Source code for botorch.posteriors.posterior

#! /usr/bin/env python3

# Copyright (c) Facebook, Inc. and its affiliates. All Rights Reserved

r"""
Abstract base module for all botorch posteriors.
"""

from abc import ABC, abstractmethod, abstractproperty
from typing import Optional

import torch
from torch import Tensor


[docs]class Posterior(ABC):
    r"""Abstract base class for botorch posteriors."""

    @abstractproperty
    def device(self) -> torch.device:
        r"""The torch device of the posterior."""
        pass  # pragma: no cover

    @abstractproperty
    def dtype(self) -> torch.dtype:
        r"""The torch dtype of the posterior."""
        pass  # pragma: no cover

    @abstractproperty
    def event_shape(self) -> torch.Size:
        r"""The event shape (i.e. the shape of a single sample)."""
        pass  # pragma: no cover

    @property
    def mean(self) -> Tensor:
        r"""The mean of the posterior as a `(b) x n x m`-dim Tensor."""
        raise NotImplementedError(
            f"Property `mean` not implemented for {self.__class__.__name__}"
        )

    @property
    def variance(self) -> Tensor:
        r"""The variance of the posterior as a `(b) x n x m`-dim Tensor."""
        raise NotImplementedError(
            f"Property `variance` not implemented for {self.__class__.__name__}"
        )

[docs]    @abstractmethod
    def rsample(
        self,
        sample_shape: Optional[torch.Size] = None,
        base_samples: Optional[Tensor] = None,
    ) -> Tensor:
        r"""Sample from the posterior (with gradients).

        Args:
            sample_shape: A `torch.Size` object specifying the sample shape. To
                draw `n` samples, set to `torch.Size([n])`. To draw `b` batches
                of `n` samples each, set to `torch.Size([b, n])`.
            base_samples: An (optional) Tensor of `N(0, I)` base samples of
                appropriate dimension, typically obtained from a `Sampler`.
                This is used for deterministic optimization.

        Returns:
            A `sample_shape x event`-dim Tensor of samples from the posterior.
        """
        pass  # pragma: no cover

[docs]    def sample(
        self,
        sample_shape: Optional[torch.Size] = None,
        base_samples: Optional[Tensor] = None,
    ) -> Tensor:
        r"""Sample from the posterior (without gradients).

        This is a simple wrapper calling `rsample` using `with torch.no_grad()`.

        Args:
            sample_shape: A `torch.Size` object specifying the sample shape. To
                draw `n` samples, set to `torch.Size([n])`. To draw `b` batches
                of `n` samples each, set to `torch.Size([b, n])`.
            base_samples: An (optional) Tensor of `N(0, I)` base samples of
                appropriate dimension, typically obtained from a `Sampler` object.
                This is used for deterministic optimization.

        Returns:
            A `sample_shape x event_shape`-dim Tensor of samples from the posterior.
        """
        with torch.no_grad():
            return self.rsample(sample_shape=sample_shape, base_samples=base_samples)