#!/usr/bin/env python3
# Copyright (c) Facebook, Inc. and its affiliates.
#
# This source code is licensed under the MIT license found in the
# LICENSE file in the root directory of this source tree.
import inspect
from typing import Any, Callable, Dict, List, Optional
import numpy as np
from ax.core.arm import Arm
from ax.core.base_trial import BaseTrial, TrialStatus
from ax.core.batch_trial import BatchTrial
from ax.core.data import Data
from ax.core.experiment import Experiment
from ax.core.metric import Metric
from ax.core.objective import Objective
from ax.core.optimization_config import OptimizationConfig
from ax.core.outcome_constraint import OutcomeConstraint
from ax.core.search_space import SearchSpace
from ax.core.trial import Trial
from ax.core.types import TEvaluationOutcome, TParameterization, TTrialEvaluation
from ax.utils.common.docutils import copy_doc
from ax.utils.common.typeutils import not_none, numpy_type_to_python_type
DEFAULT_OBJECTIVE_NAME = "objective"
# Function that evaluates one parameter configuration.
TEvaluationFunction = Callable[[TParameterization, Optional[float]], TEvaluationOutcome]
[docs]def unimplemented_evaluation_function(
parameterization: TParameterization, weight: Optional[float] = None
) -> TEvaluationOutcome:
"""
Default evaluation function used if none is provided during initialization.
The evaluation function must be manually set before use.
"""
raise Exception("The evaluation function has not been set yet.")
[docs]class SimpleExperiment(Experiment):
"""
Simplified experiment class with defaults.
Args:
search_space: Parameter space.
name: Name of this experiment.
objective_name: Which of the metrics computed by the evaluation
function is the objective.
evaluation_function: Function that evaluates
mean and standard error for a parameter configuration. This
function should accept a dictionary of parameter names to parameter
values (TParametrization) and optionally a weight, and return a
dictionary of metric names to a tuple of means and standard errors
(TEvaluationOutcome). The function can also return a single tuple,
in which case we assume the metric is the objective.
minimize: Whether the objective should be minimized,
defaults to `False`.
outcome_constraints: constraints on the outcome,
if any.
status_quo: Arm representing existing "control" arm.
properties: Dictionary of this experiment's properties.
"""
_evaluation_function: TEvaluationFunction
def __init__(
self,
search_space: SearchSpace,
name: Optional[str] = None,
objective_name: Optional[str] = None,
evaluation_function: TEvaluationFunction = unimplemented_evaluation_function,
minimize: bool = False,
outcome_constraints: Optional[List[OutcomeConstraint]] = None,
status_quo: Optional[Arm] = None,
properties: Optional[Dict[str, Any]] = None,
) -> None:
optimization_config = OptimizationConfig(
objective=Objective(
metric=Metric(name=objective_name or DEFAULT_OBJECTIVE_NAME),
minimize=minimize,
),
outcome_constraints=outcome_constraints,
)
super().__init__(
name=name,
search_space=search_space,
optimization_config=optimization_config,
status_quo=status_quo,
properties=properties,
)
self._evaluation_function = evaluation_function
@copy_doc(Experiment.is_simple_experiment)
@property
def is_simple_experiment(self):
return True
[docs] def eval_trial(self, trial: BaseTrial) -> Data:
"""
Evaluate trial arms with the evaluation function of this
experiment.
Args:
trial: trial, whose arms to evaluate.
"""
cached_data = self.lookup_data_for_trial(trial.index)[0]
if not cached_data.df.empty:
return cached_data
evaluations = {}
if not self.has_evaluation_function:
raise ValueError( # pragma: no cover
f"Cannot evaluate trial {trial.index} as no attached data was "
"found and no evaluation function is set on this `SimpleExperiment.`"
"`SimpleExperiment` is geared to synchronous and sequential cases "
"where each trial is evaluated before more trials are created. "
"For all other cases, use `Experiment`."
)
if isinstance(trial, Trial):
if not trial.arm:
return Data() # pragma: no cover
trial.mark_running()
evaluations[not_none(trial.arm).name] = self.evaluation_function_outer(
not_none(trial.arm).parameters, None
)
elif isinstance(trial, BatchTrial):
if not trial.arms:
return Data() # pragma: no cover
trial.mark_running()
for arm, weight in trial.normalized_arm_weights().items():
arm_parameters: TParameterization = arm.parameters
evaluations[arm.name] = self.evaluation_function_outer(
arm_parameters, weight
)
trial.mark_completed()
data = Data.from_evaluations(evaluations, trial.index)
self.attach_data(data)
return data
[docs] def eval(self) -> Data:
"""
Evaluate all arms in the experiment with the evaluation
function passed as argument to this SimpleExperiment.
"""
return Data.from_multiple_data(
[
self.eval_trial(trial)
for trial in self.trials.values()
if trial.status != TrialStatus.FAILED
]
)
@property
def has_evaluation_function(self) -> bool:
"""Whether this `SimpleExperiment` has a valid evaluation function
attached."""
return self._evaluation_function is not unimplemented_evaluation_function
@property
def evaluation_function(self) -> TEvaluationFunction:
"""
Get the evaluation function.
"""
return self._evaluation_function
@evaluation_function.setter
def evaluation_function(self, evaluation_function: TEvaluationFunction) -> None:
"""
Set the evaluation function.
"""
self._evaluation_function = evaluation_function
[docs] def evaluation_function_outer(
self, parameterization: TParameterization, weight: Optional[float] = None
) -> TTrialEvaluation:
signature = inspect.signature(self._evaluation_function)
num_evaluation_function_params = len(signature.parameters.items())
if num_evaluation_function_params == 1:
# pyre-fixme[20]: Anonymous call expects argument `$1`.
evaluation = self._evaluation_function(parameterization)
elif num_evaluation_function_params == 2:
evaluation = self._evaluation_function(parameterization, weight)
else:
raise ValueError( # pragma: no cover
"Evaluation function must take either one parameter "
"(parameterization) or two parameters (parameterization and weight)."
)
if isinstance(evaluation, dict):
return evaluation
elif isinstance(evaluation, tuple):
# pyre-fixme[16]: `Optional` has no attribute `objective`.
return {self.optimization_config.objective.metric.name: evaluation}
elif isinstance(evaluation, (float, int)):
return {
self.optimization_config.objective.metric.name: (evaluation, np.nan)
}
elif isinstance(evaluation, (np.float32, np.float64, np.int32, np.int64)):
return {
self.optimization_config.objective.metric.name: (
numpy_type_to_python_type(evaluation),
np.nan,
)
}
raise Exception( # pragma: no cover
"Evaluation function returned an invalid type. The function must "
"either return a dictionary of metric names to mean, sem tuples "
"or a single mean, sem tuple, or a single mean."
)
[docs] @copy_doc(Experiment.fetch_data)
def fetch_data(self, metrics: Optional[List[Metric]] = None, **kwargs: Any) -> Data:
return self.eval()
@copy_doc(Experiment._fetch_trial_data)
def _fetch_trial_data(
self, trial_index: int, metrics: Optional[List[Metric]] = None, **kwargs: Any
) -> Data:
return self.eval_trial(self.trials[trial_index])
[docs] @copy_doc(Experiment.add_tracking_metric)
def add_tracking_metric(self, metric: Metric) -> "SimpleExperiment":
raise NotImplementedError("SimpleExperiment does not support metric addition.")
[docs] @copy_doc(Experiment.update_tracking_metric)
def update_tracking_metric(self, metric: Metric) -> "SimpleExperiment":
raise NotImplementedError("SimpleExperiment does not support metric updates.")
