super()._fit( model=model, search_space=search_space, observation_features=observation_features, observation_data=observation_data, ) def _model_fit( self, model: TorchModel, Xs: List[np.ndarray], Ys: List[np.ndarray], Yvars: List[np.ndarray], bounds: List[Tuple[float, float]], task_features: List[int], feature_names: List[str], fidelity_features: List[int], ) -> None: self.model = model # Convert numpy arrays to torch tensors Xs: List[Tensor] = self._array_list_to_tensors(Xs) Ys: List[Tensor] = self._array_list_to_tensors(Ys) Yvars: List[Tensor] = self._array_list_to_tensors(Yvars) self.model.fit( Xs=Xs, Ys=Ys, Yvars=Yvars, bounds=bounds, task_features=task_features, feature_names=feature_names, fidelity_features=fidelity_features, ) def _model_update( self, Xs: List[np.ndarray], Ys: List[np.ndarray], Yvars: List[np.ndarray] ) -> None: if not self.model: # pragma: no cover raise ValueError(FIT_MODEL_ERROR.format(action="_model_update")) Xs: List[Tensor] = self._array_list_to_tensors(Xs) Ys: List[Tensor] = self._array_list_to_tensors(Ys) Yvars: List[Tensor] = self._array_list_to_tensors(Yvars) # pyre-fixme[16]: `Optional` has no attribute `update`. self.model.update(Xs=Xs, Ys=Ys, Yvars=Yvars) def _model_predict(self, X: np.ndarray) -> Tuple[np.ndarray, np.ndarray]: if not self.model: # pragma: no cover raise ValueError(FIT_MODEL_ERROR.format(action="_model_predict")) # pyre-fixme[16]: `Optional` has no attribute `predict`. f, var = self.model.predict(X=self._array_to_tensor(X)) return f.detach().cpu().clone().numpy(), var.detach().cpu().clone().numpy() def _validate_and_convert_to_tensors( self, objective_weights: np.ndarray, outcome_constraints: Optional[Tuple[np.ndarray, np.ndarray]], linear_constraints: Optional[Tuple[np.ndarray, np.ndarray]], pending_observations: Optional[List[np.ndarray]], ) -> Tuple[ Tensor, Optional[Tuple[Tensor, Tensor]], Optional[Tuple[Tensor, Tensor]], Optional[List[Tensor]], ]: objective_weights: Tensor = self._array_to_tensor(objective_weights) if outcome_constraints is not None: # pragma: no cover # pyre-fixme[9]: outcome_constraints has type `Optional[Tuple[ndarray, # ndarray]]`; used as `Tuple[Tensor, Tensor]`. outcome_constraints = ( self._array_to_tensor(outcome_constraints[0]), self._array_to_tensor(outcome_constraints[1]), ) if linear_constraints is not None: # pragma: no cover # pyre-fixme[9]: linear_constraints has type `Optional[Tuple[ndarray, # ndarray]]`; used as `Tuple[Tensor, Tensor]`. linear_constraints = ( self._array_to_tensor(linear_constraints[0]), self._array_to_tensor(linear_constraints[1]), ) if pending_observations is not None: # pragma: no cover # pyre-fixme[9]: pending_observations has type # `Optional[List[ndarray]]`; used as `List[Tensor]`. pending_observations = self._array_list_to_tensors(pending_observations) # pyre-fixme[7]: Expected `Tuple[Tensor, Optional[Tuple[Tensor, Tensor]], # Optional[Tuple[Tensor, Tensor]], Optional[List[Tensor]]]` but got # `Tuple[Tensor, Optional[Tuple[ndarray, ndarray]], Optional[Tuple[ndarray, # ndarray]], Optional[List[ndarray]]]`. return ( objective_weights, outcome_constraints, linear_constraints, pending_observations, ) def _model_gen( self, n: int, bounds: List[Tuple[float, float]], objective_weights: np.ndarray, outcome_constraints: Optional[Tuple[np.ndarray, np.ndarray]], linear_constraints: Optional[Tuple[np.ndarray, np.ndarray]], fixed_features: Optional[Dict[int, float]], pending_observations: Optional[List[np.ndarray]], model_gen_options: Optional[TConfig], rounding_func: Callable[[np.ndarray], np.ndarray], ) -> Tuple[np.ndarray, np.ndarray]: if not self.model: # pragma: no cover raise ValueError(FIT_MODEL_ERROR.format(action="_model_gen")) obj_w, oc_c, l_c, pend_obs = self._validate_and_convert_to_tensors( objective_weights=objective_weights, outcome_constraints=outcome_constraints, linear_constraints=linear_constraints, pending_observations=pending_observations, ) tensor_rounding_func = self._array_callable_to_tensor_callable(rounding_func) # pyre-fixme[16]: `Optional` has no attribute `gen`. X, w = self.model.gen( n=n, bounds=bounds, objective_weights=obj_w, outcome_constraints=oc_c, linear_constraints=l_c, fixed_features=fixed_features, pending_observations=pend_obs, model_gen_options=model_gen_options, rounding_func=tensor_rounding_func, ) return X.detach().cpu().clone().numpy(), w.detach().cpu().clone().numpy() def _model_best_point( self, bounds: List[Tuple[float, float]], objective_weights: np.ndarray, outcome_constraints: Optional[Tuple[np.ndarray, np.ndarray]], linear_constraints: Optional[Tuple[np.ndarray, np.ndarray]], fixed_features: Optional[Dict[int, float]], model_gen_options: Optional[TConfig], ) -> Optional[np.ndarray]: # pragma: no cover if not self.model: # pragma: no cover raise ValueError(FIT_MODEL_ERROR.format(action="_model_gen")) obj_w, oc_c, l_c, _ = self._validate_and_convert_to_tensors( objective_weights=objective_weights, outcome_constraints=outcome_constraints, linear_constraints=linear_constraints, pending_observations=None, ) try: # pyre-fixme[16]: `Optional` has no attribute `best_point`. X = self.model.best_point( bounds=bounds, objective_weights=obj_w, outcome_constraints=oc_c, linear_constraints=l_c, fixed_features=fixed_features, model_gen_options=model_gen_options, ) return None if X is None else X.detach().cpu().clone().numpy() except NotImplementedError: return None def _model_cross_validate( self, Xs_train: List[np.ndarray], Ys_train: List[np.ndarray], Yvars_train: List[np.ndarray], X_test: np.ndarray, ) -> Tuple[np.ndarray, np.ndarray]: if not self.model: # pragma: no cover raise ValueError(FIT_MODEL_ERROR.format(action="_model_cross_validate")) Xs_train: List[Tensor] = self._array_list_to_tensors(Xs_train) Ys_train: List[Tensor] = self._array_list_to_tensors(Ys_train) Yvars_train: List[Tensor] = self._array_list_to_tensors(Yvars_train) X_test: Tensor = self._array_to_tensor(X_test) # pyre-fixme[16]: `Optional` has no attribute `cross_validate`. f_test, cov_test = self.model.cross_validate( Xs_train=Xs_train, Ys_train=Ys_train, Yvars_train=Yvars_train, X_test=X_test ) return ( f_test.detach().cpu().clone().numpy(), cov_test.detach().cpu().clone().numpy(), ) def _array_to_tensor(self, array: np.ndarray) -> Tensor: return torch.tensor(array, dtype=self.dtype, device=self.device) def _array_list_to_tensors(self, arrays: List[np.ndarray]) -> List[Tensor]: return [self._array_to_tensor(x) for x in arrays] def _array_callable_to_tensor_callable( self, array_func: Callable[[np.ndarray], np.ndarray] ) -> Callable[[Tensor], Tensor]: tensor_func: Callable[[Tensor], Tensor] = lambda x: ( self._array_to_tensor(array_func(x.detach().cpu().clone().numpy())) ) return tensor_func