Source code for ax.core.objective

#!/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.

from __future__ import annotations

import warnings
from typing import Any, Iterable, List, Optional, Tuple

from ax.core.metric import Metric
from ax.utils.common.base import SortableBase
from ax.utils.common.logger import get_logger
from ax.utils.common.typeutils import not_none


logger = get_logger(__name__)


[docs]class Objective(SortableBase):
    """Base class for representing an objective.

    Attributes:
        minimize: If True, minimize metric.
    """

    def __init__(self, metric: Metric, minimize: Optional[bool] = None) -> None:
        """Create a new objective.

        Args:
            metric: The metric to be optimized.
            minimize: If True, minimize metric. If None, will be set based on the
                `lower_is_better` property of the metric (if that is not specified,
                will raise a DeprecationWarning).

        """
        lower_is_better = metric.lower_is_better
        if minimize is None:
            if lower_is_better is None:
                warnings.warn(
                    f"Defaulting to `minimize=False` for metric {metric.name} not "
                    + "specifying `lower_is_better` property. This is a wild guess. "
                    + "Specify either `lower_is_better` on the metric, or specify "
                    + "`minimize` explicitly. This will become an error in the future.",
                    DeprecationWarning,
                )
                minimize = False
            else:
                minimize = lower_is_better
        if lower_is_better is not None:
            if lower_is_better and not minimize:
                warnings.warn(
                    f"Attempting to maximize metric {metric.name} with property "
                    "`lower_is_better=True`."
                )
            elif not lower_is_better and minimize:
                warnings.warn(
                    f"Attempting to minimize metric {metric.name} with property "
                    "`lower_is_better=False`."
                )
        self._metric = metric
        self.minimize = not_none(minimize)

    @property
    def metric(self) -> Metric:
        """Get the objective metric."""
        return self._metric

    @property
    def metrics(self) -> List[Metric]:
        """Get a list of objective metrics."""
        return [self._metric]

    @property
    def metric_names(self) -> List[str]:
        """Get a list of objective metric names."""
        return [m.name for m in self.metrics]

[docs]    def clone(self) -> Objective:
        """Create a copy of the objective."""
        return Objective(self.metric.clone(), self.minimize)

    def __repr__(self) -> str:
        return 'Objective(metric_name="{}", minimize={})'.format(
            self.metric.name, self.minimize
        )

[docs]    def get_unconstrainable_metrics(self) -> List[Metric]:
        """Return a list of metrics that are incompatible with OutcomeConstraints."""
        return self.metrics

    @property
    def _unique_id(self) -> str:
        return str(self)


[docs]class MultiObjective(Objective):
    """Class for an objective composed of a multiple component objectives.

    The Acquisition function determines how the objectives are weighted.

    Attributes:
        objectives: List of objectives.
    """

    weights: List[float]

    def __init__(
        self,
        objectives: Optional[List[Objective]] = None,
        **extra_kwargs: Any,  # Here to satisfy serialization.
    ) -> None:
        """Create a new objective.

        Args:
            objectives: The list of objectives to be jointly optimized.

        """
        # Support backwards compatibility for old API in which
        # MultiObjective constructor accepted `metrics` and `minimize`
        # rather than `objectives`
        if objectives is None:
            if "metrics" not in extra_kwargs:
                raise ValueError(
                    "Must either specify `objectives` or `metrics` "
                    "as input to `MultiObjective` constructor."
                )
            metrics = extra_kwargs["metrics"]
            minimize = extra_kwargs.get("minimize", False)
            warnings.warn(
                "Passing `metrics` and `minimize` as input to the `MultiObjective` "
                "constructor will soon be deprecated. Instead, pass a list of "
                "`objectives`. This will become an error in the future.",
                DeprecationWarning,
            )
            objectives = []
            for metric in metrics:
                lower_is_better = metric.lower_is_better or False
                _minimize = not lower_is_better if minimize else lower_is_better
                objectives.append(Objective(metric=metric, minimize=_minimize))

        self._objectives = not_none(objectives)

        # For now, assume all objectives are weighted equally.
        # This might be used in the future to change emphasis on the
        # relative focus of the exploration during the optimization.
        self.weights = [1.0 for _ in range(len(objectives))]

    @property
    def metric(self) -> Metric:
        """Override base method to error."""
        raise NotImplementedError(
            f"{type(self).__name__} is composed of multiple metrics"
        )

    @property
    def metrics(self) -> List[Metric]:
        """Get the objective metrics."""
        return [o.metric for o in self._objectives]

    @property
    def objectives(self) -> List[Objective]:
        """Get the objectives."""
        return self._objectives

    @property
    def objective_weights(self) -> Iterable[Tuple[Objective, float]]:
        """Get the objectives and weights."""
        return zip(self.objectives, self.weights)

[docs]    def clone(self) -> Objective:
        """Create a copy of the objective."""
        return MultiObjective(objectives=[o.clone() for o in self.objectives])

    def __repr__(self) -> str:
        return f"MultiObjective(objectives={self.objectives})"


[docs]class ScalarizedObjective(Objective):
    """Class for an objective composed of a linear scalarization of metrics.

    Attributes:
        metrics: List of metrics.
        weights: Weights for scalarization; default to 1.
    """

    weights: List[float]

    def __init__(
        self,
        metrics: List[Metric],
        weights: Optional[List[float]] = None,
        minimize: bool = False,
    ) -> None:
        """Create a new objective.

        Args:
            metric: The metric to be optimized.
            weights: The weights for the linear combination of metrics.
            minimize: If true, minimize the linear combination.

        """
        if weights is None:
            weights = [1.0 for i in range(len(metrics))]
        else:
            if len(weights) != len(metrics):
                raise ValueError("Length of weights must equal length of metrics")

        self._metrics = metrics
        self.weights = weights
        self.minimize = minimize

    @property
    def metric(self) -> Metric:
        """Override base method to error."""
        raise NotImplementedError(
            f"{type(self).__name__} is composed of multiple metrics"
        )

    @property
    def metrics(self) -> List[Metric]:
        """Get the metrics."""
        return self._metrics

    @property
    def metric_weights(self) -> Iterable[Tuple[Metric, float]]:
        """Get the metrics and weights."""
        return zip(self.metrics, self.weights)

[docs]    def clone(self) -> Objective:
        """Create a copy of the objective."""
        return ScalarizedObjective(
            metrics=[m.clone() for m in self.metrics],
            weights=self.weights.copy(),
            minimize=self.minimize,
        )

    def __repr__(self) -> str:
        return "ScalarizedObjective(metric_names={}, weights={}, minimize={})".format(
            [metric.name for metric in self.metrics], self.weights, self.minimize
        )