#!/usr/bin/env python3
# Copyright (c) Meta Platforms, Inc. and affiliates.
#
# This source code is licensed under the MIT license found in the
# LICENSE file in the root directory of this source tree.
from __future__ import annotations
from typing import Any, Callable, List, Optional
import numpy as np
import pandas as pd
from ax.core.base_trial import BaseTrial
from ax.core.data import Data
from ax.core.metric import Metric, MetricFetchE, MetricFetchResult
from ax.core.types import TParameterization
from ax.utils.common.result import Err, Ok
[docs]class NoisyFunctionMetric(Metric):
"""A metric defined by a generic deterministic function, with normal noise
with mean 0 and mean_sd scale added to the result.
"""
def __init__(
self,
name: str,
param_names: List[str],
noise_sd: Optional[float] = 0.0,
lower_is_better: Optional[bool] = None,
) -> None:
"""
Metric is computed by evaluating a deterministic function, implemented
in the `f` method defined on this class.
f will expect an array x, which is constructed from the arm
parameters by extracting the values of the parameter names given in
param_names, in that order.
Args:
name: Name of the metric
param_names: An ordered list of names of parameters to be passed
to the deterministic function.
noise_sd: Scale of normal noise added to the function result. If
None, interpret the function as nosiy with unknown noise level.
lower_is_better: Flag for metrics which should be minimized.
"""
self.param_names = param_names
self.noise_sd = noise_sd
super().__init__(name=name, lower_is_better=lower_is_better)
[docs] @classmethod
def is_available_while_running(cls) -> bool:
return True
[docs] def clone(self) -> NoisyFunctionMetric:
return self.__class__(
name=self._name,
param_names=self.param_names,
noise_sd=self.noise_sd,
lower_is_better=self.lower_is_better,
)
[docs] def fetch_trial_data(
self, trial: BaseTrial, noisy: bool = True, **kwargs: Any
) -> MetricFetchResult:
try:
noise_sd = self.noise_sd if noisy else 0.0
arm_names = []
mean = []
for name, arm in trial.arms_by_name.items():
arm_names.append(name)
val = self._evaluate(params=arm.parameters)
if noise_sd:
val = val + noise_sd * np.random.randn()
mean.append(val)
# indicate unknown noise level in data
if noise_sd is None:
noise_sd = float("nan")
df = pd.DataFrame(
{
"arm_name": arm_names,
"metric_name": self.name,
"mean": mean,
"sem": noise_sd,
"trial_index": trial.index,
"n": 10000 / len(arm_names),
"frac_nonnull": mean,
}
)
return Ok(value=Data(df=df))
except Exception as e:
return Err(
MetricFetchE(message=f"Failed to fetch {self.name}", exception=e)
)
def _evaluate(self, params: TParameterization) -> float:
x = np.array([params[p] for p in self.param_names])
return self.f(x)
[docs] def f(self, x: np.ndarray) -> float:
"""The deterministic function that produces the metric outcomes."""
raise NotImplementedError
[docs]class GenericNoisyFunctionMetric(NoisyFunctionMetric):
def __init__(
self,
name: str,
f: Callable[[TParameterization], float],
noise_sd: Optional[float] = 0.0,
lower_is_better: Optional[bool] = None,
) -> None:
"""
Metric is computed by evaluating a deterministic function, implemented in f.
Args:
name: Name of the metric.
f: A callable accepting a dictionary from parameter names to
values and returning a float metric value.
noise_sd: Scale of normal noise added to the function result. If
None, interpret the function as nosiy with unknown noise level.
lower_is_better: Flag for metrics which should be minimized.
Note: Since this metric setup uses a generic callable it cannot be serialized
and will not play well with storage.
"""
self._f = f
self.noise_sd = noise_sd
Metric.__init__(self, name=name, lower_is_better=lower_is_better)
@property
def param_names(self) -> List[str]:
raise NotImplementedError(
"GenericNoisyFunctionMetric does not implement a param_names attribute"
)
def _evaluate(self, params: TParameterization) -> float:
return self._f(params)
[docs] def clone(self) -> GenericNoisyFunctionMetric:
return self.__class__(
name=self._name,
f=self._f,
noise_sd=self.noise_sd,
lower_is_better=self.lower_is_better,
)
