#!/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"""Abstract base module for all BoTorch models.
This module contains `Model`, the abstract base class for all BoTorch models,
and `ModelList`, a container for a list of Models.
"""
from __future__ import annotations
import warnings
from abc import ABC, abstractmethod
from collections import defaultdict
from copy import deepcopy
from typing import (
Any,
Callable,
Dict,
List,
Mapping,
Optional,
Set,
TYPE_CHECKING,
TypeVar,
Union,
)
import numpy as np
import torch
from botorch import settings
from botorch.exceptions.errors import (
BotorchTensorDimensionError,
DeprecationError,
InputDataError,
)
from botorch.logging import shape_to_str
from botorch.models.utils.assorted import fantasize as fantasize_flag
from botorch.posteriors import Posterior, PosteriorList
from botorch.sampling.base import MCSampler
from botorch.sampling.list_sampler import ListSampler
from botorch.utils.datasets import SupervisedDataset
from botorch.utils.transforms import is_fully_bayesian
from gpytorch.likelihoods.gaussian_likelihood import FixedNoiseGaussianLikelihood
from torch import Tensor
from torch.nn import Module, ModuleDict, ModuleList
if TYPE_CHECKING:
from botorch.acquisition.objective import PosteriorTransform # pragma: no cover
TFantasizeMixin = TypeVar("TFantasizeMixin", bound="FantasizeMixin")
[docs]
class Model(Module, ABC):
r"""Abstract base class for BoTorch models.
The `Model` base class cannot be used directly; it only defines an API for other
BoTorch models.
`Model` subclasses `torch.nn.Module`. While a `Module` is most typically
encountered as a representation of a neural network layer, it can be used more
generally: see
`documentation <https://pytorch.org/tutorials/beginner/examples_nn/polynomial_module.html>`_
on custom NN Modules.
`Module` provides several pieces of useful functionality: A `Model`'s attributes of
`Tensor` or `Module` type are automatically registered so they can be moved and/or
cast with the `to` method, automatically differentiated, and used with CUDA.
Attributes:
_has_transformed_inputs: A boolean denoting whether `train_inputs` are currently
stored as transformed or not.
_original_train_inputs: A Tensor storing the original train inputs for use in
`_revert_to_original_inputs`. Note that this is necessary since
transform / untransform cycle introduces numerical errors which lead
to upstream errors during training.
_is_fully_bayesian: Returns `True` if this is a fully Bayesian model.
_is_ensemble: Returns `True` if this model consists of multiple models
that are stored in an additional batch dimension. This is true for the fully
Bayesian models.
""" # noqa: E501
_has_transformed_inputs: bool = False
_original_train_inputs: Optional[Tensor] = None
_is_fully_bayesian = False
_is_ensemble = False
[docs]
@abstractmethod
def posterior(
self,
X: Tensor,
output_indices: Optional[List[int]] = None,
observation_noise: Union[bool, Tensor] = False,
posterior_transform: Optional[PosteriorTransform] = None,
**kwargs: Any,
) -> Posterior:
r"""Computes the posterior over model outputs at the provided points.
Note: The input transforms should be applied here using
`self.transform_inputs(X)` after the `self.eval()` call and before
any `model.forward` or `model.likelihood` calls.
Args:
X: A `b x q x d`-dim Tensor, where `d` is the dimension of the
feature space, `q` is the number of points considered jointly,
and `b` is the batch dimension.
output_indices: A list of indices, corresponding to the outputs over
which to compute the posterior (if the model is multi-output).
Can be used to speed up computation if only a subset of the
model's outputs are required for optimization. If omitted,
computes the posterior over all model outputs.
observation_noise: For models with an inferred noise level, if True,
include observation noise. For models with an observed noise level,
this must be a `model_batch_shape x 1 x m`-dim tensor or
a `model_batch_shape x n' x m`-dim tensor containing the average
noise for each batch and output. `noise` must be in the
outcome-transformed space if an outcome transform is used.
posterior_transform: An optional PosteriorTransform.
Returns:
A `Posterior` object, representing a batch of `b` joint distributions
over `q` points and `m` outputs each.
"""
pass # pragma: no cover
@property
def batch_shape(self) -> torch.Size:
r"""The batch shape of the model.
This is a batch shape from an I/O perspective, independent of the internal
representation of the model (as e.g. in BatchedMultiOutputGPyTorchModel).
For a model with `m` outputs, a `test_batch_shape x q x d`-shaped input `X`
to the `posterior` method returns a Posterior object over an output of
shape `broadcast(test_batch_shape, model.batch_shape) x q x m`.
"""
cls_name = self.__class__.__name__
raise NotImplementedError(f"{cls_name} does not define batch_shape property")
@property
def num_outputs(self) -> int:
r"""The number of outputs of the model."""
cls_name = self.__class__.__name__
raise NotImplementedError(f"{cls_name} does not define num_outputs property")
[docs]
def subset_output(self, idcs: List[int]) -> Model:
r"""Subset the model along the output dimension.
Args:
idcs: The output indices to subset the model to.
Returns:
A `Model` object of the same type and with the same parameters as
the current model, subset to the specified output indices.
"""
raise NotImplementedError
[docs]
def condition_on_observations(self, X: Tensor, Y: Tensor, **kwargs: Any) -> Model:
r"""Condition the model on new observations.
Args:
X: A `batch_shape x n' x d`-dim Tensor, where `d` is the dimension of
the feature space, `n'` is the number of points per batch, and
`batch_shape` is the batch shape (must be compatible with the
batch shape of the model).
Y: A `batch_shape' x n' x m`-dim Tensor, where `m` is the number of
model outputs, `n'` is the number of points per batch, and
`batch_shape'` is the batch shape of the observations.
`batch_shape'` must be broadcastable to `batch_shape` using
standard broadcasting semantics. If `Y` has fewer batch dimensions
than `X`, it is assumed that the missing batch dimensions are
the same for all `Y`.
Returns:
A `Model` object of the same type, representing the original model
conditioned on the new observations `(X, Y)` (and possibly noise
observations passed in via kwargs).
"""
raise NotImplementedError(
f"`condition_on_observations` not implemented for {self.__class__.__name__}"
)
def _set_transformed_inputs(self) -> None:
r"""Update training inputs with transformed inputs."""
if hasattr(self, "input_transform") and not self._has_transformed_inputs:
if hasattr(self, "train_inputs"):
self._original_train_inputs = self.train_inputs[0]
with torch.no_grad():
X_tf = self.input_transform.preprocess_transform(
self.train_inputs[0]
)
self.set_train_data(X_tf, strict=False)
self._has_transformed_inputs = True
else:
warnings.warn(
"Could not update `train_inputs` with transformed inputs "
f"since {self.__class__.__name__} does not have a `train_inputs` "
"attribute. Make sure that the `input_transform` is applied to "
"both the train inputs and test inputs.",
RuntimeWarning,
)
def _revert_to_original_inputs(self) -> None:
r"""Revert training inputs back to original."""
if hasattr(self, "input_transform") and self._has_transformed_inputs:
self.set_train_data(self._original_train_inputs, strict=False)
self._has_transformed_inputs = False
[docs]
def eval(self) -> Model:
r"""Puts the model in `eval` mode and sets the transformed inputs."""
self._set_transformed_inputs()
return super().eval()
[docs]
def train(self, mode: bool = True) -> Model:
r"""Put the model in `train` mode. Reverts to the original inputs if in `train`
mode (`mode=True`) or sets transformed inputs if in `eval` mode (`mode=False`).
Args:
mode: A boolean denoting whether to put in `train` or `eval` mode.
If `False`, model is put in `eval` mode.
"""
if mode:
self._revert_to_original_inputs()
else:
self._set_transformed_inputs()
return super().train(mode=mode)
@property
def dtypes_of_buffers(self) -> Set[torch.dtype]:
return {t.dtype for t in self.buffers() if t is not None}
[docs]
class FantasizeMixin(ABC):
"""
Mixin to add a `fantasize` method to a `Model`.
Example:
class BaseModel:
def __init__(self, ...):
def condition_on_observations(self, ...):
def posterior(self, ...):
def transform_inputs(self, ...):
class ModelThatCanFantasize(BaseModel, FantasizeMixin):
def __init__(self, args):
super().__init__(args)
model = ModelThatCanFantasize(...)
model.fantasize(X)
"""
[docs]
@abstractmethod
def condition_on_observations(
self: TFantasizeMixin, X: Tensor, Y: Tensor, **kwargs: Any
) -> TFantasizeMixin:
"""
Classes that inherit from `FantasizeMixin` must implement
a `condition_on_observations` method.
"""
[docs]
@abstractmethod
def posterior(
self,
X: Tensor,
*args,
observation_noise: bool = False,
**kwargs: Any,
) -> Posterior:
"""
Classes that inherit from `FantasizeMixin` must implement
a `posterior` method.
"""
# When Python 3.11 arrives we can start annotating return types like
# this as
# 'Self', but at this point the verbose 'T...' syntax is needed.
[docs]
def fantasize(
self: TFantasizeMixin,
# TODO: see if any of these can be imported only if TYPE_CHECKING
X: Tensor,
sampler: MCSampler,
observation_noise: Optional[Tensor] = None,
**kwargs: Any,
) -> TFantasizeMixin:
r"""Construct a fantasy model.
Constructs a fantasy model in the following fashion:
(1) compute the model posterior at `X`, including observation noise.
If `observation_noise` is a Tensor, use it directly as the observation
noise to add.
(2) sample from this posterior (using `sampler`) to generate "fake"
observations.
(3) condition the model on the new fake observations.
Args:
X: A `batch_shape x n' x d`-dim Tensor, where `d` is the dimension of
the feature space, `n'` is the number of points per batch, and
`batch_shape` is the batch shape (must be compatible with the
batch shape of the model).
sampler: The sampler used for sampling from the posterior at `X`.
observation_noise: A `model_batch_shape x 1 x m`-dim tensor or
a `model_batch_shape x n' x m`-dim tensor containing the average
noise for each batch and output, where `m` is the number of outputs.
`noise` must be in the outcome-transformed space if an outcome
transform is used.
If None and using an inferred noise likelihood, the noise will be the
inferred noise level. If using a fixed noise likelihood, the mean across
the observation noise in the training data is used as observation noise.
kwargs: Will be passed to `model.condition_on_observations`
Returns:
The constructed fantasy model.
"""
if not isinstance(observation_noise, Tensor) and observation_noise is not None:
raise DeprecationError(
"`fantasize` no longer accepts a boolean for `observation_noise`."
)
elif observation_noise is None and isinstance(
self.likelihood, FixedNoiseGaussianLikelihood
):
if self.num_outputs > 1:
# make noise ... x n x m
observation_noise = self.likelihood.noise.transpose(-1, -2)
else:
observation_noise = self.likelihood.noise.unsqueeze(-1)
observation_noise = observation_noise.mean(dim=-2, keepdim=True)
# if the inputs are empty, expand the inputs
if X.shape[-2] == 0:
output_shape = (
sampler.sample_shape
+ X.shape[:-2]
+ self.batch_shape
+ torch.Size([0, self.num_outputs])
)
Y = torch.empty(output_shape, dtype=X.dtype, device=X.device)
if observation_noise is not None:
kwargs["noise"] = observation_noise.expand(Y.shape[1:])
return self.condition_on_observations(
X=self.transform_inputs(X),
Y=Y,
**kwargs,
)
propagate_grads = kwargs.pop("propagate_grads", False)
with fantasize_flag():
with settings.propagate_grads(propagate_grads):
post_X = self.posterior(
X,
observation_noise=True
if observation_noise is None
else observation_noise,
)
Y_fantasized = sampler(post_X) # num_fantasies x batch_shape x n' x m
if observation_noise is not None:
kwargs["noise"] = observation_noise.expand(Y_fantasized.shape[1:])
return self.condition_on_observations(
X=self.transform_inputs(X), Y=Y_fantasized, **kwargs
)
[docs]
class ModelList(Model):
r"""A multi-output Model represented by a list of independent models.
All BoTorch models are acceptable as inputs. The cost of this flexibility is
that `ModelList` does not support all methods that may be implemented by its
component models. One use case for `ModelList` is combining a regression
model and a deterministic model in one multi-output container model, e.g.
for cost-aware or multi-objective optimization where one of the outcomes is
a deterministic function of the inputs.
"""
def __init__(self, *models: Model) -> None:
r"""
Args:
*models: A variable number of models.
Example:
>>> m_1 = SingleTaskGP(train_X, train_Y)
>>> m_2 = GenericDeterministicModel(lambda x: x.sum(dim=-1))
>>> m_12 = ModelList(m_1, m_2)
>>> m_12.posterior(test_X)
"""
super().__init__()
self.models = ModuleList(models)
def _get_group_subset_indices(
self, idcs: Optional[List[int]]
) -> Dict[int, List[int]]:
r"""Convert global subset indices to indices for the individual models.
Args:
idcs: A list of indices to which the `ModelList` model is to be
subset to.
Returns:
A dictionary mapping model indices to subset indices of the
respective model in the `ModelList`.
"""
if idcs is None:
return {i: None for i in range(len(self.models))}
output_sizes = [model.num_outputs for model in self.models]
cum_output_sizes = np.cumsum(output_sizes)
idcs = [idx % cum_output_sizes[-1] for idx in idcs]
group_indices: Dict[int, List[int]] = defaultdict(list)
for idx in idcs:
grp_idx = np.argwhere(idx < cum_output_sizes)[0].item()
sub_idx = idx - int(np.sum(output_sizes[:grp_idx]))
group_indices[grp_idx].append(sub_idx)
return group_indices
[docs]
def posterior(
self,
X: Tensor,
output_indices: Optional[List[int]] = None,
observation_noise: Union[bool, Tensor] = False,
posterior_transform: Optional[Callable[[PosteriorList], Posterior]] = None,
**kwargs: Any,
) -> Posterior:
r"""Computes the posterior over model outputs at the provided points.
Note: The input transforms should be applied here using
`self.transform_inputs(X)` after the `self.eval()` call and before
any `model.forward` or `model.likelihood` calls.
Args:
X: A `b x q x d`-dim Tensor, where `d` is the dimension of the
feature space, `q` is the number of points considered jointly,
and `b` is the batch dimension.
output_indices: A list of indices, corresponding to the outputs over
which to compute the posterior (if the model is multi-output).
Can be used to speed up computation if only a subset of the
model's outputs are required for optimization. If omitted,
computes the posterior over all model outputs.
observation_noise: If True, add the observation noise from the
respective likelihoods to the posterior. If a Tensor of shape
`(batch_shape) x q x m`, use it directly as the observation
noise (with `observation_noise[...,i]` added to the posterior
of the `i`-th model). `observation_noise` is assumed
to be in the outcome-transformed space, if an outcome transform
is used by the model.
posterior_transform: An optional PosteriorTransform.
Returns:
A `Posterior` object, representing a batch of `b` joint distributions
over `q` points and `m` outputs each.
"""
group_indices = self._get_group_subset_indices(idcs=output_indices)
posteriors = []
for i, idcs in group_indices.items():
if isinstance(observation_noise, Tensor):
if idcs is None:
start_idx = sum(m.num_outputs for m in self.models[:i])
end_idx = start_idx + self.models[i].num_outputs
idcs = list(range(start_idx, end_idx))
obs_noise = observation_noise[..., idcs]
else:
obs_noise = observation_noise
posteriors.append(
self.models[i].posterior(
X=X, output_indices=idcs, observation_noise=obs_noise
)
)
posterior = PosteriorList(*posteriors)
if posterior_transform is not None:
posterior = posterior_transform(posterior)
return posterior
@property
def batch_shape(self) -> torch.Size:
r"""The batch shape of the model.
This is a batch shape from an I/O perspective, independent of the internal
representation of the model (as e.g. in BatchedMultiOutputGPyTorchModel).
For a model with `m` outputs, a `test_batch_shape x q x d`-shaped input `X`
to the `posterior` method returns a Posterior object over an output of
shape `broadcast(test_batch_shape, model.batch_shape) x q x m`.
"""
batch_shape = self.models[0].batch_shape
if all(batch_shape == m.batch_shape for m in self.models[1:]):
return batch_shape
# TODO: Allow broadcasting of model batch shapes
raise NotImplementedError(
f"`{self.__class__.__name__}.batch_shape` is only supported if all "
"constituent models have the same `batch_shape`."
)
@property
def num_outputs(self) -> int:
r"""The number of outputs of the model.
Equal to the sum of the number of outputs of the individual models
in the ModelList.
"""
return sum(model.num_outputs for model in self.models)
[docs]
def subset_output(self, idcs: List[int]) -> Model:
r"""Subset the model along the output dimension.
Args:
idcs: The output indices to subset the model to. Relative to the
overall number of outputs of the model.
Returns:
A `Model` (either a `ModelList` or one of the submodels) with
the outputs subset to the indices in `idcs`.
Internally, this drops (if single-output) or subsets (if multi-output)
the constitutent models and returns them as a `ModelList`. If the
result is a single (possibly subset) model from the list, returns this
model (instead of forming a degenerate singe-model `ModelList`).
For instance, if `m = ModelList(m1, m2)` with `m1` a two-output model
and `m2` a single-output model, then `m.subset_output([1]) ` will return
the model `m1` subset to its second output.
"""
group_indices = self._get_group_subset_indices(idcs=idcs)
subset_models = [
deepcopy(self.models[grp_idx].subset_output(idcs=sub_idcs))
for grp_idx, sub_idcs in group_indices.items()
]
if len(subset_models) == 1:
return subset_models[0]
return self.__class__(*subset_models)
[docs]
def load_state_dict(
self, state_dict: Mapping[str, Any], strict: bool = True
) -> None:
"""Initialize the fully Bayesian models before loading the state dict."""
for i, m in enumerate(self.models):
if is_fully_bayesian(m):
filtered_dict = {
k.replace(f"models.{i}.", ""): v
for k, v in state_dict.items()
if k.startswith(f"models.{i}.")
}
m.load_state_dict(filtered_dict)
super().load_state_dict(state_dict=state_dict, strict=strict)
[docs]
def fantasize(
self,
X: Tensor,
sampler: MCSampler,
observation_noise: Optional[Tensor] = None,
evaluation_mask: Optional[Tensor] = None,
**kwargs: Any,
) -> Model:
r"""Construct a fantasy model.
Constructs a fantasy model in the following fashion:
(1) compute the model posterior at `X` (including observation noise if
`observation_noise=True`).
(2) sample from this posterior (using `sampler`) to generate "fake"
observations.
(3) condition the model on the new fake observations.
Args:
X: A `batch_shape x n' x d`-dim Tensor, where `d` is the dimension of
the feature space, `n'` is the number of points per batch, and
`batch_shape` is the batch shape (must be compatible with the
batch shape of the model).
sampler: The sampler used for sampling from the posterior at `X`. If
evaluation_mask is not None, this must be a `ListSampler`.
observation_noise: A `model_batch_shape x 1 x m`-dim tensor or
a `model_batch_shape x n' x m`-dim tensor containing the average
noise for each batch and output, where `m` is the number of outputs.
`noise` must be in the outcome-transformed space if an outcome
transform is used. If None, then the noise will be the inferred
noise level.
evaluation_mask: A `n' x m`-dim tensor of booleans indicating which
outputs should be fantasized for a given design. This uses the same
evaluation mask for all batches.
Returns:
The constructed fantasy model.
"""
if evaluation_mask is not None:
if evaluation_mask.ndim != 2 or evaluation_mask.shape != torch.Size(
[X.shape[-2], self.num_outputs]
):
raise BotorchTensorDimensionError(
f"Expected evaluation_mask of shape `{X.shape[0]} "
f"x {self.num_outputs}`, but got "
f"{shape_to_str(evaluation_mask.shape)}."
)
if not isinstance(sampler, ListSampler):
raise ValueError("Decoupled fantasization requires a list of samplers.")
fant_models = []
X_i = X
if observation_noise is None:
observation_noise_i = observation_noise
for i in range(self.num_outputs):
# get the inputs to fantasize at for output i
if evaluation_mask is not None:
mask_i = evaluation_mask[:, i]
X_i = X[..., mask_i, :]
# TODO (T158701749): implement a QMC DecoupledSampler that draws all
# samples from a single Sobol sequence or consider requiring that the
# sampling is IID to ensure good coverage.
sampler_i = sampler.samplers[i]
if observation_noise is not None:
observation_noise_i = observation_noise[..., mask_i, i : i + 1]
else:
sampler_i = (
sampler.samplers[i] if isinstance(sampler, ListSampler) else sampler
)
fant_model = self.models[i].fantasize(
X=X_i,
sampler=sampler_i,
observation_noise=observation_noise_i,
**kwargs,
)
fant_models.append(fant_model)
return self.__class__(*fant_models)
[docs]
class ModelDict(ModuleDict):
r"""A lightweight container mapping model names to models."""
def __init__(self, **models: Model) -> None:
r"""Initialize a `ModelDict`.
Args:
models: An arbitrary number of models. Each model can be any type
of BoTorch `Model`, including multi-output models and `ModelList`.
"""
if any(not isinstance(m, Model) for m in models.values()):
raise InputDataError(
f"Expected all models to be a BoTorch `Model`. Got {models}."
)
super().__init__(modules=models)
