Source code for ax.modelbridge.transforms.logit

#!/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 typing import TYPE_CHECKING, List, Optional, Set

from ax.core.observation import ObservationData, ObservationFeatures
from ax.core.parameter import ParameterType, RangeParameter
from ax.core.search_space import SearchSpace
from ax.core.types import TConfig
from ax.modelbridge.transforms.base import Transform
from scipy.special import logit, expit

if TYPE_CHECKING:
    # import as module to make sphinx-autodoc-typehints happy
    from ax import modelbridge as modelbridge_module  # noqa F401  # pragma: no cover


[docs]class Logit(Transform): """Apply logit transfor to a float RangeParameter domain. Transform is done in-place. """ def __init__( self, search_space: SearchSpace, observation_features: List[ObservationFeatures], observation_data: List[ObservationData], modelbridge: Optional["modelbridge_module.base.ModelBridge"] = None, config: Optional[TConfig] = None, ) -> None: # Identify parameters that should be transformed self.transform_parameters: Set[str] = { p_name for p_name, p in search_space.parameters.items() if isinstance(p, RangeParameter) and p.parameter_type == ParameterType.FLOAT and p.logit_scale is True }
[docs] def transform_observation_features( self, observation_features: List[ObservationFeatures] ) -> List[ObservationFeatures]: for obsf in observation_features: for p_name in self.transform_parameters: if p_name in obsf.parameters: param: float = obsf.parameters[p_name] # pyre-ignore [9] obsf.parameters[p_name] = logit(param).item() return observation_features
[docs] def transform_search_space(self, search_space: SearchSpace) -> SearchSpace: for p_name, p in search_space.parameters.items(): if p_name in self.transform_parameters and isinstance(p, RangeParameter): p.set_logit_scale(False).update_range( lower=logit(p.lower).item(), upper=logit(p.upper).item() ) if p.target_value is not None: p._target_value = logit(p.target_value).item() return search_space
[docs] def untransform_observation_features( self, observation_features: List[ObservationFeatures] ) -> List[ObservationFeatures]: for obsf in observation_features: for p_name in self.transform_parameters: if p_name in obsf.parameters: param: float = obsf.parameters[p_name] # pyre-ignore [9] obsf.parameters[p_name] = expit(param).item() return observation_features