Source code for botorch.models.model

#!/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"""Abstract base module for all BoTorch models.

This module contains `Model`, the abstract base class for all BoTorch models,
and `ModelList`, a container for a list of Models.
"""

from __future__ import annotations

import warnings
from abc import ABC, abstractmethod
from collections import defaultdict
from typing import (
    Any,
    Callable,
    Dict,
    List,
    Mapping,
    Optional,
    Set,
    TYPE_CHECKING,
    TypeVar,
    Union,
)

import numpy as np
import torch
from botorch import settings
from botorch.exceptions.errors import (
    BotorchTensorDimensionError,
    DeprecationError,
    InputDataError,
)
from botorch.logging import shape_to_str
from botorch.models.utils.assorted import fantasize as fantasize_flag
from botorch.posteriors import Posterior, PosteriorList
from botorch.sampling.base import MCSampler
from botorch.sampling.list_sampler import ListSampler
from botorch.utils.containers import BotorchContainer
from botorch.utils.datasets import SupervisedDataset
from botorch.utils.transforms import is_fully_bayesian
from gpytorch.likelihoods.gaussian_likelihood import FixedNoiseGaussianLikelihood
from torch import Tensor
from torch.nn import Module, ModuleDict, ModuleList

if TYPE_CHECKING:
    from botorch.acquisition.objective import PosteriorTransform  # pragma: no cover

TFantasizeMixin = TypeVar("TFantasizeMixin", bound="FantasizeMixin")


[docs] class Model(Module, ABC): r"""Abstract base class for BoTorch models. The `Model` base class cannot be used directly; it only defines an API for other BoTorch models. `Model` subclasses `torch.nn.Module`. While a `Module` is most typically encountered as a representation of a neural network layer, it can be used more generally: see `documentation <https://pytorch.org/tutorials/beginner/examples_nn/polynomial_module.html>`_ on custom NN Modules. `Module` provides several pieces of useful functionality: A `Model`'s attributes of `Tensor` or `Module` type are automatically registered so they can be moved and/or cast with the `to` method, automatically differentiated, and used with CUDA. Attributes: _has_transformed_inputs: A boolean denoting whether `train_inputs` are currently stored as transformed or not. _original_train_inputs: A Tensor storing the original train inputs for use in `_revert_to_original_inputs`. Note that this is necessary since transform / untransform cycle introduces numerical errors which lead to upstream errors during training. _is_fully_bayesian: Returns `True` if this is a fully Bayesian model. _is_ensemble: Returns `True` if this model consists of multiple models that are stored in an additional batch dimension. This is true for the fully Bayesian models. """ # noqa: E501 _has_transformed_inputs: bool = False _original_train_inputs: Optional[Tensor] = None _is_fully_bayesian = False _is_ensemble = False
[docs] @abstractmethod def posterior( self, X: Tensor, output_indices: Optional[List[int]] = None, observation_noise: Union[bool, Tensor] = False, posterior_transform: Optional[PosteriorTransform] = None, ) -> Posterior: r"""Computes the posterior over model outputs at the provided points. Note: The input transforms should be applied here using `self.transform_inputs(X)` after the `self.eval()` call and before any `model.forward` or `model.likelihood` calls. Args: X: A `b x q x d`-dim Tensor, where `d` is the dimension of the feature space, `q` is the number of points considered jointly, and `b` is the batch dimension. output_indices: A list of indices, corresponding to the outputs over which to compute the posterior (if the model is multi-output). Can be used to speed up computation if only a subset of the model's outputs are required for optimization. If omitted, computes the posterior over all model outputs. observation_noise: For models with an inferred noise level, if True, include observation noise. For models with an observed noise level, this must be a `model_batch_shape x 1 x m`-dim tensor or a `model_batch_shape x n' x m`-dim tensor containing the average noise for each batch and output. `noise` must be in the outcome-transformed space if an outcome transform is used. posterior_transform: An optional PosteriorTransform. Returns: A `Posterior` object, representing a batch of `b` joint distributions over `q` points and `m` outputs each. """ pass # pragma: no cover
@property def batch_shape(self) -> torch.Size: r"""The batch shape of the model. This is a batch shape from an I/O perspective, independent of the internal representation of the model (as e.g. in BatchedMultiOutputGPyTorchModel). For a model with `m` outputs, a `test_batch_shape x q x d`-shaped input `X` to the `posterior` method returns a Posterior object over an output of shape `broadcast(test_batch_shape, model.batch_shape) x q x m`. """ cls_name = self.__class__.__name__ raise NotImplementedError(f"{cls_name} does not define batch_shape property") @property def num_outputs(self) -> int: r"""The number of outputs of the model.""" cls_name = self.__class__.__name__ raise NotImplementedError(f"{cls_name} does not define num_outputs property")
[docs] def subset_output(self, idcs: List[int]) -> Model: r"""Subset the model along the output dimension. Args: idcs: The output indices to subset the model to. Returns: A `Model` object of the same type and with the same parameters as the current model, subset to the specified output indices. """ raise NotImplementedError
[docs] def condition_on_observations(self, X: Tensor, Y: Tensor, **kwargs: Any) -> Model: r"""Condition the model on new observations. Args: X: A `batch_shape x n' x d`-dim Tensor, where `d` is the dimension of the feature space, `n'` is the number of points per batch, and `batch_shape` is the batch shape (must be compatible with the batch shape of the model). Y: A `batch_shape' x n' x m`-dim Tensor, where `m` is the number of model outputs, `n'` is the number of points per batch, and `batch_shape'` is the batch shape of the observations. `batch_shape'` must be broadcastable to `batch_shape` using standard broadcasting semantics. If `Y` has fewer batch dimensions than `X`, it is assumed that the missing batch dimensions are the same for all `Y`. Returns: A `Model` object of the same type, representing the original model conditioned on the new observations `(X, Y)` (and possibly noise observations passed in via kwargs). """ raise NotImplementedError( f"`condition_on_observations` not implemented for {self.__class__.__name__}" )
[docs] @classmethod def construct_inputs( cls, training_data: SupervisedDataset, ) -> Dict[str, Union[BotorchContainer, Tensor]]: """ Construct `Model` keyword arguments from a `SupervisedDataset`. Args: training_data: A `SupervisedDataset`, with attributes `train_X`, `train_Y`, and, optionally, `train_Yvar`. Returns: A dict of keyword arguments that can be used to initialize a `Model`, with keys `train_X`, `train_Y`, and, optionally, `train_Yvar`. """ if not isinstance(training_data, SupervisedDataset): raise TypeError( "Expected `training_data` to be a `SupervisedDataset`, but got " f"{type(training_data)}." ) parsed_data = {"train_X": training_data.X, "train_Y": training_data.Y} if training_data.Yvar is not None: parsed_data["train_Yvar"] = training_data.Yvar return parsed_data
[docs] def transform_inputs( self, X: Tensor, input_transform: Optional[Module] = None, ) -> Tensor: r"""Transform inputs. Args: X: A tensor of inputs input_transform: A Module that performs the input transformation. Returns: A tensor of transformed inputs """ if input_transform is not None: input_transform.to(X) return input_transform(X) try: return self.input_transform(X) except AttributeError: return X
def _set_transformed_inputs(self) -> None: r"""Update training inputs with transformed inputs.""" if hasattr(self, "input_transform") and not self._has_transformed_inputs: if hasattr(self, "train_inputs"): self._original_train_inputs = self.train_inputs[0] with torch.no_grad(): X_tf = self.input_transform.preprocess_transform( self.train_inputs[0] ) self.set_train_data(X_tf, strict=False) self._has_transformed_inputs = True else: warnings.warn( "Could not update `train_inputs` with transformed inputs " f"since {self.__class__.__name__} does not have a `train_inputs` " "attribute. Make sure that the `input_transform` is applied to " "both the train inputs and test inputs.", RuntimeWarning, ) def _revert_to_original_inputs(self) -> None: r"""Revert training inputs back to original.""" if hasattr(self, "input_transform") and self._has_transformed_inputs: self.set_train_data(self._original_train_inputs, strict=False) self._has_transformed_inputs = False
[docs] def eval(self) -> Model: r"""Puts the model in `eval` mode and sets the transformed inputs.""" self._set_transformed_inputs() return super().eval()
[docs] def train(self, mode: bool = True) -> Model: r"""Put the model in `train` mode. Reverts to the original inputs if in `train` mode (`mode=True`) or sets transformed inputs if in `eval` mode (`mode=False`). Args: mode: A boolean denoting whether to put in `train` or `eval` mode. If `False`, model is put in `eval` mode. """ if mode: self._revert_to_original_inputs() else: self._set_transformed_inputs() return super().train(mode=mode)
@property def dtypes_of_buffers(self) -> Set[torch.dtype]: return {t.dtype for t in self.buffers() if t is not None}
[docs] class FantasizeMixin(ABC): """ Mixin to add a `fantasize` method to a `Model`. Example: class BaseModel: def __init__(self, ...): def condition_on_observations(self, ...): def posterior(self, ...): def transform_inputs(self, ...): class ModelThatCanFantasize(BaseModel, FantasizeMixin): def __init__(self, args): super().__init__(args) model = ModelThatCanFantasize(...) model.fantasize(X) """
[docs] @abstractmethod def condition_on_observations( self: TFantasizeMixin, X: Tensor, Y: Tensor, ) -> TFantasizeMixin: """ Classes that inherit from `FantasizeMixin` must implement a `condition_on_observations` method. """
[docs] @abstractmethod def posterior( self, X: Tensor, *args, observation_noise: bool = False, ) -> Posterior: """ Classes that inherit from `FantasizeMixin` must implement a `posterior` method. """
[docs] @abstractmethod def transform_inputs( self, X: Tensor, input_transform: Optional[Module] = None, ) -> Tensor: """ Classes that inherit from `FantasizeMixin` must implement a `transform_inputs` method. """
# When Python 3.11 arrives we can start annotating return types like # this as # 'Self', but at this point the verbose 'T...' syntax is needed.
[docs] def fantasize( self: TFantasizeMixin, # TODO: see if any of these can be imported only if TYPE_CHECKING X: Tensor, sampler: MCSampler, observation_noise: Optional[Tensor] = None, **kwargs: Any, ) -> TFantasizeMixin: r"""Construct a fantasy model. Constructs a fantasy model in the following fashion: (1) compute the model posterior at `X`, including observation noise. If `observation_noise` is a Tensor, use it directly as the observation noise to add. (2) sample from this posterior (using `sampler`) to generate "fake" observations. (3) condition the model on the new fake observations. Args: X: A `batch_shape x n' x d`-dim Tensor, where `d` is the dimension of the feature space, `n'` is the number of points per batch, and `batch_shape` is the batch shape (must be compatible with the batch shape of the model). sampler: The sampler used for sampling from the posterior at `X`. observation_noise: A `model_batch_shape x 1 x m`-dim tensor or a `model_batch_shape x n' x m`-dim tensor containing the average noise for each batch and output, where `m` is the number of outputs. `noise` must be in the outcome-transformed space if an outcome transform is used. If None and using an inferred noise likelihood, the noise will be the inferred noise level. If using a fixed noise likelihood, the mean across the observation noise in the training data is used as observation noise. kwargs: Will be passed to `model.condition_on_observations` Returns: The constructed fantasy model. """ if not isinstance(observation_noise, Tensor) and observation_noise is not None: raise DeprecationError( "`fantasize` no longer accepts a boolean for `observation_noise`." ) elif observation_noise is None and isinstance( self.likelihood, FixedNoiseGaussianLikelihood ): if self.num_outputs > 1: # make noise ... x n x m observation_noise = self.likelihood.noise.transpose(-1, -2) else: observation_noise = self.likelihood.noise.unsqueeze(-1) observation_noise = observation_noise.mean(dim=-2, keepdim=True) # if the inputs are empty, expand the inputs if X.shape[-2] == 0: output_shape = ( sampler.sample_shape + X.shape[:-2] + self.batch_shape + torch.Size([0, self.num_outputs]) ) Y = torch.empty(output_shape, dtype=X.dtype, device=X.device) if observation_noise is not None: kwargs["noise"] = observation_noise.expand(Y.shape[1:]) return self.condition_on_observations( X=self.transform_inputs(X), Y=Y, **kwargs, ) propagate_grads = kwargs.pop("propagate_grads", False) with fantasize_flag(): with settings.propagate_grads(propagate_grads): post_X = self.posterior( X, observation_noise=( True if observation_noise is None else observation_noise ), ) Y_fantasized = sampler(post_X) # num_fantasies x batch_shape x n' x m if observation_noise is not None: kwargs["noise"] = observation_noise.expand(Y_fantasized.shape[1:]) return self.condition_on_observations( X=self.transform_inputs(X), Y=Y_fantasized, **kwargs )
[docs] class ModelList(Model): r"""A multi-output Model represented by a list of independent models. All BoTorch models are acceptable as inputs. The cost of this flexibility is that `ModelList` does not support all methods that may be implemented by its component models. One use case for `ModelList` is combining a regression model and a deterministic model in one multi-output container model, e.g. for cost-aware or multi-objective optimization where one of the outcomes is a deterministic function of the inputs. """ def __init__(self, *models: Model) -> None: r""" Args: *models: A variable number of models. Example: >>> m_1 = SingleTaskGP(train_X, train_Y) >>> m_2 = GenericDeterministicModel(lambda x: x.sum(dim=-1)) >>> m_12 = ModelList(m_1, m_2) >>> m_12.posterior(test_X) """ super().__init__() self.models = ModuleList(models) def _get_group_subset_indices( self, idcs: Optional[List[int]] ) -> Dict[int, List[int]]: r"""Convert global subset indices to indices for the individual models. Args: idcs: A list of indices to which the `ModelList` model is to be subset to. Returns: A dictionary mapping model indices to subset indices of the respective model in the `ModelList`. """ if idcs is None: return {i: None for i in range(len(self.models))} output_sizes = [model.num_outputs for model in self.models] cum_output_sizes = np.cumsum(output_sizes) idcs = [idx % cum_output_sizes[-1] for idx in idcs] group_indices: Dict[int, List[int]] = defaultdict(list) for idx in idcs: grp_idx = np.argwhere(idx < cum_output_sizes)[0].item() sub_idx = idx - int(np.sum(output_sizes[:grp_idx])) group_indices[grp_idx].append(sub_idx) return group_indices
[docs] def posterior( self, X: Tensor, output_indices: Optional[List[int]] = None, observation_noise: Union[bool, Tensor] = False, posterior_transform: Optional[Callable[[PosteriorList], Posterior]] = None, ) -> Posterior: r"""Computes the posterior over model outputs at the provided points. Note: The input transforms should be applied here using `self.transform_inputs(X)` after the `self.eval()` call and before any `model.forward` or `model.likelihood` calls. Args: X: A `b x q x d`-dim Tensor, where `d` is the dimension of the feature space, `q` is the number of points considered jointly, and `b` is the batch dimension. output_indices: A list of indices, corresponding to the outputs over which to compute the posterior (if the model is multi-output). Can be used to speed up computation if only a subset of the model's outputs are required for optimization. If omitted, computes the posterior over all model outputs. observation_noise: If True, add the observation noise from the respective likelihoods to the posterior. If a Tensor of shape `(batch_shape) x q x m`, use it directly as the observation noise (with `observation_noise[...,i]` added to the posterior of the `i`-th model). `observation_noise` is assumed to be in the outcome-transformed space, if an outcome transform is used by the model. posterior_transform: An optional PosteriorTransform. Returns: A `Posterior` object, representing a batch of `b` joint distributions over `q` points and `m` outputs each. """ group_indices = self._get_group_subset_indices(idcs=output_indices) posteriors = [] for i, idcs in group_indices.items(): if isinstance(observation_noise, Tensor): if idcs is None: start_idx = sum(m.num_outputs for m in self.models[:i]) end_idx = start_idx + self.models[i].num_outputs idcs = list(range(start_idx, end_idx)) obs_noise = observation_noise[..., idcs] else: obs_noise = observation_noise posteriors.append( self.models[i].posterior( X=X, output_indices=idcs, observation_noise=obs_noise ) ) posterior = PosteriorList(*posteriors) if posterior_transform is not None: posterior = posterior_transform(posterior) return posterior
@property def batch_shape(self) -> torch.Size: r"""The batch shape of the model. This is a batch shape from an I/O perspective, independent of the internal representation of the model (as e.g. in BatchedMultiOutputGPyTorchModel). For a model with `m` outputs, a `test_batch_shape x q x d`-shaped input `X` to the `posterior` method returns a Posterior object over an output of shape `broadcast(test_batch_shape, model.batch_shape) x q x m`. """ batch_shape = self.models[0].batch_shape if all(batch_shape == m.batch_shape for m in self.models[1:]): return batch_shape # TODO: Allow broadcasting of model batch shapes raise NotImplementedError( f"`{self.__class__.__name__}.batch_shape` is only supported if all " "constituent models have the same `batch_shape`." ) @property def num_outputs(self) -> int: r"""The number of outputs of the model. Equal to the sum of the number of outputs of the individual models in the ModelList. """ return sum(model.num_outputs for model in self.models)
[docs] def subset_output(self, idcs: List[int]) -> Model: r"""Subset the model along the output dimension. Args: idcs: The output indices to subset the model to. Relative to the overall number of outputs of the model. Returns: A `Model` (either a `ModelList` or one of the submodels) with the outputs subset to the indices in `idcs`. Internally, this drops (if single-output) or subsets (if multi-output) the constitutent models and returns them as a `ModelList`. If the result is a single (possibly subset) model from the list, returns this model (instead of forming a degenerate singe-model `ModelList`). For instance, if `m = ModelList(m1, m2)` with `m1` a two-output model and `m2` a single-output model, then `m.subset_output([1]) ` will return the model `m1` subset to its second output. """ group_indices = self._get_group_subset_indices(idcs=idcs) subset_models = [] for grp_idx, sub_idcs in group_indices.items(): subset_model = self.models[grp_idx] if sub_idcs is not None and subset_model.num_outputs != len(sub_idcs): subset_model = subset_model.subset_output(idcs=sub_idcs) subset_models.append(subset_model) if len(subset_models) == 1: return subset_models[0] return self.__class__(*subset_models)
[docs] def transform_inputs(self, X: Tensor) -> List[Tensor]: r"""Individually transform the inputs for each model. Args: X: A tensor of inputs. Returns: A list of tensors of transformed inputs. """ transformed_X_list = [] for model in self.models: try: transformed_X_list.append(model.input_transform(X)) except AttributeError: transformed_X_list.append(X) return transformed_X_list
[docs] def load_state_dict( self, state_dict: Mapping[str, Any], strict: bool = True ) -> None: """Initialize the fully Bayesian models before loading the state dict.""" for i, m in enumerate(self.models): if is_fully_bayesian(m): filtered_dict = { k.replace(f"models.{i}.", ""): v for k, v in state_dict.items() if k.startswith(f"models.{i}.") } m.load_state_dict(filtered_dict) super().load_state_dict(state_dict=state_dict, strict=strict)
[docs] def fantasize( self, X: Tensor, sampler: MCSampler, observation_noise: Optional[Tensor] = None, evaluation_mask: Optional[Tensor] = None, **kwargs: Any, ) -> Model: r"""Construct a fantasy model. Constructs a fantasy model in the following fashion: (1) compute the model posterior at `X` (including observation noise if `observation_noise=True`). (2) sample from this posterior (using `sampler`) to generate "fake" observations. (3) condition the model on the new fake observations. Args: X: A `batch_shape x n' x d`-dim Tensor, where `d` is the dimension of the feature space, `n'` is the number of points per batch, and `batch_shape` is the batch shape (must be compatible with the batch shape of the model). sampler: The sampler used for sampling from the posterior at `X`. If evaluation_mask is not None, this must be a `ListSampler`. observation_noise: A `model_batch_shape x 1 x m`-dim tensor or a `model_batch_shape x n' x m`-dim tensor containing the average noise for each batch and output, where `m` is the number of outputs. `noise` must be in the outcome-transformed space if an outcome transform is used. If None, then the noise will be the inferred noise level. evaluation_mask: A `n' x m`-dim tensor of booleans indicating which outputs should be fantasized for a given design. This uses the same evaluation mask for all batches. Returns: The constructed fantasy model. """ if evaluation_mask is not None: if evaluation_mask.ndim != 2 or evaluation_mask.shape != torch.Size( [X.shape[-2], self.num_outputs] ): raise BotorchTensorDimensionError( f"Expected evaluation_mask of shape `{X.shape[0]} " f"x {self.num_outputs}`, but got " f"{shape_to_str(evaluation_mask.shape)}." ) if not isinstance(sampler, ListSampler): raise ValueError("Decoupled fantasization requires a list of samplers.") fant_models = [] X_i = X if observation_noise is None: observation_noise_i = observation_noise for i in range(self.num_outputs): # get the inputs to fantasize at for output i if evaluation_mask is not None: mask_i = evaluation_mask[:, i] X_i = X[..., mask_i, :] # TODO (T158701749): implement a QMC DecoupledSampler that draws all # samples from a single Sobol sequence or consider requiring that the # sampling is IID to ensure good coverage. sampler_i = sampler.samplers[i] if observation_noise is not None: observation_noise_i = observation_noise[..., mask_i, i : i + 1] else: sampler_i = ( sampler.samplers[i] if isinstance(sampler, ListSampler) else sampler ) fant_model = self.models[i].fantasize( X=X_i, sampler=sampler_i, observation_noise=observation_noise_i, **kwargs, ) fant_models.append(fant_model) return self.__class__(*fant_models)
[docs] class ModelDict(ModuleDict): r"""A lightweight container mapping model names to models.""" def __init__(self, **models: Model) -> None: r"""Initialize a `ModelDict`. Args: models: An arbitrary number of models. Each model can be any type of BoTorch `Model`, including multi-output models and `ModelList`. """ if any(not isinstance(m, Model) for m in models.values()): raise InputDataError( f"Expected all models to be a BoTorch `Model`. Got {models}." ) super().__init__(modules=models)