#!/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.
r"""
Some basic data transformation helpers.
"""
from contextlib import ExitStack, contextmanager
from functools import wraps
from typing import Any, Callable, List, Optional
import torch
from gpytorch import settings as gpt_settings
from torch import Tensor
from .. import settings
[docs]def squeeze_last_dim(Y: Tensor) -> Tensor:
r"""Squeeze the last dimension of a Tensor.
Args:
Y: A `... x d`-dim Tensor.
Returns:
The input tensor with last dimension squeezed.
Example:
>>> Y = torch.rand(4, 3)
>>> Y_squeezed = squeeze_last_dim(Y)
"""
return Y.squeeze(-1)
[docs]def standardize(Y: Tensor) -> Tensor:
r"""Standardizes (zero mean, unit variance) a tensor by dim=-2.
If the tensor is single-dimensional, simply standardizes the tensor.
If for some batch index all elements are equal (of if there is only a single
data point), this function will return 0 for that batch index.
Args:
Y: A `batch_shape x n x m`-dim tensor.
Returns:
The standardized `Y`.
Example:
>>> Y = torch.rand(4, 3)
>>> Y_standardized = standardize(Y)
"""
stddim = -1 if Y.dim() < 2 else -2
Y_std = Y.std(dim=stddim, keepdim=True)
Y_std = Y_std.where(Y_std >= 1e-9, torch.full_like(Y_std, 1.0))
return (Y - Y.mean(dim=stddim, keepdim=True)) / Y_std
[docs]def normalize(X: Tensor, bounds: Tensor) -> Tensor:
r"""Min-max normalize X w.r.t. the provided bounds.
Args:
X: `... x d` tensor of data
bounds: `2 x d` tensor of lower and upper bounds for each of the X's d
columns.
Returns:
A `... x d`-dim tensor of normalized data, given by
`(X - bounds[0]) / (bounds[1] - bounds[0])`. If all elements of `X`
are contained within `bounds`, the normalized values will be
contained within `[0, 1]^d`.
Example:
>>> X = torch.rand(4, 3)
>>> bounds = torch.stack([torch.zeros(3), 0.5 * torch.ones(3)])
>>> X_normalized = normalize(X, bounds)
"""
return (X - bounds[0]) / (bounds[1] - bounds[0])
[docs]def unnormalize(X: Tensor, bounds: Tensor) -> Tensor:
r"""Un-normalizes X w.r.t. the provided bounds.
Args:
X: `... x d` tensor of data
bounds: `2 x d` tensor of lower and upper bounds for each of the X's d
columns.
Returns:
A `... x d`-dim tensor of unnormalized data, given by
`X * (bounds[1] - bounds[0]) + bounds[0]`. If all elements of `X`
are contained in `[0, 1]^d`, the un-normalized values will be
contained within `bounds`.
Example:
>>> X_normalized = torch.rand(4, 3)
>>> bounds = torch.stack([torch.zeros(3), 0.5 * torch.ones(3)])
>>> X = unnormalize(X_normalized, bounds)
"""
return X * (bounds[1] - bounds[0]) + bounds[0]
[docs]def normalize_indices(indices: Optional[List[int]], d: int) -> Optional[List[int]]:
r"""Normalize a list of indices to ensure that they are positive.
Args:
indices: A list of indices (may contain negative indices for indexing
"from the back").
d: The dimension of the tensor to index.
Returns:
A normalized list of indices such that each index is between `0` and
`d-1`, or None if indices is None.
"""
if indices is None:
return indices
normalized_indices = []
for i in indices:
if i < 0:
i = i + d
if i < 0 or i > d - 1:
raise ValueError(f"Index {i} out of bounds for tensor or length {d}.")
normalized_indices.append(i)
return normalized_indices
[docs]def concatenate_pending_points(
method: Callable[[Any, Tensor], Any]
) -> Callable[[Any, Tensor], Any]:
r"""Decorator concatenating X_pending into an acquisition function's argument.
This decorator works on the `forward` method of acquisition functions taking
a tensor `X` as the argument. If the acquisition function has an `X_pending`
attribute (that is not `None`), this is concatenated into the input `X`,
appropriately expanding the pending points to match the batch shape of `X`.
Example:
>>> class ExampleAcquisitionFunction:
>>> @concatenate_pending_points
>>> @t_batch_mode_transform()
>>> def forward(self, X):
>>> ...
"""
@wraps(method)
def decorated(cls: Any, X: Tensor) -> Any:
if cls.X_pending is not None:
X = torch.cat([X, match_batch_shape(cls.X_pending, X)], dim=-2)
return method(cls, X)
return decorated
[docs]def match_batch_shape(X: Tensor, Y: Tensor) -> Tensor:
r"""Matches the batch dimension of a tensor to that of another tensor.
Args:
X: A `batch_shape_X x q x d` tensor, whose batch dimensions that
correspond to batch dimensions of `Y` are to be matched to those
(if compatible).
Y: A `batch_shape_Y x q' x d` tensor.
Returns:
A `batch_shape_Y x q x d` tensor containing the data of `X` expanded to
the batch dimensions of `Y` (if compatible). For instance, if `X` is
`b'' x b' x q x d` and `Y` is `b x q x d`, then the returned tensor is
`b'' x b x q x d`.
Example:
>>> X = torch.rand(2, 1, 5, 3)
>>> Y = torch.rand(2, 6, 4, 3)
>>> X_matched = match_batch_shape(X, Y)
>>> X_matched.shape
torch.Size([2, 6, 5, 3])
"""
return X.expand(X.shape[: -Y.dim()] + Y.shape[:-2] + X.shape[-2:])
[docs]def convert_to_target_pre_hook(module, *args):
r"""Pre-hook for automatically calling `.to(X)` on module prior to `forward`"""
module.to(args[0][0])
[docs]@contextmanager
def gpt_posterior_settings():
r"""Context manager for settings used for computing model posteriors."""
with ExitStack() as es:
es.enter_context(gpt_settings.debug(False))
es.enter_context(gpt_settings.fast_pred_var())
es.enter_context(
gpt_settings.detach_test_caches(settings.propagate_grads.off())
)
yield
