Source code for botorch.models.utils

#!/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.

Utiltiy functions for models.

from __future__ import annotations

import warnings
from contextlib import ExitStack, contextmanager
from typing import List, Optional, Tuple

import torch
from botorch import settings
from botorch.exceptions import InputDataError, InputDataWarning
from botorch.settings import _Flag
from gpytorch import settings as gpt_settings
from gpytorch.module import Module
from gpytorch.utils.broadcasting import _mul_broadcast_shape
from torch import Tensor

def _make_X_full(X: Tensor, output_indices: List[int], tf: int) -> Tensor:
    r"""Helper to construct input tensor with task indices.

        X: The raw input tensor (without task information).
        output_indices: The output indices to generate (passed in via `posterior`).
        tf: The task feature index.

        Tensor: The full input tensor for the multi-task model, including task
    index_shape = X.shape[:-1] + torch.Size([1])
    indexers = (
        torch.full(index_shape, fill_value=i, device=X.device, dtype=X.dtype)
        for i in output_indices
    X_l, X_r = X[..., :tf], X[..., tf:]
        [[X_l, indexer, X_r], dim=-1) for indexer in indexers], dim=-2

[docs]def multioutput_to_batch_mode_transform( train_X: Tensor, train_Y: Tensor, num_outputs: int, train_Yvar: Optional[Tensor] = None, ) -> Tuple[Tensor, Tensor, Optional[Tensor]]: r"""Transforms training inputs for a multi-output model. Used for multi-output models that internally are represented by a batched single output model, where each output is modeled as an independent batch. Args: train_X: A `n x d` or `input_batch_shape x n x d` (batch mode) tensor of training features. train_Y: A `n x m` or `target_batch_shape x n x m` (batch mode) tensor of training observations. num_outputs: number of outputs train_Yvar: A `n x m` or `target_batch_shape x n x m` tensor of observed measurement noise. Returns: 3-element tuple containing - A `input_batch_shape x m x n x d` tensor of training features. - A `target_batch_shape x m x n` tensor of training observations. - A `target_batch_shape x m x n` tensor observed measurement noise. """ # make train_Y `batch_shape x m x n` train_Y = train_Y.transpose(-1, -2) # expand train_X to `batch_shape x m x n x d` train_X = train_X.unsqueeze(-3).expand( train_X.shape[:-2] + torch.Size([num_outputs]) + train_X.shape[-2:] ) if train_Yvar is not None: # make train_Yvar `batch_shape x m x n` train_Yvar = train_Yvar.transpose(-1, -2) return train_X, train_Y, train_Yvar
[docs]def add_output_dim(X: Tensor, original_batch_shape: torch.Size) -> Tuple[Tensor, int]: r"""Insert the output dimension at the correct location. The trailing batch dimensions of X must match the original batch dimensions of the training inputs, but can also include extra batch dimensions. Args: X: A `(new_batch_shape) x (original_batch_shape) x n x d` tensor of features. original_batch_shape: the batch shape of the model's training inputs. Returns: 2-element tuple containing - A `(new_batch_shape) x (original_batch_shape) x m x n x d` tensor of features. - The index corresponding to the output dimension. """ X_batch_shape = X.shape[:-2] if len(X_batch_shape) > 0 and len(original_batch_shape) > 0: # check that X_batch_shape supports broadcasting or augments # original_batch_shape with extra batch dims error_msg = ( "The trailing batch dimensions of X must match the trailing " "batch dimensions of the training inputs." ) _mul_broadcast_shape(X_batch_shape, original_batch_shape, error_msg=error_msg) # insert `m` dimension X = X.unsqueeze(-3) output_dim_idx = max(len(original_batch_shape), len(X_batch_shape)) return X, output_dim_idx
[docs]def check_no_nans(Z: Tensor) -> None: r"""Check that tensor does not contain NaN values. Raises an InputDataError if `Z` contains NaN values. Args: Z: The input tensor. """ if torch.any(torch.isnan(Z)).item(): raise InputDataError("Input data contains NaN values.")
[docs]def check_min_max_scaling( X: Tensor, strict: bool = False, atol: float = 1e-2, raise_on_fail: bool = False ) -> None: r"""Check that tensor is normalized to the unit cube. Args: X: A `batch_shape x n x d` input tensor. Typically the training inputs of a model. strict: If True, require `X` to be scaled to the unit cube (rather than just to be contained within the unit cube). atol: The tolerance for the boundary check. Only used if `strict=True`. raise_on_fail: If True, raise an exception instead of a warning. """ with torch.no_grad(): Xmin, Xmax = torch.min(X, dim=-1)[0], torch.max(X, dim=-1)[0] msg = None if strict and max(torch.abs(Xmin).max(), torch.abs(Xmax - 1).max()) > atol: msg = "scaled" if torch.any(Xmin < -atol) or torch.any(Xmax > 1 + atol): msg = "contained" if msg is not None: msg = ( f"Input data is not {msg} to the unit cube. " "Please consider min-max scaling the input data." ) if raise_on_fail: raise InputDataError(msg) warnings.warn(msg, InputDataWarning)
[docs]def check_standardization( Y: Tensor, atol_mean: float = 1e-2, atol_std: float = 1e-2, raise_on_fail: bool = False, ) -> None: r"""Check that tensor is standardized (zero mean, unit variance). Args: Y: The input tensor of shape `batch_shape x n x m`. Typically the train targets of a model. Standardization is checked across the `n`-dimension. atol_mean: The tolerance for the mean check. atol_std: The tolerance for the std check. raise_on_fail: If True, raise an exception instead of a warning. """ with torch.no_grad(): Ymean, Ystd = torch.mean(Y, dim=-2), torch.std(Y, dim=-2) if torch.abs(Ymean).max() > atol_mean or torch.abs(Ystd - 1).max() > atol_std: msg = ( "Input data is not standardized. Please consider scaling the " "input to zero mean and unit variance." ) if raise_on_fail: raise InputDataError(msg) warnings.warn(msg, InputDataWarning)
[docs]def validate_input_scaling( train_X: Tensor, train_Y: Tensor, train_Yvar: Optional[Tensor] = None, raise_on_fail: bool = False, ) -> None: r"""Helper function to validate input data to models. Args: train_X: A `n x d` or `batch_shape x n x d` (batch mode) tensor of training features. train_Y: A `n x m` or `batch_shape x n x m` (batch mode) tensor of training observations. train_Yvar: A `batch_shape x n x m` or `batch_shape x n x m` (batch mode) tensor of observed measurement noise. raise_on_fail: If True, raise an error instead of emitting a warning (only for normalization/standardization checks, an error is always raised if NaN values are present). This function is typically called inside the constructor of standard BoTorch models. It validates the following: (i) none of the inputs contain NaN values (ii) the training data (`train_X`) is normalized to the unit cube (iii) the training targets (`train_Y`) are standardized (zero mean, unit var) No checks (other than the NaN check) are performed for observed variances (`train_Yvar`) at this point. """ if return check_no_nans(train_X) check_no_nans(train_Y) if train_Yvar is not None: check_no_nans(train_Yvar) if torch.any(train_Yvar < 0): raise InputDataError("Input data contains negative variances.") check_min_max_scaling(X=train_X, raise_on_fail=raise_on_fail) check_standardization(Y=train_Y, raise_on_fail=raise_on_fail)
[docs]def mod_batch_shape(module: Module, names: List[str], b: int) -> None: r"""Recursive helper to modify gpytorch modules' batch shape attribute. Modifies the module in-place. Args: module: The module to be modified. names: The list of names to access the attribute. If the full name of the module is `"module.sub_module.leaf_module"`, this will be `["sub_module", "leaf_module"]`. b: The new size of the last element of the module's `batch_shape` attribute. """ if len(names) == 0: return m = getattr(module, names[0]) if len(names) == 1 and hasattr(m, "batch_shape") and len(m.batch_shape) > 0: m.batch_shape = m.batch_shape[:-1] + torch.Size([b] if b > 0 else []) else: mod_batch_shape(module=m, names=names[1:], b=b)
[docs]@contextmanager def gpt_posterior_settings(): r"""Context manager for settings used for computing model posteriors.""" with ExitStack() as es: if gpt_settings.debug.is_default(): es.enter_context(gpt_settings.debug(False)) if gpt_settings.fast_pred_var.is_default(): es.enter_context(gpt_settings.fast_pred_var()) es.enter_context( gpt_settings.detach_test_caches( ) yield
[docs]class fantasize(_Flag): r"""A flag denoting whether we are currently in a `fantasize` context.""" _state: bool = False