def testFit(self, mock_init):
sq_feat = ObservationFeatures({})
sq_data = self.observation_data[0]
sq_obs = Observation(features=sq_feat,
data=sq_data,
arm_name="status_quo")
ma = DiscreteModelBridge()
ma._training_data = self.observations + [sq_obs]
model = mock.create_autospec(DiscreteModel, instance=True)
ma._fit(
model,
self.search_space,
self.observation_features + [sq_feat],
self.observation_data + [sq_data],
)
self.assertEqual(ma.parameters, ["x", "y", "z"])
self.assertEqual(sorted(ma.outcomes), ["a", "b"])
self.assertEqual(ma.training_in_design, [True, True, True, False])
Xs = {
"a": [[0, "foo", True], [1, "foo", True], [1, "bar", True]],
"b": [[0, "foo", True], [1, "foo", True]],
}
Ys = {"a": [[1.0], [2.0], [3.0]], "b": [[-1.0], [-2.0]]}
Yvars = {"a": [[1.0], [2.0], [3.0]], "b": [[6.0], [7.0]]}
parameter_values = [[0.0, 1.0], ["foo", "bar"], [True]]
model_fit_args = model.fit.mock_calls[0][2]
for i, x in enumerate(model_fit_args["Xs"]):
self.assertEqual(x, Xs[ma.outcomes[i]])
for i, y in enumerate(model_fit_args["Ys"]):
self.assertEqual(y, Ys[ma.outcomes[i]])
for i, v in enumerate(model_fit_args["Yvars"]):
self.assertEqual(v, Yvars[ma.outcomes[i]])
self.assertEqual(model_fit_args["parameter_values"], parameter_values)
def get_factorial(search_space: SearchSpace) -> DiscreteModelBridge:
"""Instantiates a factorial generator."""
return DiscreteModelBridge(
search_space=search_space,
data=Data(),
model=FullFactorialGenerator(),
transforms=Discrete_X_trans,
)
def testCrossValidate(self, mock_init):
ma = DiscreteModelBridge()
model = mock.MagicMock(DiscreteModel, autospec=True, instance=True)
model.cross_validate.return_value = (
np.array([[1.0, -1], [2.0, -2]]),
np.stack((np.array([[1.0, 4.0],
[4.0, 6]]), np.array([[2.0, 5.0], [5.0, 7]]))),
)
ma.model = model
ma.parameters = ["x", "y", "z"]
ma.outcomes = ["a", "b"]
observation_data = ma._cross_validate(self.observation_features,
self.observation_data,
self.observation_features)
Xs = [
[[0, "foo", True], [1, "foo", True], [1, "bar", True]],
[[0, "foo", True], [1, "foo", True]],
]
Ys = [[[1.0], [2.0], [3.0]], [[-1.0], [-2.0]]]
Yvars = [[[1.0], [2.0], [3.0]], [[6.0], [7.0]]]
Xtest = [[0, "foo", True], [1, "foo", True], [1, "bar", True]]
# Transform to arrays:
model_cv_args = model.cross_validate.mock_calls[0][2]
for i, x in enumerate(model_cv_args["Xs_train"]):
self.assertEqual(x, Xs[i])
for i, y in enumerate(model_cv_args["Ys_train"]):
self.assertEqual(y, Ys[i])
for i, v in enumerate(model_cv_args["Yvars_train"]):
self.assertEqual(v, Yvars[i])
self.assertEqual(model_cv_args["X_test"], Xtest)
# Transform from arrays:
for i, od in enumerate(observation_data):
self.assertEqual(od, self.observation_data[i])
def testUpdate(self, mock_init):
sq_feat = ObservationFeatures({})
sq_data = self.observation_data[0]
ma = DiscreteModelBridge()
ma._training_data = self.observations
model = mock.create_autospec(DiscreteModel, instance=True)
ma._fit(model, self.search_space, self.observation_features,
self.observation_data)
ma._update([sq_feat], [sq_data])
self.assertEqual(ma.parameters, ["x", "y", "z"])
self.assertEqual(sorted(ma.outcomes), ["a", "b"])
self.assertEqual(ma.training_in_design, [True, True, True, False])
def testUpdate(self, mock_init):
ma = DiscreteModelBridge()
ma._training_data = self.observations
model = mock.create_autospec(DiscreteModel, instance=True)
ma._fit(model, self.search_space, self.observation_features,
self.observation_data)
new_feat = ObservationFeatures(parameters={
"x": 0,
"y": "bar",
"z": True
})
new_data = ObservationData(metric_names=["a"],
means=np.array([3.0]),
covariance=np.array([[3.0]]))
ma._update([new_feat], [new_data])
self.assertEqual(ma.parameters, ["x", "y", "z"])
self.assertEqual(sorted(ma.outcomes), ["a", "b"])
def testPredict(self, mock_init):
ma = DiscreteModelBridge()
model = mock.MagicMock(DiscreteModel, autospec=True, instance=True)
model.predict.return_value = (
np.array([[1.0, -1], [2.0, -2]]),
np.stack((np.array([[1.0, 4.0],
[4.0, 6]]), np.array([[2.0, 5.0], [5.0, 7]]))),
)
ma.model = model
ma.parameters = ["x", "y", "z"]
ma.outcomes = ["a", "b"]
observation_data = ma._predict(self.observation_features)
X = [[0, "foo", True], [1, "foo", True], [1, "bar", True]]
self.assertTrue(model.predict.mock_calls[0][2]["X"], X)
for i, od in enumerate(observation_data):
self.assertEqual(od, self.observation_data[i])
def get_thompson(
experiment: Experiment,
data: Data,
search_space: Optional[SearchSpace] = None,
num_samples: int = 10000,
min_weight: Optional[float] = None,
uniform_weights: bool = False,
) -> DiscreteModelBridge:
"""Instantiates a Thompson sampling model."""
if data.df.empty: # pragma: no cover
raise ValueError("Thompson sampler requires non-empty data.")
model = ThompsonSampler(num_samples=num_samples,
min_weight=min_weight,
uniform_weights=uniform_weights)
return DiscreteModelBridge(
experiment=experiment,
search_space=search_space
if search_space is not None else experiment.search_space,
data=data,
model=model,
transforms=TS_trans,
)
def testGen(self, mock_init):
# Test with constraints
optimization_config = OptimizationConfig(
objective=Objective(Metric("a"), minimize=True),
outcome_constraints=[
OutcomeConstraint(Metric("b"), ComparisonOp.GEQ, 2, False)
],
)
ma = DiscreteModelBridge()
model = mock.MagicMock(DiscreteModel, autospec=True, instance=True)
model.gen.return_value = ([[0.0, 2.0, 3.0], [1.0, 1.0,
3.0]], [1.0, 2.0])
ma.model = model
ma.parameters = ["x", "y", "z"]
ma.outcomes = ["a", "b"]
observation_features, weights, best_observation = ma._gen(
n=3,
search_space=self.search_space,
optimization_config=optimization_config,
pending_observations=self.pending_observations,
fixed_features=ObservationFeatures({}),
model_gen_options=self.model_gen_options,
)
gen_args = model.gen.mock_calls[0][2]
self.assertEqual(gen_args["n"], 3)
self.assertEqual(gen_args["parameter_values"],
[[0.0, 1.0], ["foo", "bar"], [True]])
self.assertTrue(
np.array_equal(gen_args["objective_weights"], np.array([-1.0,
0.0])))
self.assertTrue(
np.array_equal(gen_args["outcome_constraints"][0],
np.array([[0.0, -1.0]])))
self.assertTrue(
np.array_equal(gen_args["outcome_constraints"][1],
np.array([[-2]])))
self.assertEqual(gen_args["pending_observations"][0], [])
self.assertEqual(gen_args["pending_observations"][1],
[[0, "foo", True]])
self.assertEqual(gen_args["model_gen_options"], {"option": "yes"})
self.assertEqual(observation_features[0].parameters, {
"x": 0.0,
"y": 2.0,
"z": 3.0
})
self.assertEqual(observation_features[1].parameters, {
"x": 1.0,
"y": 1.0,
"z": 3.0
})
self.assertEqual(weights, [1.0, 2.0])
# Test with no constraints, no fixed feature, no pending observations
search_space = SearchSpace(self.parameters[:2])
optimization_config.outcome_constraints = []
ma.parameters = ["x", "y"]
ma._gen(
n=3,
search_space=search_space,
optimization_config=optimization_config,
pending_observations={},
fixed_features=ObservationFeatures({}),
model_gen_options={},
)
gen_args = model.gen.mock_calls[1][2]
self.assertEqual(gen_args["parameter_values"],
[[0.0, 1.0], ["foo", "bar"]])
self.assertIsNone(gen_args["outcome_constraints"])
self.assertIsNone(gen_args["pending_observations"])
# Test validation
optimization_config = OptimizationConfig(
objective=Objective(Metric("a"), minimize=False),
outcome_constraints=[
OutcomeConstraint(Metric("b"), ComparisonOp.GEQ, 2, True)
],
)
with self.assertRaises(ValueError):
ma._gen(
n=3,
search_space=search_space,
optimization_config=optimization_config,
pending_observations={},
fixed_features=ObservationFeatures({}),
model_gen_options={},
)