Source code for botorch.optim.utils.numpy_utils

#!/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.

r"""Utilities for interfacing Numpy and Torch."""

from __future__ import annotations

from itertools import tee
from typing import Callable, Dict, Iterator, Optional, Tuple, Union

import numpy as np
import torch
from botorch.utils.types import NoneType
from numpy import ndarray
from torch import Tensor

torch_to_numpy_dtype_dict = {
    torch.bool: bool,
    torch.uint8: np.uint8,
    torch.int8: np.int8,
    torch.int16: np.int16,
    torch.int32: np.int32,
    torch.int64: np.int64,
    torch.float16: np.float16,
    torch.float32: np.float32,
    torch.float64: np.float64,
    torch.complex64: np.complex64,
    torch.complex128: np.complex128,

[docs]def as_ndarray( values: Tensor, dtype: Optional[np.dtype] = None, inplace: bool = True ) -> ndarray: r"""Helper for going from torch.Tensor to numpy.ndarray. Args: values: Tensor to be converted to ndarray. dtype: Optional numpy.dtype for the converted tensor. inplace: Boolean indicating whether memory should be shared if possible. Returns: An ndarray with the same data as `values`. """ with torch.no_grad(): out = values.cpu() # maybe transfer to cpu # Determine whether or not to `clone` if ( # cond 1: are we not in `inplace` mode? not inplace # cond 2: did we already copy when calling `cpu` above? and out.device == values.device # cond 3: will we copy when calling `astype` below? and (dtype is None or out.dtype == torch_to_numpy_dtype_dict[dtype]) ): out = out.clone() # Convert to ndarray and maybe cast to `dtype` out = out.numpy() return out.astype(dtype, copy=False)
[docs]def get_tensors_as_ndarray_1d( tensors: Union[Iterator[Tensor], Dict[str, Tensor]], out: Optional[ndarray] = None, dtype: Optional[Union[np.dtype, str]] = None, as_array: Callable[[Tensor], ndarray] = as_ndarray, ) -> ndarray: # Create a pair of iterators, one for setup and one for data transfer named_tensors_iter, named_tensors_iter2 = tee( iter(tensors.items()) if isinstance(tensors, dict) else enumerate(tensors), 2 ) # Use `named_tensors_iter` to get size of `out` and `dtype` when None try: name, tnsr = next(named_tensors_iter) except StopIteration: raise RuntimeError(f"Argument `tensors` with type {type(tensors)} is empty.") size = tnsr.numel() + sum(tnsr.numel() for _, tnsr in named_tensors_iter) dtype = torch_to_numpy_dtype_dict[tnsr.dtype] if dtype is None else dtype # Preallocate or validate `out` if out is None: # use first tensor as a reference when `dtype` is None out = np.empty([size], dtype=dtype) elif out.ndim != 1: raise ValueError(f"Expected a vector for `out`, but out.shape={out.shape}.") elif out.size != size: raise ValueError( f"Size of `parameters` ({size}) does not match size of `out` ({out.size})." ) # Use `named_tensors_iter2` to transfer data from `tensors` to `out` index = 0 for name, tnsr in named_tensors_iter2: try: size = tnsr.numel() out[index : index + size] = as_array(tnsr.view(-1)) index += size except Exception as e: raise RuntimeError( "`get_tensors_as_ndarray_1d` failed while copying values from " f"tensor {name}; rethrowing original exception." ) from e return out
[docs]def set_tensors_from_ndarray_1d( tensors: Union[Iterator[Tensor], Dict[str, Tensor]], array: ndarray, as_tensor: Callable[[ndarray], Tensor] = torch.as_tensor, ) -> None: r"""Sets the values of one more tensors based off of a vector of assignments.""" named_tensors_iter = ( iter(tensors.items()) if isinstance(tensors, dict) else enumerate(tensors) ) with torch.no_grad(): index = 0 for name, tnsr in named_tensors_iter: try: size = tnsr.numel() vals = array[index : index + size] if tnsr.ndim else array[index] tnsr.copy_(as_tensor(vals).to(tnsr).view(tnsr.shape).to(tnsr)) index += size except Exception as e: raise RuntimeError( "`set_tensors_from_ndarray_1d` failed while copying values to " f"tensor {name}; rethrowing original exception." ) from e
[docs]def get_bounds_as_ndarray( parameters: Dict[str, Tensor], bounds: Dict[ str, Tuple[Union[float, Tensor, NoneType], Union[float, Tensor, NoneType]] ], ) -> Optional[np.ndarray]: r"""Helper method for converting bounds into an ndarray. Args: parameters: A dictionary of parameters. bounds: A dictionary of (optional) lower and upper bounds. Returns: An ndarray of bounds. """ inf = float("inf") full_size = sum(param.numel() for param in parameters.values()) out = np.full((full_size, 2), (-inf, inf)) index = 0 for name, param in parameters.items(): size = param.numel() if name in bounds: lower, upper = bounds[name] lower = -inf if lower is None else lower upper = inf if upper is None else upper if isinstance(lower, Tensor): lower = lower.cpu() if isinstance(upper, Tensor): upper = upper.cpu() out[index : index + size, 0] = lower out[index : index + size, 1] = upper index = index + size # If all bounds are +/- inf, return None. if np.isinf(out).all(): out = None return out