#!/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 __future__ import annotations
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, **kwargs: Any) -> 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, **kwargs)
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
