Source code for botorch.test_functions.base

#!/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"""
Base class for test functions for optimization benchmarks.
"""

from __future__ import annotations

from abc import ABC, abstractmethod
from typing import List, Optional, Tuple

import torch
from torch import Tensor
from torch.nn import Module


[docs]class BaseTestProblem(Module, ABC): r"""Base class for test functions.""" dim: int _bounds: List[Tuple[float, float]] _check_grad_at_opt: bool = True def __init__(self, noise_std: Optional[float] = None, negate: bool = False) -> None: r"""Base constructor for test functions. Args: noise_std: Standard deviation of the observation noise. negate: If True, negate the function. """ super().__init__() self.noise_std = noise_std self.negate = negate self.register_buffer( "bounds", torch.tensor(self._bounds, dtype=torch.float).transpose(-1, -2) )
[docs] def forward(self, X: Tensor, noise: bool = True) -> Tensor: r"""Evaluate the function on a set of points. Args: X: A `batch_shape x d`-dim tensor of point(s) at which to evaluate the function. noise: If `True`, add observation noise as specified by `noise_std`. Returns: A `batch_shape`-dim tensor ouf function evaluations. """ batch = X.ndimension() > 1 X = X if batch else X.unsqueeze(0) f = self.evaluate_true(X=X) if noise and self.noise_std is not None: f += self.noise_std * torch.randn_like(f) if self.negate: f = -f return f if batch else f.squeeze(0)
[docs] @abstractmethod def evaluate_true(self, X: Tensor) -> Tensor: r"""Evaluate the function (w/o observation noise) on a set of points.""" pass # pragma: no cover
[docs]class ConstrainedBaseTestProblem(BaseTestProblem, ABC): r"""Base class for test functions with constraints. In addition to one or more objectives, a problem may have a number of outcome constraints of the form `c_i(x) >= 0` for `i=1, ..., n_c`. This base class provides common functionality for such problems. """ num_constraints: int _check_grad_at_opt: bool = False
[docs] def evaluate_slack(self, X: Tensor, noise: bool = True) -> Tensor: r"""Evaluate the constraint slack on a set of points. Constraints `i` is assumed to be feasible at `x` if the associated slack `c_i(x)` is positive. Zero slack means that the constraint is active. Negative slack means that the constraint is violated. Args: X: A `batch_shape x d`-dim tensor of point(s) at which to evaluate the constraint slacks: `c_1(X), ...., c_{n_c}(X)`. noise: If `True`, add observation noise to the slack as specified by `noise_std`. Returns: A `batch_shape x n_c`-dim tensor of constraint slack (where positive slack corresponds to the constraint being feasible). """ cons = self.evaluate_slack_true(X=X) if noise and self.noise_std is not None: # TODO: Allow different noise levels for objective and constraints (and # different noise levels between different constraints) cons += self.noise_std * torch.randn_like(cons) return cons
[docs] def is_feasible(self, X: Tensor, noise: bool = True) -> Tensor: r"""Evaluate whether the constraints are feasible on a set of points. Args: X: A `batch_shape x d`-dim tensor of point(s) at which to evaluate the constraints. noise: If `True`, add observation noise as specified by `noise_std`. Returns: A `batch_shape`-dim boolean tensor that is `True` iff all constraint slacks (potentially including observation noise) are positive. """ return (self.evaluate_slack(X=X, noise=noise) >= 0.0).all(dim=-1)
[docs] @abstractmethod def evaluate_slack_true(self, X: Tensor) -> Tensor: r"""Evaluate the constraint slack (w/o observation noise) on a set of points. Args: X: A `batch_shape x d`-dim tensor of point(s) at which to evaluate the constraint slacks: `c_1(X), ...., c_{n_c}(X)`. Returns: A `batch_shape x n_c`-dim tensor of constraint slack (where positive slack corresponds to the constraint being feasible). """ pass # pragma: no cover
[docs]class MultiObjectiveTestProblem(BaseTestProblem): r"""Base class for test multi-objective test functions. TODO: add a pareto distance function that returns the distance between a provided point and the closest point on the true pareto front. """ num_objectives: int _ref_point: List[float] _max_hv: float def __init__(self, noise_std: Optional[float] = None, negate: bool = False) -> None: r"""Base constructor for multi-objective test functions. Args: noise_std: Standard deviation of the observation noise. negate: If True, negate the objectives. """ super().__init__(noise_std=noise_std, negate=negate) ref_point = torch.tensor(self._ref_point, dtype=torch.float) if negate: ref_point *= -1 self.register_buffer("ref_point", ref_point) @property def max_hv(self) -> float: try: return self._max_hv except AttributeError: raise NotImplementedError( f"Problem {self.__class__.__name__} does not specify maximal " "hypervolume." )
[docs] def gen_pareto_front(self, n: int) -> Tensor: r"""Generate `n` pareto optimal points.""" raise NotImplementedError