# 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
# NOTE: Do not add `from __future__ import annotations` to this file. Adding
# `annotations` postpones evaluation of types and will break FBLearner's usage of
# `BenchmarkProblem` as return type annotation, used for serialization and rendering
# in the UI.
import abc
from typing import Any, Dict, List, Optional, Protocol, runtime_checkable, Type, Union
from ax.benchmark.metrics.base import BenchmarkMetricBase
from ax.benchmark.metrics.benchmark import BenchmarkMetric
from ax.benchmark.runners.botorch_test import BotorchTestProblemRunner
from ax.core.objective import MultiObjective, Objective
from ax.core.optimization_config import (
MultiObjectiveOptimizationConfig,
ObjectiveThreshold,
OptimizationConfig,
)
from ax.core.outcome_constraint import OutcomeConstraint
from ax.core.parameter import ParameterType, RangeParameter
from ax.core.runner import Runner
from ax.core.search_space import SearchSpace
from ax.core.types import ComparisonOp
from ax.utils.common.base import Base
from ax.utils.common.typeutils import checked_cast
from botorch.test_functions.base import BaseTestProblem, ConstrainedBaseTestProblem
from botorch.test_functions.multi_objective import MultiObjectiveTestProblem
from botorch.test_functions.synthetic import SyntheticTestFunction
def _get_name(
test_problem: BaseTestProblem,
observe_noise_sd: bool,
dim: Optional[int] = None,
) -> str:
"""
Get a string name describing the problem, in a format such as
"hartmann_fixed_noise_6d" or "jenatton" (where the latter would
not have fixed noise and have the default dimensionality).
"""
base_name = f"{test_problem.__class__.__name__}"
observed_noise = "_observed_noise" if observe_noise_sd else ""
dim_str = "" if dim is None else f"_{dim}d"
return f"{base_name}{observed_noise}{dim_str}"
[docs]@runtime_checkable
class BenchmarkProblemProtocol(Protocol):
"""
Specifies the interface any benchmark problem must adhere to.
Classes implementing this interface include BenchmarkProblem,
SurrogateBenchmarkProblem, and MOOSurrogateBenchmarkProblem.
"""
name: str
search_space: SearchSpace
optimization_config: OptimizationConfig
num_trials: int
tracking_metrics: List[BenchmarkMetricBase]
is_noiseless: bool # If True, evaluations are deterministic
observe_noise_stds: Union[
bool, Dict[str, bool]
] # Whether we observe the observation noise level
has_ground_truth: bool # if True, evals (w/o synthetic noise) are determinstic
@abc.abstractproperty
def runner(self) -> Runner:
pass # pragma: no cover
[docs]@runtime_checkable
class BenchmarkProblemWithKnownOptimum(Protocol):
optimal_value: float
[docs]class BenchmarkProblem(Base):
"""Benchmark problem, represented in terms of Ax search space, optimization
config, and runner.
"""
def __init__(
self,
name: str,
search_space: SearchSpace,
optimization_config: OptimizationConfig,
runner: Runner,
num_trials: int,
is_noiseless: bool = False,
observe_noise_sd: bool = False,
has_ground_truth: bool = False,
tracking_metrics: Optional[List[BenchmarkMetricBase]] = None,
) -> None:
self.name = name
self.search_space = search_space
self.optimization_config = optimization_config
self._runner = runner
self.num_trials = num_trials
self.is_noiseless = is_noiseless
self.observe_noise_sd = observe_noise_sd
self.has_ground_truth = has_ground_truth
self.tracking_metrics: List[BenchmarkMetricBase] = tracking_metrics or []
@property
def runner(self) -> Runner:
return self._runner
@property
def observe_noise_stds(self) -> Union[bool, Dict[str, bool]]:
# TODO: Handle cases where some outcomes have noise levels observed
# and others do not.
return self.observe_noise_sd
[docs] @classmethod
def from_botorch(
cls,
test_problem_class: Type[BaseTestProblem],
test_problem_kwargs: Dict[str, Any],
lower_is_better: bool,
num_trials: int,
observe_noise_sd: bool = False,
) -> "BenchmarkProblem":
"""
Create a BenchmarkProblem from a BoTorch BaseTestProblem using
specialized Metrics and Runners. The test problem's result will be
computed on the Runner and retrieved by the Metric.
Args:
test_problem_class: The BoTorch test problem class which will be used
to define the `search_space`, `optimization_config`, and `runner`.
test_problem_kwargs: Keyword arguments used to instantiate the
`test_problem_class`.
num_trials: Simply the `num_trials` of the `BenchmarkProblem` created.
observe_noise_sd: Whether the standard deviation of the observation noise is
observed or not (in which case it must be inferred by the model).
This is separate from whether synthetic noise is added to the
problem, which is controlled by the `noise_std` of the test problem.
"""
# pyre-fixme [45]: Invalid class instantiation
test_problem = test_problem_class(**test_problem_kwargs)
is_constrained = isinstance(test_problem, ConstrainedBaseTestProblem)
search_space = SearchSpace(
parameters=[
RangeParameter(
name=f"x{i}",
parameter_type=ParameterType.FLOAT,
lower=lower,
upper=upper,
)
for i, (lower, upper) in enumerate(test_problem._bounds)
]
)
dim = test_problem_kwargs.get("dim", None)
name = _get_name(
test_problem=test_problem, observe_noise_sd=observe_noise_sd, dim=dim
)
# TODO: Support constrained MOO problems.
objective = Objective(
metric=BenchmarkMetric(
name=name,
lower_is_better=lower_is_better,
observe_noise_sd=observe_noise_sd,
outcome_index=0,
),
minimize=True,
)
outcome_names = [name]
outcome_constraints = []
# NOTE: Currently we don't support the case where only some of the
# outcomes have noise levels observed.
if is_constrained:
for i in range(test_problem.num_constraints):
outcome_name = f"constraint_slack_{i}"
outcome_constraints.append(
OutcomeConstraint(
metric=BenchmarkMetric(
name=outcome_name,
lower_is_better=False, # positive slack = feasible
observe_noise_sd=observe_noise_sd,
outcome_index=i,
),
op=ComparisonOp.GEQ,
bound=0.0,
relative=False,
)
)
outcome_names.append(outcome_name)
optimization_config = OptimizationConfig(
objective=objective,
outcome_constraints=outcome_constraints,
)
return cls(
name=name,
search_space=search_space,
optimization_config=optimization_config,
runner=BotorchTestProblemRunner(
test_problem_class=test_problem_class,
test_problem_kwargs=test_problem_kwargs,
outcome_names=outcome_names,
),
num_trials=num_trials,
observe_noise_sd=observe_noise_sd,
is_noiseless=test_problem.noise_std in (None, 0.0),
has_ground_truth=True, # all synthetic problems have ground truth
)
def __repr__(self) -> str:
"""
Return a string representation that includes only the attributes that
print nicely and contain information likely to be useful.
"""
return (
f"{self.__class__.__name__}("
f"name={self.name}, "
f"optimization_config={self.optimization_config}, "
f"num_trials={self.num_trials}, "
f"is_noiseless={self.is_noiseless}, "
f"observe_noise_sd={self.observe_noise_sd}, "
f"has_ground_truth={self.has_ground_truth}, "
f"tracking_metrics={self.tracking_metrics})"
)
[docs]class SingleObjectiveBenchmarkProblem(BenchmarkProblem):
"""The most basic BenchmarkProblem, with a single objective and a known optimal
value.
"""
def __init__(
self,
optimal_value: float,
*,
name: str,
search_space: SearchSpace,
optimization_config: OptimizationConfig,
runner: Runner,
num_trials: int,
is_noiseless: bool = False,
observe_noise_sd: bool = False,
has_ground_truth: bool = False,
tracking_metrics: Optional[List[BenchmarkMetricBase]] = None,
) -> None:
super().__init__(
name=name,
search_space=search_space,
optimization_config=optimization_config,
runner=runner,
num_trials=num_trials,
is_noiseless=is_noiseless,
observe_noise_sd=observe_noise_sd,
has_ground_truth=has_ground_truth,
tracking_metrics=tracking_metrics,
)
self.optimal_value = optimal_value
[docs] @classmethod
def from_botorch_synthetic(
cls,
test_problem_class: Type[SyntheticTestFunction],
test_problem_kwargs: Dict[str, Any],
lower_is_better: bool,
num_trials: int,
observe_noise_sd: bool = False,
) -> "SingleObjectiveBenchmarkProblem":
"""Create a BenchmarkProblem from a BoTorch BaseTestProblem using specialized
Metrics and Runners. The test problem's result will be computed on the Runner
and retrieved by the Metric.
"""
# pyre-fixme [45]: Invalid class instantiation
test_problem = test_problem_class(**test_problem_kwargs)
problem = BenchmarkProblem.from_botorch(
test_problem_class=test_problem_class,
test_problem_kwargs=test_problem_kwargs,
lower_is_better=lower_is_better,
num_trials=num_trials,
observe_noise_sd=observe_noise_sd,
)
dim = test_problem_kwargs.get("dim", None)
name = _get_name(
test_problem=test_problem, observe_noise_sd=observe_noise_sd, dim=dim
)
return cls(
name=name,
search_space=problem.search_space,
optimization_config=problem.optimization_config,
runner=problem.runner,
num_trials=num_trials,
is_noiseless=problem.is_noiseless,
observe_noise_sd=problem.observe_noise_sd,
has_ground_truth=problem.has_ground_truth,
optimal_value=test_problem.optimal_value,
)
[docs]class MultiObjectiveBenchmarkProblem(BenchmarkProblem):
"""A BenchmarkProblem support multiple objectives. Rather than knowing each
objective's optimal value we track a known maximum hypervolume computed from a
given reference point.
"""
def __init__(
self,
maximum_hypervolume: float,
reference_point: List[float],
*,
name: str,
search_space: SearchSpace,
optimization_config: OptimizationConfig,
runner: Runner,
num_trials: int,
is_noiseless: bool = False,
observe_noise_sd: bool = False,
has_ground_truth: bool = False,
tracking_metrics: Optional[List[BenchmarkMetricBase]] = None,
) -> None:
self.maximum_hypervolume = maximum_hypervolume
self.reference_point = reference_point
super().__init__(
name=name,
search_space=search_space,
optimization_config=optimization_config,
runner=runner,
num_trials=num_trials,
is_noiseless=is_noiseless,
observe_noise_sd=observe_noise_sd,
has_ground_truth=has_ground_truth,
tracking_metrics=tracking_metrics,
)
@property
def optimal_value(self) -> float:
return self.maximum_hypervolume
[docs] @classmethod
def from_botorch_multi_objective(
cls,
test_problem_class: Type[MultiObjectiveTestProblem],
test_problem_kwargs: Dict[str, Any],
# TODO: Figure out whether we should use `lower_is_better` here.
num_trials: int,
observe_noise_sd: bool = False,
) -> "MultiObjectiveBenchmarkProblem":
"""Create a BenchmarkProblem from a BoTorch BaseTestProblem using specialized
Metrics and Runners. The test problem's result will be computed on the Runner
once per trial and each Metric will retrieve its own result by index.
"""
# pyre-fixme [45]: Invalid class instantiation
test_problem = test_problem_class(**test_problem_kwargs)
problem = BenchmarkProblem.from_botorch(
test_problem_class=test_problem_class,
test_problem_kwargs=test_problem_kwargs,
lower_is_better=True, # Seems like we always assume minimization for MOO?
num_trials=num_trials,
observe_noise_sd=observe_noise_sd,
)
dim = test_problem_kwargs.get("dim", None)
name = _get_name(
test_problem=test_problem, observe_noise_sd=observe_noise_sd, dim=dim
)
n_obj = test_problem.num_objectives
if not observe_noise_sd:
noise_sds = [None] * n_obj
elif isinstance(test_problem.noise_std, list):
noise_sds = test_problem.noise_std
else:
noise_sds = [checked_cast(float, test_problem.noise_std or 0.0)] * n_obj
metrics = [
BenchmarkMetric(
name=f"{name}_{i}",
lower_is_better=True,
observe_noise_sd=observe_noise_sd,
outcome_index=i,
)
for i, noise_sd in enumerate(noise_sds)
]
optimization_config = MultiObjectiveOptimizationConfig(
objective=MultiObjective(
objectives=[
Objective(metric=metric, minimize=True) for metric in metrics
]
),
objective_thresholds=[
ObjectiveThreshold(
metric=metric,
bound=test_problem.ref_point[i].item(),
relative=False,
op=ComparisonOp.LEQ,
)
for i, metric in enumerate(metrics)
],
)
return cls(
name=name,
search_space=problem.search_space,
optimization_config=optimization_config,
runner=problem.runner,
num_trials=num_trials,
is_noiseless=problem.is_noiseless,
observe_noise_sd=observe_noise_sd,
has_ground_truth=problem.has_ground_truth,
maximum_hypervolume=test_problem.max_hv,
reference_point=test_problem._ref_point,
)
