#!/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"""
Multi-objective multi-fidelity optimization benchmark problems.
References
.. [Irshad2021]
F. Irshad, S. Karsch, and A. Döpp. Expected hypervolume improvement for
simultaneous multi-objective and multi-fidelity optimization.
arXiv preprint arXiv:2112.13901, 2021.
"""
import math
import torch
from botorch.test_functions.base import MultiObjectiveTestProblem
from torch import Tensor
[docs]class MOMFBraninCurrin(MultiObjectiveTestProblem):
r"""Branin-Currin problem for multi-objective-multi-fidelity optimization.
(2+1)-dimensional function with domain `[0,1]^3` where the last dimension
is the fidelity parameter `s`.
Both functions assume minimization. See [Irshad2021]_ for more details.
Modified Branin function:
B(x,s) = 21-((
15*x_2 - b(s) * (15 * x_1 - 5) ** 2 + c(s) * (15 * x_1 - 5) - 6 ) ** 2
+ 10 * (1 - t(s)) * cos(15 * x_1 - 5)+10)/22
Here `b`, `c`, `r` and `t` are constants and `s` is the fidelity parameter:
where `b = 5.1 / (4 * math.pi ** 2) - 0.01(1-s)`,
`c = 5 / math.pi - 0.1*(1 - s)`,
`r = 6`,
`t = 1 / (8 * math.pi) + 0.05*(1-s)`
Modified Currin function:
C(x) = 14-((1 - 0.1(1-s)exp(-1 / (2 * x_2))) * (
2300 * x_1 ** 3 + 1900 * x_1 ** 2 + 2092 * x_1 + 60
) / 100 * x_1 ** 3 + 500 * x_1 ** 2 + 4 * x_2 + 20)/15
"""
dim = 3
num_objectives = 2
_bounds = [(0.0, 1.0) for _ in range(dim)]
_ref_point = [0, 0]
_max_hv = 0.5235514158034145
def _branin(self, X: Tensor) -> Tensor:
x1 = X[..., 0]
x2 = X[..., 1]
s = X[..., 2]
x11 = 15 * x1 - 5
x22 = 15 * x2
b = 5.1 / (4 * math.pi**2) - 0.01 * (1 - s)
c = 5 / math.pi - 0.1 * (1 - s)
r = 6
t = 1 / (8 * math.pi) + 0.05 * (1 - s)
y = (x22 - b * x11**2 + c * x11 - r) ** 2 + 10 * (1 - t) * torch.cos(x11) + 10
B = 21 - y
return B / 22
def _currin(self, X: Tensor) -> Tensor:
x1 = X[..., 0]
x2 = X[..., 1]
s = X[..., 2]
A = 2300 * x1**3 + 1900 * x1**2 + 2092 * x1 + 60
B = 100 * x1**3 + 500 * x1**2 + 4 * x1 + 20
y = (1 - 0.1 * (1 - s) * torch.exp(-1 / (2 * x2))) * A / B
C = -y + 14
return C / 15
[docs] def evaluate_true(self, X: Tensor) -> Tensor:
branin = self._branin(X)
currin = self._currin(X)
return torch.stack([-branin, -currin], dim=-1)
[docs]class MOMFPark(MultiObjectiveTestProblem):
r"""Modified Park test functions for multi-objective multi-fidelity optimization.
(4+1)-dimensional function with domain `[0,1]^5` where the last dimension
is the fidelity parameter `s`. See [Irshad2021]_ for more details.
The first modified Park function is
P1(x, s)=A*(T1(x,s)+T2(x,s)-B)/22-0.8
The second modified Park function is
P2(x,s)=A*(5-2/3*exp(x1+x2)-x4*sin(x3)*A+x3-B)/4 - 0.7
Here
T_1(x,s) = (x1+0.001*(1-s))/2*sqrt(1+(x2+x3**2)*x4/(x1**2))
T_2(x, s) = (x1+3*x4)*exp(1+sin(x3))
and `A(s)=(0.9+0.1*s)`, `B(s)=0.1*(1-s)`.
"""
dim = 5
num_objectives = 2
_bounds = [(0.0, 1.0) for _ in range(dim)]
_ref_point = [0, 0]
_max_hv = 0.08551927363087991
def _transform(self, X: Tensor) -> Tensor:
x1 = X[..., 0]
x2 = X[..., 1]
x3 = X[..., 2]
x4 = X[..., 3]
s = X[..., 4]
_x1 = 1 - 2 * (x1 - 0.6) ** 2
_x2 = x2
_x3 = 1 - 3 * (x3 - 0.5) ** 2
_x4 = 1 - (x4 - 0.8) ** 2
return torch.stack([_x1, _x2, _x3, _x4, s], dim=-1)
def _park1(self, X: Tensor) -> Tensor:
x1 = X[..., 0]
x2 = X[..., 1]
x3 = X[..., 2]
x4 = X[..., 3]
s = X[..., 4]
T1 = (
(x1 + 1e-3 * (1 - s))
/ 2
* torch.sqrt(1 + (x2 + x3**2) * x4 / (x1**2 + 1e-4))
)
T2 = (x1 + 3 * x4) * torch.exp(1 + torch.sin(x3))
A = 0.9 + 0.1 * s
B = 0.1 * (1 - s)
return A * (T1 + T2 - B) / 22 - 0.8
def _park2(self, X: Tensor) -> Tensor:
x1 = X[..., 0]
x2 = X[..., 1]
x3 = X[..., 2]
x4 = X[..., 3]
s = X[..., 4]
A = 0.9 + 0.1 * s
B = 0.1 * (1 - s)
return (
A * (5 - 2 / 3 * torch.exp(x1 + x2) + x4 * torch.sin(x3) * A - x3 + B) / 4
- 0.7
)
[docs] def evaluate_true(self, X: Tensor) -> Tensor:
X = self._transform(X)
park1 = self._park1(X)
park2 = self._park2(X)
return torch.stack([-park1, -park2], dim=-1)
