# 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
"""
Mixed integer extensions of some common synthetic test functions.
These are adapted from [Daulton2022bopr]_.
References
.. [Daulton2022bopr]
S. Daulton, X. Wan, D. Eriksson, M. Balandat, M. A. Osborne, E. Bakshy.
Bayesian Optimization over Discrete and Mixed Spaces via Probabilistic
Reparameterization. Advances in Neural Information Processing Systems
35, 2022.
"""
from ax.benchmark.benchmark_problem import BenchmarkProblem, get_soo_opt_config
from ax.benchmark.benchmark_test_functions.botorch_test import BoTorchTestFunction
from ax.core.parameter import ParameterType, RangeParameter
from ax.core.search_space import SearchSpace
from botorch.test_functions.synthetic import Ackley, Hartmann, Rosenbrock
def _get_problem_from_common_inputs(
*,
bounds: list[tuple[float, float]],
dim_int: int,
metric_name: str,
lower_is_better: bool,
observe_noise_sd: bool,
test_problem_class: type[Hartmann | Ackley | Rosenbrock],
benchmark_name: str,
num_trials: int,
optimal_value: float,
baseline_value: float,
test_problem_bounds: list[tuple[float, float]] | None = None,
) -> BenchmarkProblem:
"""This is a helper that deduplicates common bits of the below problems.
Args:
bounds: The parameter bounds. These will be passed to
`BotorchTestFunction` as `modified_bounds`, and the parameters
will be renormalized from these bounds to the bounds of the original
problem. For example, if `bounds` are [(0, 3)] and the test
problem's original bounds are [(0, 2)], then the original problem
can be evaluated at 0, 2/3, 4/3, and 2.
dim_int: The number of integer dimensions. First `dim_int` parameters
are assumed to be integers.
metric_name: The name of the metric.
lower_is_better: If true, the goal is to minimize the metric.
observe_noise_sd: Whether to report the standard deviation of the
observation noise.
test_problem_class: The BoTorch test problem class.
benchmark_name: The name of the benchmark problem.
num_trials: The number of trials.
optimal_value: Best attainable value, if known. If unknown, as may be
the case for mixed-integer problems, choose a value that is known to
be at least as good as the true optimum, to prevent benchmarks from
attaining scores of over 100%. One strategy for choosing this value
is to choose the overall optimum of the problem without regard to
the integer restrictions.
baseline_value: Will be passed to the `BenchmarkProblem`.
test_problem_bounds: Optional bounds to evaluate the base test problem on.
These are passed in as `bounds` while initializing the test problem.
Returns:
A mixed-integer BenchmarkProblem constructed from the given inputs.
"""
dim = len(bounds)
search_space = SearchSpace(
parameters=[
RangeParameter(
name=f"x{i + 1}",
parameter_type=(
ParameterType.INT if i < dim_int else ParameterType.FLOAT
),
lower=bounds[i][0],
upper=bounds[i][1],
)
for i in range(dim)
]
)
optimization_config = get_soo_opt_config(
outcome_names=[metric_name],
lower_is_better=lower_is_better,
observe_noise_sd=observe_noise_sd,
)
if test_problem_bounds is None:
test_problem = test_problem_class(dim=dim)
else:
test_problem = test_problem_class(dim=dim, bounds=test_problem_bounds)
test_function = BoTorchTestFunction(
botorch_problem=test_problem,
modified_bounds=bounds,
outcome_names=[metric_name],
)
return BenchmarkProblem(
name=benchmark_name + ("_observed_noise" if observe_noise_sd else ""),
search_space=search_space,
optimization_config=optimization_config,
test_function=test_function,
num_trials=num_trials,
optimal_value=optimal_value,
baseline_value=baseline_value,
)
[docs]
def get_discrete_hartmann(
num_trials: int = 50,
observe_noise_sd: bool = False,
bounds: list[tuple[float, float]] | None = None,
) -> BenchmarkProblem:
"""6D Hartmann problem where first 4 dimensions are discretized."""
dim_int = 4
if bounds is None:
bounds = [
(0, 3),
(0, 3),
(0, 19),
(0, 19),
(0.0, 1.0),
(0.0, 1.0),
]
return _get_problem_from_common_inputs(
bounds=bounds,
dim_int=dim_int,
metric_name="Hartmann",
lower_is_better=True,
observe_noise_sd=observe_noise_sd,
test_problem_class=Hartmann,
benchmark_name="Discrete Hartmann",
num_trials=num_trials,
# The best value we've found so far on this mixed problem is -2.89. The
# optimum without regards to the integer constraints is -3.3224, but
# that won't be attainable here.
optimal_value=-3.0,
# Baseline values were obtained with `compute_baseline_value_from_sobol`
baseline_value=-0.6755184773211834,
)
[docs]
def get_discrete_ackley(
num_trials: int = 50,
observe_noise_sd: bool = False,
bounds: list[tuple[float, float]] | None = None,
) -> BenchmarkProblem:
"""13D Ackley problem where first 10 dimensions are discretized.
This also restricts Ackley evaluation bounds to [0, 1].
"""
dim = 13
dim_int = 10
if bounds is None:
bounds = [
*[(0, 2)] * 5,
*[(0, 4)] * 5,
*[(0.0, 1.0)] * 3,
]
return _get_problem_from_common_inputs(
bounds=bounds,
dim_int=dim_int,
metric_name="Ackley",
lower_is_better=True,
observe_noise_sd=observe_noise_sd,
test_problem_class=Ackley,
benchmark_name="Discrete Ackley",
num_trials=num_trials,
test_problem_bounds=[(0.0, 1.0)] * dim,
# Ackley's lowest value is at (0, 0, ..., 0), which is in the search
# space, so the restriction to integers doesn't change the optimum
optimal_value=0.0,
baseline_value=3.1869268815137968,
)
[docs]
def get_discrete_rosenbrock(
num_trials: int = 50,
observe_noise_sd: bool = False,
bounds: list[tuple[float, float]] | None = None,
) -> BenchmarkProblem:
"""10D Rosenbrock problem where first 6 dimensions are discretized."""
dim_int = 6
if bounds is None:
bounds = [
*[(0, 3)] * 6,
*[(0.0, 1.0)] * 4,
]
return _get_problem_from_common_inputs(
bounds=bounds,
dim_int=dim_int,
metric_name="Rosenbrock",
lower_is_better=True,
observe_noise_sd=observe_noise_sd,
test_problem_class=Rosenbrock,
benchmark_name="Discrete Rosenbrock",
num_trials=num_trials,
# Rosenbrock's lowest value is at (1, 1, ..., 1), which is in the search
# space, so the restriction to integers doesn't change the optimum
optimal_value=0.0,
baseline_value=705714.2851460224,
)
