Source code for ax.models.torch.botorch_modular.kernels

#!/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, List, Optional

import torch
from ax.exceptions.core import AxError
from gpytorch.constraints import Interval
from gpytorch.kernels import PeriodicKernel
from gpytorch.kernels.matern_kernel import MaternKernel
from gpytorch.kernels.scale_kernel import ScaleKernel
from gpytorch.priors.torch_priors import Prior


[docs]class ScaleMaternKernel(ScaleKernel): def __init__( self, ard_num_dims: Optional[int] = None, batch_shape: Optional[torch.Size] = None, lengthscale_prior: Optional[Prior] = None, outputscale_prior: Optional[Prior] = None, lengthscale_constraint: Optional[Interval] = None, outputscale_constraint: Optional[Interval] = None, **kwargs: Any, ) -> None: r""" Args: ard_num_dims: The number of lengthscales. batch_shape: The batch shape. lengthscale_prior: The prior over the lengthscale parameter. outputscale_prior: The prior over the scaling parameter. lengthscale_constraint: Optionally provide a lengthscale constraint. outputscale_constraint: Optionally provide a output scale constraint. Returns: None """ base_kernel = MaternKernel( nu=2.5, ard_num_dims=ard_num_dims, lengthscale_constraint=lengthscale_constraint, lengthscale_prior=lengthscale_prior, batch_shape=batch_shape, ) super().__init__( base_kernel=base_kernel, outputscale_prior=outputscale_prior, outputscale_constraint=outputscale_constraint, **kwargs, )
[docs]class TemporalKernel(ScaleKernel): """A product kernel of a periodic kernel and a Matern kernel. The periodic kernel computes the similarity between temporal features such as the time of day. The Matern kernel computes the similarity between the tunable parameters. """ def __init__( self, dim: int, temporal_features: List[int], matern_ard_num_dims: Optional[int] = None, batch_shape: Optional[torch.Size] = None, lengthscale_prior: Optional[Prior] = None, temporal_lengthscale_prior: Optional[Prior] = None, period_length_prior: Optional[Prior] = None, fixed_period_length: Optional[float] = None, outputscale_prior: Optional[Prior] = None, lengthscale_constraint: Optional[Interval] = None, outputscale_constraint: Optional[Interval] = None, temporal_lengthscale_constraint: Optional[Interval] = None, period_length_constraint: Optional[Interval] = None, **kwargs: Any, ) -> None: r""" Args: dim: The input dimension. temporal_features: The features to pass to the periodic kernel. matern_ard_num_dims: The number of lengthscales. This must be equal to the total number of parameters (excluding temporal parameters) batch_shape: The batch shape. lengthscale_prior: The prior over the lengthscale parameters. temporal_lengthscale_prior: The prior over the lengthscale parameters for the periodic kernel. period_length_prior: The prior over the period length. fixed_period_length: A fixed period length for the periodic kernel. If provided, the period length will not be tuned with the other hyperparameters. outputscale_prior: The prior over the scaling parameter. lengthscale_constraint: Optionally provide a lengthscale constraint. outputscale_constraint: Optionally provide a output scale constraint. temporal_lengthscale_constraint: Optionally provide a lengthscale constraint for the periodic kernel.period_length_constraint: Optionally provide a constraint for the period length. """ if len(temporal_features) == 0: raise AxError( "The temporal kernel should only be used if there " "are temporal features." ) if fixed_period_length is not None and ( period_length_prior is not None or period_length_constraint is not None ): raise ValueError( "If `fixed_period_length` is provided, then `period_length_prior` " "and `period_length_constraint` are not used." ) non_temporal_dims = sorted(set(range(dim)) - set(temporal_features)) matern_kernel = MaternKernel( nu=2.5, ard_num_dims=matern_ard_num_dims, lengthscale_prior=lengthscale_prior, active_dims=non_temporal_dims, batch_shape=batch_shape, lengthscale_constraint=lengthscale_constraint, ) periodic_kernel = PeriodicKernel( ard_num_dims=len(temporal_features), active_dims=temporal_features, lengthscale_prior=temporal_lengthscale_prior, period_length_prior=period_length_prior, lengthscale_constraint=temporal_lengthscale_constraint, period_length_constraint=period_length_constraint, batch_shape=batch_shape, ) if fixed_period_length is not None: periodic_kernel.raw_period_length.requires_grad_(False) periodic_kernel.period_length = fixed_period_length super().__init__( base_kernel=matern_kernel * periodic_kernel, outputscale_prior=outputscale_prior, outputscale_constraint=outputscale_constraint, **kwargs, )