def fit_and_predict_map(B, train_X, train_Y, train_Yvar, test_X, mu, sigma):
m = ALEBO(B=B, laplace_nsamp=1) # laplace_nsamp=1 uses MAP estimate
m.fit([train_X], [train_Y], [train_Yvar], [], [], [], [], [])
f, var = m.predict(test_X)
# Return predictions, un-standardized
return f.squeeze() * sigma + mu, var.squeeze() * sigma**2
def testALEBO(self):
B = torch.tensor(
[[1.0, 2.0, 3.0, 4.0, 5.0], [2.0, 3.0, 4.0, 5.0, 6.0]],
dtype=torch.double)
train_X = torch.tensor(
[
[0.0, 0.0, 0.0, 0.0, 0.0],
[1.0, 1.0, 1.0, 1.0, 1.0],
[2.0, 2.0, 2.0, 2.0, 2.0],
],
dtype=torch.double,
)
train_Y = torch.tensor([[1.0], [2.0], [3.0]], dtype=torch.double)
train_Yvar = 0.1 * torch.ones(3, 1, dtype=torch.double)
m = ALEBO(B=B, laplace_nsamp=5, fit_restarts=1)
self.assertTrue(torch.equal(B, m.B))
self.assertEqual(m.laplace_nsamp, 5)
self.assertEqual(m.fit_restarts, 1)
self.assertEqual(m.refit_on_update, True)
self.assertEqual(m.refit_on_cv, False)
self.assertEqual(m.warm_start_refitting, False)
# Test fit
m.fit(
Xs=[train_X, train_X],
Ys=[train_Y, train_Y],
Yvars=[train_Yvar, train_Yvar],
bounds=[(-1, 1)] * 5,
task_features=[],
feature_names=[],
metric_names=[],
fidelity_features=[],
)
self.assertIsInstance(m.model, ModelListGP)
self.assertTrue(torch.allclose(m.Xs[0], (B @ train_X.t()).t()))
# Test predict
f, cov = m.predict(X=B)
self.assertEqual(f.shape, torch.Size([2, 2]))
self.assertEqual(cov.shape, torch.Size([2, 2, 2]))
# Test best point
objective_weights = torch.tensor([1.0, 0.0], dtype=torch.double)
with self.assertRaises(NotImplementedError):
m.best_point(bounds=[(-1, 1)] * 5,
objective_weights=objective_weights)
# Test gen
# With clipping
with mock.patch(
"ax.models.torch.alebo.optimize_acqf",
autospec=True,
return_value=(m.Xs[0], torch.tensor([])),
):
Xopt, _, _ = m.gen(
n=1,
bounds=[(-1, 1)] * 5,
objective_weights=torch.tensor([1.0, 0.0], dtype=torch.double),
)
self.assertFalse(torch.allclose(Xopt, train_X))
self.assertTrue(Xopt.min() >= -1)
self.assertTrue(Xopt.max() <= 1)
# Without
with mock.patch(
"ax.models.torch.alebo.optimize_acqf",
autospec=True,
return_value=(torch.ones(1, 2, dtype=torch.double),
torch.tensor([])),
):
Xopt, _, _ = m.gen(
n=1,
bounds=[(-1, 1)] * 5,
objective_weights=torch.tensor([1.0, 0.0], dtype=torch.double),
)
self.assertTrue(
torch.allclose(
Xopt,
torch.tensor([[-0.2, -0.1, 0.0, 0.1, 0.2]],
dtype=torch.double)))
# Test update
train_X2 = torch.tensor(
[
[3.0, 3.0, 3.0, 3.0, 3.0],
[1.0, 1.0, 1.0, 1.0, 1.0],
[2.0, 2.0, 2.0, 2.0, 2.0],
],
dtype=torch.double,
)
m.update(
Xs=[train_X, train_X2],
Ys=[train_Y, train_Y],
Yvars=[train_Yvar, train_Yvar],
)
self.assertTrue(torch.allclose(m.Xs[0], (B @ train_X.t()).t()))
self.assertTrue(torch.allclose(m.Xs[1], (B @ train_X2.t()).t()))
m.refit_on_update = False
m.update(
Xs=[train_X, train_X2],
Ys=[train_Y, train_Y],
Yvars=[train_Yvar, train_Yvar],
)
# Test get_and_fit with single meric
gp = m.get_and_fit_model(Xs=[(B @ train_X.t()).t()],
Ys=[train_Y],
Yvars=[train_Yvar])
self.assertIsInstance(gp, ALEBOGP)
# Test cross_validate
f, cov = m.cross_validate(
Xs_train=[train_X],
Ys_train=[train_Y],
Yvars_train=[train_Yvar],
X_test=train_X2,
)
self.assertEqual(f.shape, torch.Size([3, 1]))
self.assertEqual(cov.shape, torch.Size([3, 1, 1]))
m.refit_on_cv = True
f, cov = m.cross_validate(
Xs_train=[train_X],
Ys_train=[train_Y],
Yvars_train=[train_Yvar],
X_test=train_X2,
)
self.assertEqual(f.shape, torch.Size([3, 1]))
self.assertEqual(cov.shape, torch.Size([3, 1, 1]))
def fit_and_predict_alebo(B, train_X, train_Y, train_Yvar, test_X, mu, sigma):
m = ALEBO(B=B)
m.fit([train_X], [train_Y], [train_Yvar], [], [], [], [], [])
f, var = m.predict(test_X)
# Return predictions, un-standardized
return f.squeeze() * sigma + mu, var.squeeze() * sigma**2