#!/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 Any, Callable, Dict, List, Optional, Tuple
import numpy as np
import torch
from ax.exceptions.core import SearchSpaceExhausted
from ax.models.base import Model
from ax.models.model_utils import (
add_fixed_features,
rejection_sample,
tunable_feature_indices,
validate_bounds,
)
from ax.models.types import TConfig
from ax.utils.common.docutils import copy_doc
from ax.utils.common.logger import get_logger
from ax.utils.common.typeutils import checked_cast, checked_cast_to_tuple
from botorch.utils.sampling import HitAndRunPolytopeSampler
from torch import Tensor
logger: Logger = get_logger(__name__)
[docs]class RandomModel(Model):
"""This class specifies the basic skeleton for a random model.
As random generators do not make use of models, they do not implement
the fit or predict methods.
These models do not need data, or optimization configs.
To satisfy search space parameter constraints, these models can use
rejection sampling. To enable rejection sampling for a subclass, only
only `_gen_samples` needs to be implemented, or alternatively,
`_gen_unconstrained`/`gen` can be directly implemented.
Attributes:
deduplicate: If True (defaults to True), a single instantiation
of the model will not return the same point twice. This flag
is used in rejection sampling.
seed: An optional seed value for scrambling.
generated_points: A set of previously generated points to use
for deduplication. These should be provided in the raw transformed
space the model operates in.
fallback_to_sample_polytope: If True, when rejection sampling fails,
we fall back to the HitAndRunPolytopeSampler.
"""
def __init__(
self,
deduplicate: bool = True,
seed: Optional[int] = None,
generated_points: Optional[np.ndarray] = None,
fallback_to_sample_polytope: bool = False,
) -> None:
super().__init__()
self.deduplicate = deduplicate
self.seed: int = (
seed
if seed is not None
else checked_cast(int, torch.randint(high=100_000, size=(1,)).item())
)
# Used for deduplication.
self.generated_points = generated_points
self.fallback_to_sample_polytope = fallback_to_sample_polytope
self.attempted_draws: int = 0
[docs] def gen(
self,
n: int,
bounds: List[Tuple[float, float]],
linear_constraints: Optional[Tuple[np.ndarray, np.ndarray]] = None,
fixed_features: Optional[Dict[int, float]] = None,
model_gen_options: Optional[TConfig] = None,
rounding_func: Optional[Callable[[np.ndarray], np.ndarray]] = None,
) -> Tuple[np.ndarray, np.ndarray]:
"""Generate new candidates.
Args:
n: Number of candidates to generate.
bounds: A list of (lower, upper) tuples for each column of X.
Defined on [0, 1]^d.
linear_constraints: A tuple of (A, b). For k linear constraints on
d-dimensional x, A is (k x d) and b is (k x 1) such that
A x <= b.
fixed_features: A map {feature_index: value} for features that
should be fixed to a particular value during generation.
model_gen_options: A config dictionary that is passed along to the
model.
rounding_func: A function that rounds an optimization result
appropriately (e.g., according to `round-trip` transformations).
Returns:
2-element tuple containing
- (n x d) array of generated points.
- Uniform weights, an n-array of ones for each point.
"""
tf_indices = tunable_feature_indices(
bounds=bounds, fixed_features=fixed_features
)
if fixed_features:
fixed_feature_indices = np.array(list(fixed_features.keys()))
else:
fixed_feature_indices = np.array([])
validate_bounds(bounds=bounds, fixed_feature_indices=fixed_feature_indices)
attempted_draws = 0
max_draws = None
if model_gen_options:
max_draws = model_gen_options.get("max_rs_draws")
if max_draws is not None:
max_draws = int(checked_cast_to_tuple((int, float), max_draws))
try:
# Always rejection sample, but this only rejects if there are
# constraints or actual duplicates and deduplicate is specified.
# If rejection sampling fails, fall back to polytope sampling
points, attempted_draws = rejection_sample(
gen_unconstrained=self._gen_unconstrained,
n=n,
d=len(bounds),
tunable_feature_indices=tf_indices,
linear_constraints=linear_constraints,
deduplicate=self.deduplicate,
max_draws=max_draws,
fixed_features=fixed_features,
rounding_func=rounding_func,
existing_points=self.generated_points,
)
except SearchSpaceExhausted as e:
if self.fallback_to_sample_polytope:
logger.info(
"Rejection sampling exceeded specified maximum draws. "
"Falling back on HitAndRunPolytopeSampler instead of "
f"{self.__class__.__name__}."
)
# If rejection sampling fails, try polytope sampler.
num_generated = (
len(self.generated_points)
if self.generated_points is not None
else 0
)
polytope_sampler = HitAndRunPolytopeSampler(
inequality_constraints=self._convert_inequality_constraints(
linear_constraints,
),
equality_constraints=self._convert_equality_constraints(
d=len(bounds),
fixed_features=fixed_features,
),
bounds=self._convert_bounds(bounds),
interior_point=self._get_last_point(),
n_burnin=100,
n_thinning=20,
seed=self.seed + num_generated,
)
points = polytope_sampler.draw(n=n).numpy()
# TODO: Should this round & deduplicate?
else:
raise e
self.attempted_draws = attempted_draws
if self.deduplicate:
if self.generated_points is None:
self.generated_points = points
else:
self.generated_points = np.vstack([self.generated_points, points])
return points, np.ones(len(points))
@copy_doc(Model._get_state)
def _get_state(self) -> Dict[str, Any]:
state = super()._get_state()
if not self.deduplicate:
return state
state.update({"generated_points": self.generated_points})
return state
def _gen_unconstrained(
self,
n: int,
d: int,
tunable_feature_indices: np.ndarray,
fixed_features: Optional[Dict[int, float]] = None,
) -> np.ndarray:
"""Generate n points, from an unconstrained parameter space, using _gen_samples.
Args:
n: Number of points to generate.
d: Dimension of parameter space.
tunable_feature_indices: Parameter indices (in d) which are tunable.
fixed_features: A map {feature_index: value} for features that
should be fixed to a particular value during generation.
Returns:
An (n x d) array of generated points.
"""
tunable_points = self._gen_samples(n=n, tunable_d=len(tunable_feature_indices))
points = add_fixed_features(
tunable_points=tunable_points,
d=d,
tunable_feature_indices=tunable_feature_indices,
fixed_features=fixed_features,
)
return points
def _gen_samples(self, n: int, tunable_d: int) -> np.ndarray:
"""Generate n samples on [0, 1]^d.
Args:
n: Number of points to generate.
Returns:
(n x d) array of generated points.
"""
raise NotImplementedError("Base RandomModel can't generate samples.")
def _convert_inequality_constraints(
self, linear_constraints: Optional[Tuple[np.ndarray, np.ndarray]]
) -> Optional[Tuple[Tensor, Tensor]]:
"""Helper method to convert inequality constraints used by the rejection
sampler to the format required for the polytope sampler.
Args:
linear_constraints: A tuple of (A, b). For k linear constraints on
d-dimensional x, A is (k x d) and b is (k x 1) such that
A x <= b.
Returns:
Optional 2-element tuple containing A and b as tensors
"""
if linear_constraints is None:
return None
else:
A = torch.as_tensor(linear_constraints[0], dtype=torch.double)
b = torch.as_tensor(linear_constraints[1], dtype=torch.double)
return A, b
def _convert_equality_constraints(
self, d: int, fixed_features: Optional[Dict[int, float]]
) -> Optional[Tuple[Tensor, Tensor]]:
"""Helper method to convert the fixed feature dictionary used by the rejection
sampler to the corresponding matrix representation required for the polytope
sampler.
Args:
d: dimension of samples
fixed_features: A map {feature_index: value} for features that
should be fixed to a particular value during generation.
Returns:
Optional 2-element tuple containing C and c such that the equality
constraints are defined by Cx = c
"""
if fixed_features is None:
return None
n = len(fixed_features)
fixed_indices = sorted(fixed_features.keys())
fixed_vals = torch.tensor(
[fixed_features[i] for i in fixed_indices], dtype=torch.double
)
constraint_matrix = torch.zeros((n, d), dtype=torch.double)
for index in range(0, len(fixed_vals)):
constraint_matrix[index, fixed_indices[index]] = 1.0
return constraint_matrix, fixed_vals
def _convert_bounds(self, bounds: List[Tuple[float, float]]) -> Optional[Tensor]:
"""Helper method to convert bounds list used by the rejectionsampler to the
tensor format required for the polytope sampler.
Args:
bounds: A list of (lower, upper) tuples for each column of X.
Defined on [0, 1]^d.
Returns:
Optional 2 x d tensor representing the bounds
"""
if bounds is None:
return None
else:
return torch.tensor(bounds, dtype=torch.double).transpose(-1, -2)
def _get_last_point(self) -> Optional[Tensor]:
# Return the last sampled point when points have been sampled
if self.generated_points is None:
return None
else:
last_point = self.generated_points[-1, :].reshape((-1, 1))
return torch.from_numpy(last_point).double()
