def from_config(cls, config: Config):
classname = cls.__name__
acqf = config.getobj("common", "acqf", fallback=None)
extra_acqf_args = cls._get_acqf_options(acqf, config)
options = {}
options["num_restarts"] = config.getint(classname, "restarts", fallback=10)
options["raw_samples"] = config.getint(classname, "samps", fallback=1000)
options["verbosity_freq"] = config.getint(
classname, "verbosity_freq", fallback=-1
)
options["lr"] = config.getfloat(classname, "lr", fallback=0.01) # type: ignore
options["momentum"] = config.getfloat(classname, "momentum", fallback=0.9) # type: ignore
options["nesterov"] = config.getboolean(classname, "nesterov", fallback=True)
options["epochs"] = config.getint(classname, "epochs", fallback=50)
options["milestones"] = config.getlist(
classname, "milestones", fallback=[25, 40] # type: ignore
)
options["gamma"] = config.getfloat(classname, "gamma", fallback=0.1) # type: ignore
options["loss_constraint_fun"] = config.getobj(
classname, "loss_constraint_fun", fallback=default_loss_constraint_fun
)
explore_features = config.getlist(classname, "explore_idxs", fallback=None) # type: ignore
return cls(
acqf=acqf,
acqf_kwargs=extra_acqf_args,
model_gen_options=options,
explore_features=explore_features,
)
def monotonic_mean_covar_factory(
config: Config,
) -> Tuple[ConstantMeanPartialObsGrad, gpytorch.kernels.ScaleKernel]:
"""Default factory for monotonic GP models based on derivative observations.
Args:
config (Config): Config containing (at least) bounds, and optionally LSE target.
Returns:
Tuple[ConstantMeanPartialObsGrad, gpytorch.kernels.ScaleKernel]: Instantiated mean and
scaled RBF kernels with partial derivative observations.
"""
lb = config.gettensor("monotonic_mean_covar_factory", "lb")
ub = config.gettensor("monotonic_mean_covar_factory", "ub")
assert lb.shape[0] == ub.shape[0], "bounds shape mismatch!"
dim = lb.shape[0]
fixed_mean = config.getboolean("monotonic_mean_covar_factory",
"fixed_mean",
fallback=False)
mean = ConstantMeanPartialObsGrad()
if fixed_mean:
try:
target = config.getfloat("monotonic_mean_covar_factory", "target")
mean.constant.requires_grad_(False)
mean.constant.copy_(torch.tensor([norm.ppf(target)]))
except NoOptionError:
raise RuntimeError(
"Config got fixed_mean=True but no target included!")
ls_prior = gpytorch.priors.GammaPrior(
concentration=__default_invgamma_concentration,
rate=__default_invgamma_rate,
transform=lambda x: 1 / x,
)
ls_prior_mode = ls_prior.rate / (ls_prior.concentration + 1)
ls_constraint = gpytorch.constraints.Positive(transform=None,
initial_value=ls_prior_mode)
covar = gpytorch.kernels.ScaleKernel(
RBFKernelPartialObsGrad(
lengthscale_prior=ls_prior,
lengthscale_constraint=ls_constraint,
ard_num_dims=dim,
),
outputscale_prior=gpytorch.priors.SmoothedBoxPrior(a=1, b=4),
)
return mean, covar
def default_mean_covar_factory(
config: Config,
) -> Tuple[gpytorch.means.ConstantMean, gpytorch.kernels.ScaleKernel]:
"""Default factory for generic GP models
Args:
config (Config): Object containing bounds (and potentially other
config details).
Returns:
Tuple[gpytorch.means.Mean, gpytorch.kernels.Kernel]: Instantiated
ConstantMean and ScaleKernel with priors based on bounds.
"""
lb = config.gettensor("default_mean_covar_factory", "lb")
ub = config.gettensor("default_mean_covar_factory", "ub")
fixed_mean = config.getboolean("default_mean_covar_factory",
"fixed_mean",
fallback=False)
lengthscale_prior = config.get("default_mean_covar_factory",
"lengthscale_prior",
fallback="gamma")
outputscale_prior = config.get("default_mean_covar_factory",
"outputscale_prior",
fallback="box")
kernel = config.getobj("default_mean_covar_factory",
"kernel",
fallback=gpytorch.kernels.RBFKernel)
assert lb.shape[0] == ub.shape[0], "bounds shape mismatch!"
dim = lb.shape[0]
mean = gpytorch.means.ConstantMean()
if fixed_mean:
try:
target = config.getfloat("default_mean_covar_factory", "target")
mean.constant.requires_grad_(False)
mean.constant.copy_(torch.tensor([norm.ppf(target)]))
except NoOptionError:
raise RuntimeError(
"Config got fixed_mean=True but no target included!")
if lengthscale_prior == "invgamma":
ls_prior = gpytorch.priors.GammaPrior(
concentration=__default_invgamma_concentration,
rate=__default_invgamma_rate,
transform=lambda x: 1 / x,
)
ls_prior_mode = ls_prior.rate / (ls_prior.concentration + 1)
elif lengthscale_prior == "gamma":
ls_prior = gpytorch.priors.GammaPrior(concentration=3.0, rate=6.0)
ls_prior_mode = (ls_prior.concentration - 1) / ls_prior.rate
else:
raise RuntimeError(
f"Lengthscale_prior should be invgamma or gamma, got {lengthscale_prior}"
)
if outputscale_prior == "gamma":
os_prior = gpytorch.priors.GammaPrior(concentration=2.0, rate=0.15)
elif outputscale_prior == "box":
os_prior = gpytorch.priors.SmoothedBoxPrior(a=1, b=4)
else:
raise RuntimeError(
f"Outputscale_prior should be gamma or box, got {outputscale_prior}"
)
ls_constraint = gpytorch.constraints.Positive(transform=None,
initial_value=ls_prior_mode)
covar = gpytorch.kernels.ScaleKernel(
kernel(
lengthscale_prior=ls_prior,
lengthscale_constraint=ls_constraint,
ard_num_dims=dim,
),
outputscale_prior=os_prior,
)
return mean, covar
