Source code for botorch.utils.transforms

#!/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 t_batch_mode_transform( expected_q: Optional[int] = None, ) -> Callable[[Callable[[Any, Tensor], Any]], Callable[[Any, Tensor], Any]]: r"""Factory for decorators taking a t-batched `X` tensor. This method creates decorators for instance methods to transform an input tensor `X` to t-batch mode (i.e. with at least 3 dimensions). This assumes the tensor has a q-batch dimension. The decorator also checks the q-batch size if `expected_q` is provided. Args: expected_q: The expected q-batch size of X. If specified, this will raise an AssertitionError if X's q-batch size does not equal expected_q. Returns: The decorated instance method. Example: >>> class ExampleClass: >>> @t_batch_mode_transform(expected_q=1) >>> def single_q_method(self, X): >>> ... >>> >>> @t_batch_mode_transform() >>> def arbitrary_q_method(self, X): >>> ... """ def decorator(method: Callable[[Any, Tensor], Any]) -> Callable[[Any, Tensor], Any]: @wraps(method) def decorated(cls: Any, X: Tensor) -> Any: if X.dim() < 2: raise ValueError( f"{type(cls).__name__} requires X to have at least 2 dimensions," f" but received X with only {X.dim()} dimensions." ) elif expected_q is not None and X.shape[-2] != expected_q: raise AssertionError( f"Expected X to be `batch_shape x q={expected_q} x d`, but" f" got X with shape {X.shape}." ) X = X if X.dim() > 2 else X.unsqueeze(0) return method(cls, X) return decorated return decorator
[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