#!/usr/bin/env python3
# Copyright (c) Meta Platforms, Inc. and affiliates.
#
# This source code is licensed under the MIT license found in the
# LICENSE file in the root directory of this source tree.
r"""
Input Transformations.
These classes implement a variety of transformations for
input parameters including: learned input warping functions,
rounding functions, and log transformations. The input transformation
is typically part of a Model and applied within the model.forward()
method.
"""
from __future__ import annotations
from abc import ABC, abstractmethod
from collections import OrderedDict
from typing import Any, Callable, Dict, List, Optional, Union
import torch
from botorch.exceptions.errors import BotorchTensorDimensionError
from botorch.models.transforms.utils import expand_and_copy_tensor
from botorch.models.utils import fantasize
from botorch.utils.rounding import approximate_round
from gpytorch import Module as GPyTorchModule
from gpytorch.constraints import GreaterThan
from gpytorch.priors import Prior
from torch import nn, Tensor
from torch.distributions import Kumaraswamy
from torch.nn import Module, ModuleDict
class InputTransform(ABC):
r"""Abstract base class for input transforms.
Note: Input transforms must inherit from `torch.nn.Module`. This
is deferred to the subclasses to avoid any potential conflict
between `gpytorch.module.Module` and `torch.nn.Module` in `Warp`.
Properties:
is_one_to_many: A boolean denoting whether the transform produces
multiple values for each input.
transform_on_train: A boolean indicating whether to apply the
transform in train() mode.
transform_on_eval: A boolean indicating whether to apply the
transform in eval() mode.
transform_on_fantasize: A boolean indicating whether to apply
the transform when called from within a `fantasize` call.
:meta private:
"""
is_one_to_many: bool = False
transform_on_eval: bool
transform_on_train: bool
transform_on_fantasize: bool
def forward(self, X: Tensor) -> Tensor:
r"""Transform the inputs to a model.
Args:
X: A `batch_shape x n x d`-dim tensor of inputs.
Returns:
A `batch_shape x n' x d`-dim tensor of transformed inputs.
"""
if self.training:
if self.transform_on_train:
return self.transform(X)
elif self.transform_on_eval:
if fantasize.off() or self.transform_on_fantasize:
return self.transform(X)
return X
@abstractmethod
def transform(self, X: Tensor) -> Tensor:
r"""Transform the inputs to a model.
Args:
X: A `batch_shape x n x d`-dim tensor of inputs.
Returns:
A `batch_shape x n x d`-dim tensor of transformed inputs.
"""
pass # pragma: no cover
def untransform(self, X: Tensor) -> Tensor:
r"""Un-transform the inputs to a model.
Args:
X: A `batch_shape x n x d`-dim tensor of transformed inputs.
Returns:
A `batch_shape x n x d`-dim tensor of un-transformed inputs.
"""
raise NotImplementedError(
f"{self.__class__.__name__} does not implement the `untransform` method."
)
def equals(self, other: InputTransform) -> bool:
r"""Check if another input transform is equivalent.
Note: The reason that a custom equals method is defined rather than
defining an __eq__ method is because defining an __eq__ method sets
the __hash__ method to None. Hashing modules is currently used in
pytorch. See https://github.com/pytorch/pytorch/issues/7733.
Args:
other: Another input transform.
Returns:
A boolean indicating if the other transform is equivalent.
"""
other_state_dict = other.state_dict()
return (
type(self) == type(other)
and (self.transform_on_train == other.transform_on_train)
and (self.transform_on_eval == other.transform_on_eval)
and (self.transform_on_fantasize == other.transform_on_fantasize)
and all(
torch.allclose(v, other_state_dict[k].to(v))
for k, v in self.state_dict().items()
)
)
def preprocess_transform(self, X: Tensor) -> Tensor:
r"""Apply transforms for preprocessing inputs.
The main use cases for this method are 1) to preprocess training data
before calling `set_train_data` and 2) preprocess `X_baseline` for noisy
acquisition functions so that `X_baseline` is "preprocessed" with the
same transformations as the cached training inputs.
Args:
X: A `batch_shape x n x d`-dim tensor of inputs.
Returns:
A `batch_shape x n x d`-dim tensor of (transformed) inputs.
"""
if self.transform_on_train:
# We need to disable learning of bounds here.
# See why: https://github.com/pytorch/botorch/issues/1078.
if hasattr(self, "learn_bounds"):
learn_bounds = self.learn_bounds
self.learn_bounds = False
result = self.transform(X)
self.learn_bounds = learn_bounds
return result
else:
return self.transform(X)
return X
class ReversibleInputTransform(InputTransform, ABC):
r"""An abstract class for a reversible input transform.
Properties:
reverse: A boolean indicating if the functionality of transform
and untransform methods should be swapped.
:meta private:
"""
reverse: bool
def transform(self, X: Tensor) -> Tensor:
r"""Transform the inputs.
Args:
X: A `batch_shape x n x d`-dim tensor of inputs.
Returns:
A `batch_shape x n x d`-dim tensor of transformed inputs.
"""
return self._untransform(X) if self.reverse else self._transform(X)
def untransform(self, X: Tensor) -> Tensor:
r"""Un-transform the inputs.
Args:
X: A `batch_shape x n x d`-dim tensor of inputs.
Returns:
A `batch_shape x n x d`-dim tensor of un-transformed inputs.
"""
return self._transform(X) if self.reverse else self._untransform(X)
@abstractmethod
def _transform(self, X: Tensor) -> Tensor:
r"""Forward transform the inputs.
Args:
X: A `batch_shape x n x d`-dim tensor of inputs.
Returns:
A `batch_shape x n x d`-dim tensor of transformed inputs.
"""
pass # pragma: no cover
@abstractmethod
def _untransform(self, X: Tensor) -> Tensor:
r"""Reverse transform the inputs.
Args:
X: A `batch_shape x n x d`-dim tensor of inputs.
Returns:
A `batch_shape x n x d`-dim tensor of transformed inputs.
"""
pass # pragma: no cover
def equals(self, other: InputTransform) -> bool:
r"""Check if another input transform is equivalent.
Args:
other: Another input transform.
Returns:
A boolean indicating if the other transform is equivalent.
"""
return super().equals(other=other) and (self.reverse == other.reverse)
[docs]class Normalize(ReversibleInputTransform, Module):
r"""Normalize the inputs to the unit cube.
If no explicit bounds are provided this module is stateful: If in train mode,
calling `forward` updates the module state (i.e. the normalizing bounds). If
in eval mode, calling `forward` simply applies the normalization using the
current module state.
"""
def __init__(
self,
d: int,
indices: Optional[List[int]] = None,
bounds: Optional[Tensor] = None,
batch_shape: torch.Size = torch.Size(), # noqa: B008
transform_on_train: bool = True,
transform_on_eval: bool = True,
transform_on_fantasize: bool = True,
reverse: bool = False,
min_range: float = 1e-8,
) -> None:
r"""Normalize the inputs to the unit cube.
Args:
d: The dimension of the input space.
indices: The indices of the inputs to normalize. If omitted,
take all dimensions of the inputs into account.
bounds: If provided, use these bounds to normalize the inputs. If
omitted, learn the bounds in train mode.
batch_shape: The batch shape of the inputs (assuming input tensors
of shape `batch_shape x n x d`). If provided, perform individual
normalization per batch, otherwise uses a single normalization.
transform_on_train: A boolean indicating whether to apply the
transforms in train() mode. Default: True.
transform_on_eval: A boolean indicating whether to apply the
transform in eval() mode. Default: True.
transform_on_fantasize: A boolean indicating whether to apply the
transform when called from within a `fantasize` call. Default: True.
reverse: A boolean indicating whether the forward pass should untransform
the inputs.
min_range: Amount of noise to add to the range to ensure no division by
zero errors.
"""
super().__init__()
if (indices is not None) and (len(indices) == 0):
raise ValueError("`indices` list is empty!")
if (indices is not None) and (len(indices) > 0):
indices = torch.tensor(indices, dtype=torch.long)
if len(indices) > d:
raise ValueError("Can provide at most `d` indices!")
if (indices > d - 1).any():
raise ValueError("Elements of `indices` have to be smaller than `d`!")
if len(indices.unique()) != len(indices):
raise ValueError("Elements of `indices` tensor must be unique!")
self.indices = indices
if bounds is not None:
if bounds.size(-1) != d:
raise BotorchTensorDimensionError(
"Dimensions of provided `bounds` are incompatible with `d`!"
)
mins = bounds[..., 0:1, :]
ranges = bounds[..., 1:2, :] - mins
self.learn_bounds = False
else:
mins = torch.zeros(*batch_shape, 1, d)
ranges = torch.zeros(*batch_shape, 1, d)
self.learn_bounds = True
self.register_buffer("mins", mins)
self.register_buffer("ranges", ranges)
self._d = d
self.transform_on_train = transform_on_train
self.transform_on_eval = transform_on_eval
self.transform_on_fantasize = transform_on_fantasize
self.reverse = reverse
self.batch_shape = batch_shape
self.min_range = min_range
def _transform(self, X: Tensor) -> Tensor:
r"""Normalize the inputs.
If no explicit bounds are provided, this is stateful: In train mode,
calling `forward` updates the module state (i.e. the normalizing bounds).
In eval mode, calling `forward` simply applies the normalization using
the current module state.
Args:
X: A `batch_shape x n x d`-dim tensor of inputs.
Returns:
A `batch_shape x n x d`-dim tensor of inputs normalized to the
module's bounds.
"""
if self.learn_bounds and self.training:
if X.size(-1) != self.mins.size(-1):
raise BotorchTensorDimensionError(
f"Wrong input dimension. Received {X.size(-1)}, "
f"expected {self.mins.size(-1)}."
)
n = len(self.batch_shape) + 2
if X.ndim < n:
raise ValueError(
f"`X` must have at least {n} dimensions, {n - 2} batch and 2 innate"
f" , but has {X.ndim}."
)
# Move extra batch and innate batch (i.e. marginal) dimensions to the right
batch_ndim = min(len(self.batch_shape), X.ndim - 2) # batch rank of `X`
_X = X.permute(
*range(X.ndim - batch_ndim - 2, X.ndim - 2), # module batch dims
X.ndim - 1, # input dim
*range(X.ndim - batch_ndim - 2), # other dims, to be reduced over
X.ndim - 2, # marginal dim
).reshape(*self.batch_shape, 1, X.shape[-1], -1)
# Extract minimums and ranges
self.mins = _X.min(dim=-1).values # batch_shape x (1, d)
self.ranges = (_X.max(dim=-1).values - self.mins).clip(min=self.min_range)
if hasattr(self, "indices"):
X_new = X.clone()
X_new[..., self.indices] = (
X_new[..., self.indices] - self.mins[..., self.indices]
) / self.ranges[..., self.indices]
return X_new
return (X - self.mins) / self.ranges
def _untransform(self, X: Tensor) -> Tensor:
r"""Un-normalize the inputs.
Args:
X: A `batch_shape x n x d`-dim tensor of normalized inputs.
Returns:
A `batch_shape x n x d`-dim tensor of un-normalized inputs.
"""
if hasattr(self, "indices"):
X_new = X.clone()
X_new[..., self.indices] = (
self.mins[..., self.indices]
+ X_new[..., self.indices] * self.ranges[..., self.indices]
)
return X_new
return self.mins + X * self.ranges
@property
def bounds(self) -> Tensor:
r"""The bounds used for normalizing the inputs."""
return torch.cat([self.mins, self.mins + self.ranges], dim=-2)
[docs] def equals(self, other: InputTransform) -> bool:
r"""Check if another input transform is equivalent.
Args:
other: Another input transform.
Returns:
A boolean indicating if the other transform is equivalent.
"""
if hasattr(self, "indices") == hasattr(other, "indices"):
if hasattr(self, "indices"):
return (
super().equals(other=other)
and (self._d == other._d)
and (self.learn_bounds == other.learn_bounds)
and (self.indices == other.indices).all()
)
else:
return (
super().equals(other=other)
and (self._d == other._d)
and (self.learn_bounds == other.learn_bounds)
)
return False
[docs]class Round(InputTransform, Module):
r"""A rounding transformation for integer inputs.
This will typically be used in conjunction with normalization as
follows:
In eval() mode (i.e. after training), the inputs pass
would typically be normalized to the unit cube (e.g. during candidate
optimization). 1. These are unnormalized back to the raw input space.
2. The integers are rounded. 3. All values are normalized to the unit
cube.
In train() mode, the inputs can either (a) be normalized to the unit
cube or (b) provided using their raw values. In the case of (a)
transform_on_train should be set to True, so that the normalized inputs
are unnormalized before rounding. In the case of (b) transform_on_train
should be set to False, so that the raw inputs are rounded and then
normalized to the unit cube.
This transformation uses differentiable approximate rounding by default.
The rounding function is approximated with a piece-wise function where
each piece is a hyperbolic tangent function.
Example:
>>> unnormalize_tf = Normalize(
>>> d=d,
>>> bounds=bounds,
>>> transform_on_eval=True,
>>> transform_on_train=True,
>>> reverse=True,
>>> )
>>> round_tf = Round(integer_indices)
>>> normalize_tf = Normalize(d=d, bounds=bounds)
>>> tf = ChainedInputTransform(
>>> tf1=unnormalize_tf, tf2=round_tf, tf3=normalize_tf
>>> )
"""
def __init__(
self,
indices: List[int],
transform_on_train: bool = True,
transform_on_eval: bool = True,
transform_on_fantasize: bool = True,
approximate: bool = True,
tau: float = 1e-3,
) -> None:
r"""Initialize transform.
Args:
indices: The indices of the integer inputs.
transform_on_train: A boolean indicating whether to apply the
transforms in train() mode. Default: True.
transform_on_eval: A boolean indicating whether to apply the
transform in eval() mode. Default: True.
transform_on_fantasize: A boolean indicating whether to apply the
transform when called from within a `fantasize` call. Default: True.
approximate: A boolean indicating whether approximate or exact
rounding should be used. Default: approximate.
tau: The temperature parameter for approximate rounding.
"""
super().__init__()
self.transform_on_train = transform_on_train
self.transform_on_eval = transform_on_eval
self.transform_on_fantasize = transform_on_fantasize
self.register_buffer("indices", torch.tensor(indices, dtype=torch.long))
self.approximate = approximate
self.tau = tau
[docs] def equals(self, other: InputTransform) -> bool:
r"""Check if another input transform is equivalent.
Args:
other: Another input transform.
Returns:
A boolean indicating if the other transform is equivalent.
"""
return (
super().equals(other=other)
and self.approximate == other.approximate
and self.tau == other.tau
)
[docs]class Log10(ReversibleInputTransform, Module):
r"""A base-10 log transformation."""
def __init__(
self,
indices: List[int],
transform_on_train: bool = True,
transform_on_eval: bool = True,
transform_on_fantasize: bool = True,
reverse: bool = False,
) -> None:
r"""Initialize transform.
Args:
indices: The indices of the inputs to log transform.
transform_on_train: A boolean indicating whether to apply the
transforms in train() mode. Default: True.
transform_on_eval: A boolean indicating whether to apply the
transform in eval() mode. Default: True.
transform_on_fantasize: A boolean indicating whether to apply the
transform when called from within a `fantasize` call. Default: True.
reverse: A boolean indicating whether the forward pass should untransform
the inputs.
"""
super().__init__()
self.register_buffer("indices", torch.tensor(indices, dtype=torch.long))
self.transform_on_train = transform_on_train
self.transform_on_eval = transform_on_eval
self.transform_on_fantasize = transform_on_fantasize
self.reverse = reverse
def _transform(self, X: Tensor) -> Tensor:
r"""Log transform the inputs.
Args:
X: A `batch_shape x n x d`-dim tensor of inputs.
Returns:
A `batch_shape x n x d`-dim tensor of transformed inputs.
"""
X_new = X.clone()
X_new[..., self.indices] = X_new[..., self.indices].log10()
return X_new
def _untransform(self, X: Tensor) -> Tensor:
r"""Reverse the log transformation.
Args:
X: A `batch_shape x n x d`-dim tensor of normalized inputs.
Returns:
A `batch_shape x n x d`-dim tensor of un-normalized inputs.
"""
X_new = X.clone()
X_new[..., self.indices] = 10.0 ** X_new[..., self.indices]
return X_new
[docs]class Warp(ReversibleInputTransform, GPyTorchModule):
r"""A transform that uses learned input warping functions.
Each specified input dimension is warped using the CDF of a
Kumaraswamy distribution. Typically, MAP estimates of the
parameters of the Kumaraswamy distribution, for each input
dimension, are learned jointly with the GP hyperparameters.
TODO: implement support using independent warping functions
for each output in batched multi-output and multi-task models.
For now, ModelListGPs should be used to learn independent warping
functions for each output.
"""
# TODO: make minimum value dtype-dependent
_min_concentration_level = 1e-4
def __init__(
self,
indices: List[int],
transform_on_train: bool = True,
transform_on_eval: bool = True,
transform_on_fantasize: bool = True,
reverse: bool = False,
eps: float = 1e-7,
concentration1_prior: Optional[Prior] = None,
concentration0_prior: Optional[Prior] = None,
batch_shape: Optional[torch.Size] = None,
) -> None:
r"""Initialize transform.
Args:
indices: The indices of the inputs to warp.
transform_on_train: A boolean indicating whether to apply the
transforms in train() mode. Default: True.
transform_on_eval: A boolean indicating whether to apply the
transform in eval() mode. Default: True.
transform_on_fantasize: A boolean indicating whether to apply the
transform when called from within a `fantasize` call. Default: True.
reverse: A boolean indicating whether the forward pass should untransform
the inputs.
eps: A small value used to clip values to be in the interval (0, 1).
concentration1_prior: A prior distribution on the concentration1 parameter
of the Kumaraswamy distribution.
concentration0_prior: A prior distribution on the concentration0 parameter
of the Kumaraswamy distribution.
batch_shape: The batch shape.
"""
super().__init__()
self.register_buffer("indices", torch.tensor(indices, dtype=torch.long))
self.transform_on_train = transform_on_train
self.transform_on_eval = transform_on_eval
self.transform_on_fantasize = transform_on_fantasize
self.reverse = reverse
self.batch_shape = batch_shape or torch.Size([])
self._X_min = eps
self._X_range = 1 - 2 * eps
if len(self.batch_shape) > 0:
# Note: this follows the gpytorch shape convention for lengthscales
# There is ongoing discussion about the extra `1`.
# TODO: update to follow new gpytorch convention resulting from
# https://github.com/cornellius-gp/gpytorch/issues/1317
batch_shape = self.batch_shape + torch.Size([1])
else:
batch_shape = self.batch_shape
for i in (0, 1):
p_name = f"concentration{i}"
self.register_parameter(
p_name,
nn.Parameter(torch.full(batch_shape + self.indices.shape, 1.0)),
)
if concentration0_prior is not None:
self.register_prior(
"concentration0_prior",
concentration0_prior,
lambda m: m.concentration0,
lambda m, v: m._set_concentration(i=0, value=v),
)
if concentration1_prior is not None:
self.register_prior(
"concentration1_prior",
concentration1_prior,
lambda m: m.concentration1,
lambda m, v: m._set_concentration(i=1, value=v),
)
for i in (0, 1):
p_name = f"concentration{i}"
constraint = GreaterThan(
self._min_concentration_level,
transform=None,
# set the initial value to be the identity transformation
initial_value=1.0,
)
self.register_constraint(param_name=p_name, constraint=constraint)
def _set_concentration(self, i: int, value: Union[float, Tensor]) -> None:
if not torch.is_tensor(value):
value = torch.as_tensor(value).to(self.concentration0)
self.initialize(**{f"concentration{i}": value})
def _transform(self, X: Tensor) -> Tensor:
r"""Warp the inputs through the Kumaraswamy CDF.
Args:
X: A `input_batch_shape x (batch_shape) x n x d`-dim tensor of inputs.
batch_shape here can either be self.batch_shape or 1's such that
it is broadcastable with self.batch_shape if self.batch_shape is set.
Returns:
A `input_batch_shape x (batch_shape) x n x d`-dim tensor of transformed
inputs.
"""
X_tf = expand_and_copy_tensor(X=X, batch_shape=self.batch_shape)
k = Kumaraswamy(
concentration1=self.concentration1, concentration0=self.concentration0
)
# normalize to [eps, 1-eps]
X_tf[..., self.indices] = k.cdf(
torch.clamp(
X_tf[..., self.indices] * self._X_range + self._X_min,
self._X_min,
1.0 - self._X_min,
)
)
return X_tf
def _untransform(self, X: Tensor) -> Tensor:
r"""Warp the inputs through the Kumaraswamy inverse CDF.
Args:
X: A `input_batch_shape x batch_shape x n x d`-dim tensor of inputs.
Returns:
A `input_batch_shape x batch_shape x n x d`-dim tensor of transformed
inputs.
"""
if len(self.batch_shape) > 0:
if self.batch_shape != X.shape[-2 - len(self.batch_shape) : -2]:
raise BotorchTensorDimensionError(
"The right most batch dims of X must match self.batch_shape: "
f"({self.batch_shape})."
)
X_tf = X.clone()
k = Kumaraswamy(
concentration1=self.concentration1, concentration0=self.concentration0
)
# unnormalize from [eps, 1-eps] to [0,1]
X_tf[..., self.indices] = (
(k.icdf(X_tf[..., self.indices]) - self._X_min) / self._X_range
).clamp(0.0, 1.0)
return X_tf
[docs]class AppendFeatures(InputTransform, Module):
r"""A transform that appends the input with a given set of features either
provided beforehand or generated on the fly via a callable.
As an example, the predefined set of features can be used with
`RiskMeasureMCObjective` to optimize risk measures as described in
[Cakmak2020risk]_. A tutorial notebook implementing the rhoKG acqusition
function introduced in [Cakmak2020risk]_ can be found at
https://botorch.org/tutorials/risk_averse_bo_with_environmental_variables.
The steps for using this to obtain samples of a risk measure are as follows:
- Train a model on `(x, w)` inputs and the corresponding observations;
- Pass in an instance of `AppendFeatures` with the `feature_set` denoting the
samples of `W` as the `input_transform` to the trained model;
- Call `posterior(...).rsample(...)` on the model with `x` inputs only to
get the joint posterior samples over `(x, w)`s, where the `w`s come
from the `feature_set`;
- Pass these posterior samples through the `RiskMeasureMCObjective` of choice to
get the samples of the risk measure.
Note: The samples of the risk measure obtained this way are in general biased
since the `feature_set` does not fully represent the distribution of the
environmental variable.
Possible examples for using a callable include statistical models that are built on
PyTorch, built-in mathematical operations such as torch.sum, or custom scripted
functions. By this, this input transform allows for advanced feature engineering
and transfer learning models within the optimization loop.
Example:
>>> # We consider 1D `x` and 1D `w`, with `W` having a
>>> # uniform distribution over [0, 1]
>>> model = SingleTaskGP(
... train_X=torch.rand(10, 2),
... train_Y=torch.randn(10, 1),
... input_transform=AppendFeatures(feature_set=torch.rand(10, 1))
... )
>>> mll = ExactMarginalLogLikelihood(model.likelihood, model)
>>> fit_gpytorch_model(mll)
>>> test_x = torch.rand(3, 1)
>>> # `posterior_samples` is a `10 x 30 x 1`-dim tensor
>>> posterior_samples = model.posterior(test_x).rsamples(torch.size([10]))
>>> risk_measure = VaR(alpha=0.8, n_w=10)
>>> # `risk_measure_samples` is a `10 x 3`-dim tensor of samples of the
>>> # risk measure VaR
>>> risk_measure_samples = risk_measure(posterior_samples)
"""
is_one_to_many: bool = True
def __init__(
self,
feature_set: Optional[Tensor] = None,
f: Optional[Callable[[Tensor], Tensor]] = None,
indices: Optional[List[int]] = None,
fkwargs: Optional[Dict[str, Any]] = None,
skip_expand: bool = False,
transform_on_train: bool = False,
transform_on_eval: bool = True,
transform_on_fantasize: bool = False,
) -> None:
r"""Append `feature_set` to each input or generate a set of features to
append on the fly via a callable.
Args:
feature_set: An `n_f x d_f`-dim tensor denoting the features to be
appended to the inputs. Default: None.
f: A callable mapping a `batch_shape x q x d`-dim input tensor `X`
to a `batch_shape x q x n_f x d_f`-dimensional output tensor.
Default: None.
indices: List of indices denoting the indices of the features to be
passed into f. Per default all features are passed to `f`.
Default: None.
fkwargs: Dictionary of keyword arguments passed to the callable `f`.
Default: None.
skip_expand: A boolean indicating whether to expand the input tensor
before appending features. This is intended for use with an
`InputPerturbation`. If `True`, the input tensor will be expected
to be of shape `batch_shape x (q * n_f) x d`. Not implemented
in combination with a callable.
transform_on_train: A boolean indicating whether to apply the
transforms in train() mode. Default: False.
transform_on_eval: A boolean indicating whether to apply the
transform in eval() mode. Default: True.
transform_on_fantasize: A boolean indicating whether to apply the
transform when called from within a `fantasize` call. Default: False.
"""
super().__init__()
if (feature_set is None) and (f is None):
raise ValueError(
"Either a `feature_set` or a callable `f` has to be provided."
)
if (feature_set is not None) and (f is not None):
raise ValueError(
"Only one can be used: either `feature_set` or callable `f`."
)
if feature_set is not None:
if feature_set.dim() != 2:
raise ValueError("`feature_set` must be an `n_f x d_f`-dim tensor!")
self.register_buffer("feature_set", feature_set)
self._f = None
if f is not None:
if skip_expand:
raise ValueError(
"`skip_expand` option is not supported in case of using a callable"
)
if (indices is not None) and (len(indices) == 0):
raise ValueError("`indices` list is empty!")
if indices is not None:
indices = torch.tensor(indices, dtype=torch.long)
if len(indices.unique()) != len(indices):
raise ValueError("Elements of `indices` tensor must be unique!")
self.indices = indices
else:
self.indices = slice(None)
self._f = f
self.fkwargs = fkwargs or {}
self.skip_expand = skip_expand
self.transform_on_train = transform_on_train
self.transform_on_eval = transform_on_eval
self.transform_on_fantasize = transform_on_fantasize
[docs]class FilterFeatures(InputTransform, Module):
r"""A transform that filters the input with a given set of features indices.
As an example, this can be used in a multiobjective optimization with `ModelListGP`
in which the specific models only share subsets of features (feature selection).
A reason could be that it is known that specific features do not have any impact on
a specific objective but they need to be included in the model for another one.
"""
def __init__(
self,
feature_indices: Tensor,
transform_on_train: bool = True,
transform_on_eval: bool = True,
transform_on_fantasize: bool = True,
) -> None:
r"""Filter features from a model.
Args:
feature_set: An one-dim tensor denoting the indices of the features to be
kept and fed to the model.
transform_on_train: A boolean indicating whether to apply the
transforms in train() mode. Default: True.
transform_on_eval: A boolean indicating whether to apply the
transform in eval() mode. Default: True.
transform_on_fantasize: A boolean indicating whether to apply the
transform when called from within a `fantasize` call. Default: True.
"""
super().__init__()
if feature_indices.dim() != 1:
raise ValueError("`feature_indices` must be a one-dimensional tensor!")
if feature_indices.dtype != torch.int64:
raise ValueError("`feature_indices` tensor must be int64/long!")
if (feature_indices < 0).any():
raise ValueError(
"Elements of `feature_indices` have to be larger/equal to zero!"
)
if len(feature_indices.unique()) != len(feature_indices):
raise ValueError("Elements of `feature_indices` tensor must be unique!")
self.transform_on_train = transform_on_train
self.transform_on_eval = transform_on_eval
self.transform_on_fantasize = transform_on_fantasize
self.register_buffer("feature_indices", feature_indices)
[docs] def equals(self, other: InputTransform) -> bool:
r"""Check if another input transform is equivalent.
Args:
other: Another input transform
Returns:
A boolean indicating if the other transform is equivalent.
"""
if len(self.feature_indices) != len(other.feature_indices):
return False
return super().equals(other=other)
