Source code for ax.modelbridge.transforms.int_to_float

#!/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.

# pyre-strict

from logging import Logger
from typing import Dict, List, Optional, Set, TYPE_CHECKING

from ax.core.observation import Observation, ObservationFeatures
from ax.core.parameter import Parameter, ParameterType, RangeParameter
from ax.core.search_space import SearchSpace
from ax.modelbridge.transforms.base import Transform
from ax.modelbridge.transforms.rounding import (
    contains_constrained_integer,
    randomized_round_parameters,
)
from ax.modelbridge.transforms.utils import construct_new_search_space
from ax.models.types import TConfig
from ax.utils.common.logger import get_logger
from ax.utils.common.typeutils import checked_cast, not_none

if TYPE_CHECKING:
    # import as module to make sphinx-autodoc-typehints happy
    from ax import modelbridge as modelbridge_module  # noqa F401


logger: Logger = get_logger(__name__)


DEFAULT_MAX_ROUND_ATTEMPTS = 10_000


[docs]class IntToFloat(Transform): """Convert a RangeParameter of type int to type float. Uses either randomized_rounding or default python rounding, depending on 'rounding' flag. The `min_choices` config can be used to transform only the parameters with cardinality greater than or equal to `min_choices`; with the exception of `log_scale` parameters, which are always transformed. Transform is done in-place. """ def __init__( self, search_space: Optional[SearchSpace] = None, observations: Optional[List[Observation]] = None, modelbridge: Optional["modelbridge_module.base.ModelBridge"] = None, config: Optional[TConfig] = None, ) -> None: self.search_space: SearchSpace = not_none( search_space, "IntToFloat requires search space" ) config = config or {} self.rounding: str = checked_cast(str, config.get("rounding", "strict")) self.max_round_attempts: int = checked_cast( int, config.get("max_round_attempts", DEFAULT_MAX_ROUND_ATTEMPTS) ) self.min_choices: int = checked_cast(int, config.get("min_choices", 0)) # Identify parameters that should be transformed self.transform_parameters: Set[str] = { p_name for p_name, p in self.search_space.parameters.items() if isinstance(p, RangeParameter) and p.parameter_type == ParameterType.INT and ((p.cardinality() >= self.min_choices) or p.log_scale) } if contains_constrained_integer(self.search_space, self.transform_parameters): self.rounding = "randomized" self.contains_constrained_integer: bool = True else: self.contains_constrained_integer: bool = False
[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: # pyre: param is declared to have type `int` but is used # pyre-fixme[9]: as type `Optional[typing.Union[bool, float, str]]`. param: int = obsf.parameters[p_name] obsf.parameters[p_name] = float(param) return observation_features
def _transform_search_space(self, search_space: SearchSpace) -> SearchSpace: transformed_parameters: Dict[str, Parameter] = {} for p_name, p in search_space.parameters.items(): if p_name in self.transform_parameters and isinstance(p, RangeParameter): transformed_parameters[p_name] = RangeParameter( name=p_name, parameter_type=ParameterType.FLOAT, # +/- 0.5 ensures that sampling # 1) floating point numbers from (quasi-)Uniform(0,1) # 2) unnormalizing to the raw search space # 3) rounding # results in uniform (quasi-)random integers lower=p.lower - 0.49999, upper=p.upper + 0.49999, log_scale=p.log_scale, digits=p.digits, is_fidelity=p.is_fidelity, target_value=p.target_value, # casting happens in constructor ) else: transformed_parameters[p.name] = p return construct_new_search_space( search_space=search_space, parameters=list(transformed_parameters.values()), parameter_constraints=[ pc.clone_with_transformed_parameters( transformed_parameters=transformed_parameters ) for pc in search_space.parameter_constraints ], )
[docs] def untransform_observation_features( self, observation_features: List[ObservationFeatures] ) -> List[ObservationFeatures]: for obsf in observation_features: present_params = self.transform_parameters.intersection( obsf.parameters.keys() ) if self.rounding == "strict": for p_name in present_params: # pyre: param is declared to have type `float` but is used as # pyre-fixme[9]: type `Optional[typing.Union[bool, float, str]]`. param: float = obsf.parameters.get(p_name) obsf.parameters[p_name] = int(round(param)) # TODO: T41938776 else: if self.contains_constrained_integer: if len(present_params) == 0: continue elif len(present_params) != len(self.transform_parameters): # no parameters being present is allowed to handle fixed # features, but all parameters must be present if there # are parameter constraints involving integers. raise ValueError( "Either all parameters must be provided or no parameters" " should be provided, when there are parameter" " constraints involving integers." ) round_attempts = 0 rounded_parameters = randomized_round_parameters( obsf.parameters, self.transform_parameters ) # Try to round up to max_round_attempt times) while ( not self.search_space.check_membership( rounded_parameters, check_all_parameters_present=False ) and round_attempts < self.max_round_attempts ): rounded_parameters = randomized_round_parameters( obsf.parameters, present_params ) round_attempts += 1 if not self.search_space.check_membership( rounded_parameters, check_all_parameters_present=False ): logger.warning( f"Unable to round {obsf.parameters}" f"to meet parameter constraints of {self.search_space}" ) # This means we failed to randomly round the observation to # something that satisfies the search space bounds and parameter # constraints. We use strict rounding in order to get a candidate # that satisfies the search space bounds, but this candidate may # not satisfy the parameter constraints. for p_name in present_params: param = obsf.parameters.get(p_name) obsf.parameters[p_name] = int(round(param)) # pyre-ignore else: # Update observation if rounding was successful for p_name in present_params: obsf.parameters[p_name] = rounded_parameters[p_name] return observation_features