# 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 typing import Any, Callable, Dict, List, Optional
import numpy as np
from ax.core import Arm, GeneratorRun
from ax.core.experiment import Experiment
from ax.core.parameter import RangeParameter
from ax.core.types import TEvaluationOutcome, TParameterization
from ax.service.utils.instantiation import InstantiationBase
from ax.utils.common.constants import Keys
from ax.utils.common.typeutils import checked_cast
# from ExperimentType in ae/lazarus/fb/utils/if/ae.thrift
PBO_EXPERIMENT_TYPE: str = "PREFERENCE_LEARNING"
PE_EXPERIMENT_TYPE: str = "PREFERENCE_EXPLORATION"
[docs]def sum_utility(parameters: TParameterization) -> float:
"""Test utility function that sums over parameter values"""
values = [checked_cast(float, v) for v in parameters.values()]
return sum(values)
[docs]def pairwise_pref_metric_eval(
parameters: Dict[str, TParameterization],
utility_func: Callable[[TParameterization], float] = sum_utility,
) -> Dict[str, TEvaluationOutcome]:
"""evaluating pairwise comparisons using utility_func"""
assert len(parameters.keys()) == 2
arm1, arm2 = list(parameters.keys())
arm1_sum, arm2_sum = sum_utility(parameters[arm1]), sum_utility(parameters[arm2])
is_arm1_preferred = int(arm1_sum - arm2_sum > 0)
return {
arm1: {Keys.PAIRWISE_PREFERENCE_QUERY.value: is_arm1_preferred},
arm2: {Keys.PAIRWISE_PREFERENCE_QUERY.value: 1 - is_arm1_preferred},
}
[docs]def experimental_metric_eval(
parameters: Dict[str, Any], metric_names: List[str]
) -> Dict[str, Any]:
return {
arm_name: {
# metric_name: (mean, sem)
metric_name: (np.random.random() + 1.0, 0.05)
for metric_name in metric_names
}
for arm_name, _ in parameters.items()
}
[docs]def get_pbo_experiment(
num_parameters: int = 2,
num_experimental_metrics: int = 3,
tracking_metric_names: Optional[List[str]] = None,
num_experimental_trials: int = 3,
num_preference_trials: int = 3,
num_preference_trials_w_repeated_arm: int = 5,
include_sq: bool = True,
partial_data: bool = False,
) -> Experiment:
"""Create synthetic preferential BO (not preference exploration) experiment"""
tracking_metric_names = [
f"metric{i}" for i in range(1, num_experimental_metrics + 1)
]
sq = {f"x{i}": 0.0 for i in range(1, num_parameters + 1)} if include_sq else None
parameters = [
{
"name": f"x{i}",
"type": "range",
"bounds": [0.0, 1.0],
}
for i in range(1, num_parameters + 1)
]
has_preference_query = (
num_preference_trials > 0 or num_preference_trials_w_repeated_arm > 0
)
experiment = InstantiationBase.make_experiment(
name="pref_experiment",
# pyre-ignore: Incompatible parameter type [6]
parameters=parameters,
objectives=(
{Keys.PAIRWISE_PREFERENCE_QUERY.value: "maximize"}
if has_preference_query
else {tracking_metric_names[0]: "maximize"}
),
tracking_metric_names=tracking_metric_names,
is_test=True,
# pyre-ignore: Incompatible parameter type [6]
status_quo=sq,
)
# Adding arms with experimental metrics
for _ in range(num_experimental_trials):
arm = {}
for param_name, param in experiment.search_space.parameters.items():
lb = checked_cast(RangeParameter, param).lower
ub = checked_cast(RangeParameter, param).upper
arm[param_name] = np.random.uniform(low=lb, high=ub)
gr = (
# pyre-ignore: Incompatible parameter type [6]
GeneratorRun([Arm(arm), Arm(sq)])
if include_sq
else GeneratorRun([Arm(arm)])
)
trial = experiment.new_batch_trial(generator_run=gr)
raw_data = experimental_metric_eval(
parameters={a.name: a.parameters for a in trial.arms},
metric_names=tracking_metric_names,
)
# create incomplete data by dropping the first metric
if partial_data:
for v in raw_data.values():
del v[tracking_metric_names[-1]]
trial.attach_batch_trial_data(raw_data=raw_data)
trial.mark_running(no_runner_required=True)
trial.mark_completed()
# Adding arms with preferential queries
for _ in range(num_preference_trials):
gr = GeneratorRun(
[
Arm(
{
pn: np.random.uniform(
low=checked_cast(RangeParameter, p).lower,
high=checked_cast(RangeParameter, p).upper,
)
for pn, p in experiment.search_space.parameters.items()
}
)
for _ in range(2)
]
)
trial = experiment.new_batch_trial(generator_run=gr)
trial.attach_batch_trial_data(
raw_data=pairwise_pref_metric_eval(
parameters={a.name: a.parameters for a in trial.arms}
)
)
trial.mark_running(no_runner_required=True)
trial.mark_completed()
# Adding preferential queries using previously evaluated arms
for _ in range(num_preference_trials_w_repeated_arm):
arms = np.random.choice(
list(experiment.arms_by_name.values()), 2, replace=False
)
trial = experiment.new_batch_trial()
trial.add_arms_and_weights(arms=arms)
trial.attach_batch_trial_data(
raw_data=pairwise_pref_metric_eval(
parameters={a.name: a.parameters for a in trial.arms}
)
)
trial.mark_running(no_runner_required=True)
trial.mark_completed()
return experiment