def mean_trace_scatter(
y: np.ndarray,
trace_color: Tuple[int] = COLORS.STEELBLUE.value,
legend_label: str = "mean",
hover_labels: Optional[List[str]] = None,
) -> go.Scatter:
"""Creates a graph object for trace of the mean of the given series across
runs.
Args:
y: (r x t) array with results from r runs and t trials.
trace_color: tuple of 3 int values representing an RGB color.
Defaults to blue.
legend_label: label for this trace.
hover_labels: optional, text to show on hover; list where the i-th value
corresponds to the i-th value in the value of the `y` argument.
Returns:
go.Scatter: plotly graph object
"""
return go.Scatter(
name=legend_label,
legendgroup=legend_label,
x=np.arange(1, y.shape[1] + 1),
y=np.mean(y, axis=0),
mode="lines",
line={"color": rgba(trace_color)},
fillcolor=rgba(trace_color, 0.3),
fill="tonexty",
text=hover_labels,
)
def mean_trace_scatter(
y: np.ndarray,
trace_color: Tuple[int] = COLORS.STEELBLUE.value,
legend_label: str = "mean",
) -> go.Scatter:
"""Creates a graph object for trace of the mean of the given series across
runs.
Args:
y: (r x t) array with results from r runs and t trials.
trace_color: tuple of 3 int values representing an RGB color.
Defaults to blue.
legend_label: label for this trace
Returns:
go.Scatter: plotly graph object
"""
return go.Scatter(
name=legend_label,
legendgroup=legend_label,
x=np.arange(1, y.shape[1] + 1),
y=np.mean(y, axis=0),
mode="lines",
line={"color": rgba(trace_color)},
fillcolor=rgba(trace_color, 0.3),
fill="tonexty",
)
def model_transitions_scatter(
model_transitions: List[int],
y_range: List[float],
generator_change_color: Tuple[int] = COLORS.TEAL.value,
) -> List[go.Scatter]:
"""Creates a graph object for the line(s) representing generator changes.
Args:
model_transitions: iterations, before which generators
changed
y_range: upper and lower values of the y-range of the plot
generator_change_color: tuple of 3 int values representing
an RGB color. Defaults to orange.
Returns:
go.Scatter: plotly graph objects for the lines representing generator
changes
"""
if len(y_range) != 2: # pragma: no cover
raise ValueError("y_range should have two values, lower and upper.")
data: List[go.Scatter] = []
for change in model_transitions:
data.append(
go.Scatter(
x=[change] * 2,
y=y_range,
mode="lines",
line={
"dash": "dash",
"color": rgba(generator_change_color)
},
name="Generator change",
))
return data
def optimum_objective_scatter(
optimum: float,
num_iterations: int,
optimum_color: Tuple[int] = COLORS.ORANGE.value) -> go.Scatter:
"""Creates a graph object for the line representing optimal objective.
Args:
optimum: value of the optimal objective
num_iterations: how many trials were in the optimization (used to
determine the width of the plot)
trace_color: tuple of 3 int values representing an RGB color.
Defaults to orange.
Returns:
go.Scatter: plotly graph objects for the optimal objective line
"""
return go.Scatter(
x=[1, num_iterations],
y=[optimum] * 2,
mode="lines",
line={
"dash": "dash",
"color": rgba(optimum_color)
},
name="Optimum",
)
def mean_markers_scatter(
y: np.ndarray,
marker_color: Tuple[int] = COLORS.LIGHT_PURPLE.value,
legend_label: str = "",
hover_labels: Optional[List[str]] = None,
) -> go.Scatter:
"""Creates a graph object for trace of the mean of the given series across
runs, with errorbars.
Args:
y: (r x t) array with results from r runs and t trials.
trace_color: tuple of 3 int values representing an RGB color.
Defaults to light purple.
legend_label: label for this trace.
hover_labels: optional, text to show on hover; list where the i-th value
corresponds to the i-th value in the value of the `y` argument.
Returns:
go.Scatter: plotly graph object
"""
mean = np.mean(y, axis=0)
sem = np.std(y, axis=0) / np.sqrt(y.shape[0])
return go.Scatter(
name=legend_label,
x=np.arange(1, y.shape[1] + 1),
y=mean,
error_y={
"type": "data",
"array": sem,
"visible": True,
},
mode="markers",
marker={"color": rgba(marker_color)},
text=hover_labels,
)
def plot_bandit_rollout(experiment: Experiment) -> AxPlotConfig:
"""Plot bandit rollout from ane experiement."""
categories: List[str] = []
arms: Dict[str, Dict[str, Any]] = {}
data = []
index = 0
for trial in sorted(experiment.trials.values(),
key=lambda trial: trial.index):
if not isinstance(trial, BatchTrial):
raise ValueError(
"Bandit rollout graph is not supported for BaseTrial."
) # pragma: no cover
category = f"Round {trial.index}"
categories.append(category)
for arm, weight in trial.normalized_arm_weights(total=100).items():
if arm.name not in arms:
arms[arm.name] = {
"index": index,
"name": arm.name,
"x": [],
"y": [],
"text": [],
}
index += 1
arms[arm.name]["x"].append(category)
arms[arm.name]["y"].append(weight)
arms[arm.name]["text"].append("{:.2f}%".format(weight))
for key in arms.keys():
data.append(arms[key])
# pyre-fixme[6]: Expected `typing.Tuple[...g.Tuple[int, int, int]`.
colors = [rgba(c) for c in MIXED_SCALE]
config = {"data": data, "categories": categories, "colors": colors}
return AxPlotConfig(config, plot_type=AxPlotTypes.BANDIT_ROLLOUT)
def sem_range_scatter(
y: np.ndarray,
trace_color: Tuple[int] = COLORS.STEELBLUE.value,
legend_label: str = "",
) -> Tuple[go.Scatter]:
"""Creates a graph object for trace of mean +/- 2 SEMs for y, across runs.
Args:
y: (r x t) array with results from r runs and t trials.
trace_color: tuple of 3 int values representing an RGB color.
Defaults to blue.
legend_label: Label for the legend group.
Returns:
Tuple[go.Scatter]: plotly graph objects for lower and upper bounds
"""
mean = np.mean(y, axis=0)
sem = np.std(y, axis=0) / np.sqrt(y.shape[0])
return (
go.
Scatter( # pyre-ignore[16]: `plotly.graph_objs` has no attr. `Scatter`
x=np.arange(1, y.shape[1] + 1),
y=mean - 2 * sem,
legendgroup=legend_label,
mode="lines",
line={"width": 0},
showlegend=False,
hoverinfo="none",
),
go.
Scatter( # pyre-ignore[16]: `plotly.graph_objs` has no attr. `Scatter`
x=np.arange(1, y.shape[1] + 1),
y=mean + 2 * sem,
legendgroup=legend_label,
mode="lines",
line={"width": 0},
fillcolor=rgba(trace_color, 0.3),
fill="tonexty",
showlegend=False,
hoverinfo="none",
),
)
def scatter_plot_with_pareto_frontier_plotly(
Y: np.ndarray,
Y_pareto: Optional[np.ndarray],
metric_x: Optional[str],
metric_y: Optional[str],
reference_point: Optional[Tuple[float, float]],
minimize: Optional[Union[bool, Tuple[bool, bool]]] = True,
) -> go.Figure:
"""Plots a scatter of all points in ``Y`` for ``metric_x`` and ``metric_y``
with a reference point and Pareto frontier from ``Y_pareto``.
Points in the scatter are colored in a gradient representing their trial index,
with metric_x on x-axis and metric_y on y-axis. Reference point is represented
as a star and Pareto frontier –– as a line. The frontier connects to the reference
point via projection lines.
NOTE: Both metrics should have the same minimization setting, passed as `minimize`.
Args:
Y: Array of outcomes, of which the first two will be plotted.
Y_pareto: Array of Pareto-optimal points, first two outcomes in which will be
plotted.
metric_x: Name of first outcome in ``Y``.
metric_Y: Name of second outcome in ``Y``.
reference_point: Reference point for ``metric_x`` and ``metric_y``.
minimize: Whether the two metrics in the plot are being minimized or maximized.
"""
title = "Observed metric values"
if isinstance(minimize, bool):
minimize = (minimize, minimize)
Xs = Y[:, 0]
Ys = Y[:, 1]
experimental_points_scatter = [
go.Scatter(
x=Xs,
y=Ys,
mode="markers",
marker={
"color": np.linspace(0, 100, int(len(Xs) * 1.05)),
"colorscale": "magma",
"colorbar": {
"tickvals": [0, 50, 100],
"ticktext": [
1,
"iteration",
len(Xs),
],
},
},
name="Experimental points",
)
]
# No Pareto frontier is drawn if none is provided, or if the frontier consists of
# a single point and no reference points are provided.
if Y_pareto is None or (len(Y_pareto) == 1 and reference_point is None):
# `Y_pareto` input was not specified
range_x = extend_range(lower=min(Y[:, 0]), upper=max(Y[:, 0]))
range_y = extend_range(lower=min(Y[:, 1]), upper=max(Y[:, 1]))
pareto_step = reference_point_lines = reference_point_star = []
else:
title += " with Pareto frontier"
if reference_point:
if minimize is None:
minimize = tuple(reference_point[i] >= max(Y_pareto[:, i])
for i in range(2))
reference_point_star = [
go.Scatter(
x=[reference_point[0]],
y=[reference_point[1]],
mode="markers",
marker={
"color": rgba(COLORS.STEELBLUE.value),
"size": 25,
"symbol": "star",
},
)
]
extra_point_x = min(Y_pareto[:, 0]) if minimize[0] else max(
Y_pareto[:, 0])
reference_point_line_1 = go.Scatter(
x=[extra_point_x, reference_point[0]],
y=[reference_point[1], reference_point[1]],
mode="lines",
marker={"color": rgba(COLORS.STEELBLUE.value)},
)
extra_point_y = min(Y_pareto[:, 1]) if minimize[1] else max(
Y_pareto[:, 1])
reference_point_line_2 = go.Scatter(
x=[reference_point[0], reference_point[0]],
y=[extra_point_y, reference_point[1]],
mode="lines",
marker={"color": rgba(COLORS.STEELBLUE.value)},
)
reference_point_lines = [
reference_point_line_1, reference_point_line_2
]
Y_pareto_with_extra = np.concatenate(
(
[[extra_point_x, reference_point[1]]],
Y_pareto,
[[reference_point[0], extra_point_y]],
),
axis=0,
)
pareto_step = [
go.Scatter(
x=Y_pareto_with_extra[:, 0],
y=Y_pareto_with_extra[:, 1],
mode="lines",
line_shape="hv",
marker={"color": rgba(COLORS.STEELBLUE.value)},
)
]
range_x = (extend_range(lower=min(Y_pareto[:, 0]),
upper=reference_point[0]) if minimize[0]
else extend_range(lower=reference_point[0],
upper=max(Y_pareto[:, 0])))
range_y = (extend_range(lower=min(Y_pareto[:, 1]),
upper=reference_point[1]) if minimize[1]
else extend_range(lower=reference_point[1],
upper=max(Y_pareto[:, 1])))
else: # Reference point was not specified
pareto_step = [
go.Scatter(
x=Y_pareto[:, 0],
y=Y_pareto[:, 1],
mode="lines",
line_shape="hv",
marker={"color": rgba(COLORS.STEELBLUE.value)},
)
]
reference_point_lines = reference_point_star = []
range_x = extend_range(lower=min(Y_pareto[:, 0]),
upper=max(Y_pareto[:, 0]))
range_y = extend_range(lower=min(Y_pareto[:, 1]),
upper=max(Y_pareto[:, 1]))
layout = go.Layout(
title=title,
showlegend=False,
xaxis={
"title": metric_x or "",
"range": range_x
},
yaxis={
"title": metric_y or "",
"range": range_y
},
)
return go.Figure(
layout=layout,
data=pareto_step + reference_point_lines +
experimental_points_scatter + reference_point_star,
)
def plot_bandit_rollout(experiment: Experiment) -> AxPlotConfig:
"""Plot bandit rollout from ane experiement."""
categories: List[str] = []
arms: Dict[str, Dict[str, Any]] = {}
data = []
index = 0
for trial in sorted(experiment.trials.values(),
key=lambda trial: trial.index):
if not isinstance(trial, BatchTrial):
raise ValueError(
"Bandit rollout graph is not supported for BaseTrial."
) # pragma: no cover
category = f"Round {trial.index}"
categories.append(category)
for arm, weight in trial.normalized_arm_weights(total=100).items():
if arm.name not in arms:
arms[arm.name] = {
"index": index,
"name": arm.name,
"x": [],
"y": [],
"text": [],
}
index += 1
arms[arm.name]["x"].append(category)
arms[arm.name]["y"].append(weight)
arms[arm.name]["text"].append("{:.2f}%".format(weight))
for key in arms.keys():
data.append(arms[key])
# pyre-fixme[6]: Expected `typing.Tuple[...g.Tuple[int, int, int]`.
colors = [rgba(c) for c in MIXED_SCALE]
layout = go.Layout( # pyre-ignore[16]
title="Rollout Process<br>Bandit Weight Graph",
xaxis={
"title": "Rounds",
"zeroline": False,
"categoryorder": "array",
"categoryarray": categories,
},
yaxis={"title": "Percent", "showline": False},
barmode="stack",
showlegend=False,
margin={"r": 40},
)
bandit_config = {"type": "bar", "hoverinfo": "name+text", "width": 0.5}
bandits = [
dict(bandit_config,
marker={"color": colors[d["index"] % len(colors)]},
**d) for d in data
]
for bandit in bandits:
del bandit[
"index"] # Have to delete index or figure creation causes error
fig = go.Figure(data=bandits, layout=layout) # pyre-ignore[16]
return AxPlotConfig(data=fig, plot_type=AxPlotTypes.GENERIC)
def _get_single_pareto_trace(
frontier: ParetoFrontierResults,
CI_level: float,
legend_label: str = "mean",
trace_color: Tuple[int] = COLORS.STEELBLUE.value,
show_parameterization_on_hover: bool = True,
) -> go.Scatter:
primary_means = frontier.means[frontier.primary_metric]
primary_sems = frontier.sems[frontier.primary_metric]
secondary_means = frontier.means[frontier.secondary_metric]
secondary_sems = frontier.sems[frontier.secondary_metric]
absolute_metrics = frontier.absolute_metrics
all_metrics = frontier.means.keys()
if frontier.arm_names is None:
arm_names = [
f"Parameterization {i}" for i in range(len(frontier.param_dicts))
]
else:
arm_names = [f"Arm {name}" for name in frontier.arm_names]
if CI_level is not None:
Z = 0.5 * norm.ppf(1 - (1 - CI_level) / 2)
else:
Z = None
labels = []
for i, param_dict in enumerate(frontier.param_dicts):
label = f"<b>{arm_names[i]}</b><br>"
for metric in all_metrics:
metric_lab = _make_label(
mean=frontier.means[metric][i],
sem=frontier.sems[metric][i],
name=metric,
is_relative=metric not in absolute_metrics,
Z=Z,
)
label += metric_lab
parameterization = (_format_dict(param_dict, "Parameterization")
if show_parameterization_on_hover else "")
label += parameterization
labels.append(label)
return go.Scatter(
name=legend_label,
legendgroup=legend_label,
x=secondary_means,
y=primary_means,
error_x={
"type": "data",
"array": Z * np.array(secondary_sems),
"thickness": 2,
"color": rgba(trace_color, CI_OPACITY),
},
error_y={
"type": "data",
"array": Z * np.array(primary_sems),
"thickness": 2,
"color": rgba(trace_color, CI_OPACITY),
},
mode="markers",
text=labels,
hoverinfo="text",
marker={"color": rgba(trace_color)},
)
def optimization_times(
fit_times: Dict[str, List[float]],
gen_times: Dict[str, List[float]],
title: str = "",
) -> AxPlotConfig:
"""Plots wall times for each method as a bar chart.
Args:
fit_times: A map from method name to a list of the model fitting times.
gen_times: A map from method name to a list of the gen times.
title: Title for this plot.
Returns: AxPlotConfig with the plot
"""
# Compute means and SEs
methods = list(fit_times.keys())
fit_res: Dict[str, Union[str, List[float]]] = {"name": "Fitting"}
fit_res["mean"] = [np.mean(fit_times[m]) for m in methods]
fit_res["2sems"] = [
2 * np.std(fit_times[m]) / np.sqrt(len(fit_times[m])) for m in methods
]
gen_res: Dict[str, Union[str, List[float]]] = {"name": "Generation"}
gen_res["mean"] = [np.mean(gen_times[m]) for m in methods]
gen_res["2sems"] = [
2 * np.std(gen_times[m]) / np.sqrt(len(gen_times[m])) for m in methods
]
total_mean: List[float] = []
total_2sems: List[float] = []
for m in methods:
totals = np.array(fit_times[m]) + np.array(gen_times[m])
total_mean.append(np.mean(totals))
total_2sems.append(2 * np.std(totals) / np.sqrt(len(totals)))
total_res: Dict[str, Union[str, List[float]]] = {
"name": "Total",
"mean": total_mean,
"2sems": total_2sems,
}
# Construct plot
data: List[go.Bar] = []
for i, res in enumerate([fit_res, gen_res, total_res]):
data.append(
go.Bar(
x=methods,
y=res["mean"],
text=res["name"],
textposition="auto",
error_y={
"type": "data",
"array": res["2sems"],
"visible": True
},
marker={
"color": rgba(DISCRETE_COLOR_SCALE[i]),
"line": {
"color": "rgb(0,0,0)",
"width": 1.0
},
},
opacity=0.6,
name=res["name"],
))
layout = go.Layout(
title=title,
showlegend=False,
yaxis={"title": "Time"},
xaxis={"title": "Method"},
)
return AxPlotConfig(data=go.Figure(layout=layout, data=data),
plot_type=AxPlotTypes.GENERIC)
def plot_pareto_frontier(
frontier: ParetoFrontierResults,
CI_level: float = DEFAULT_CI_LEVEL,
show_parameterization_on_hover: bool = True,
) -> AxPlotConfig:
"""Plot a Pareto frontier from a ParetoFrontierResults object.
Args:
frontier (ParetoFrontierResults): The results of the Pareto frontier
computation.
CI_level (float, optional): The confidence level, i.e. 0.95 (95%)
show_parameterization_on_hover (bool, optional): If True, show the
parameterization of the points on the frontier on hover.
Returns:
AEPlotConfig: The resulting Plotly plot definition.
"""
trace = _get_single_pareto_trace(
frontier=frontier,
CI_level=CI_level,
show_parameterization_on_hover=show_parameterization_on_hover,
)
shapes = []
primary_threshold = None
secondary_threshold = None
if frontier.objective_thresholds is not None:
primary_threshold = frontier.objective_thresholds.get(
frontier.primary_metric, None)
secondary_threshold = frontier.objective_thresholds.get(
frontier.secondary_metric, None)
absolute_metrics = frontier.absolute_metrics
rel_x = frontier.secondary_metric not in absolute_metrics
rel_y = frontier.primary_metric not in absolute_metrics
if primary_threshold is not None:
shapes.append({
"type": "line",
"xref": "paper",
"x0": 0.0,
"x1": 1.0,
"yref": "y",
"y0": primary_threshold,
"y1": primary_threshold,
"line": {
"color": rgba(COLORS.CORAL.value),
"width": 3
},
})
if secondary_threshold is not None:
shapes.append({
"type": "line",
"yref": "paper",
"y0": 0.0,
"y1": 1.0,
"xref": "x",
"x0": secondary_threshold,
"x1": secondary_threshold,
"line": {
"color": rgba(COLORS.CORAL.value),
"width": 3
},
})
layout = go.Layout(
title="Pareto Frontier",
xaxis={
"title": frontier.secondary_metric,
"ticksuffix": "%" if rel_x else "",
"zeroline": True,
},
yaxis={
"title": frontier.primary_metric,
"ticksuffix": "%" if rel_y else "",
"zeroline": True,
},
hovermode="closest",
legend={"orientation": "h"},
width=750,
height=500,
margin=go.layout.Margin(pad=4, l=225, b=75, t=75), # noqa E741
shapes=shapes,
)
fig = go.Figure(data=[trace], layout=layout)
return AxPlotConfig(data=fig, plot_type=AxPlotTypes.GENERIC)
def plot_multiple_pareto_frontiers(
frontiers: Dict[str, ParetoFrontierResults],
CI_level: float = DEFAULT_CI_LEVEL,
show_parameterization_on_hover: bool = True,
) -> AxPlotConfig:
"""Plot a Pareto frontier from a ParetoFrontierResults object.
Args:
frontiers (Dict[str, ParetoFrontierResults]): The results of
the Pareto frontier computation.
CI_level (float, optional): The confidence level, i.e. 0.95 (95%)
show_parameterization_on_hover (bool, optional): If True, show the
parameterization of the points on the frontier on hover.
Returns:
AEPlotConfig: The resulting Plotly plot definition.
"""
first_frontier = list(frontiers.values())[0]
traces = []
for i, (method, frontier) in enumerate(frontiers.items()):
# Check the two metrics are the same as the first frontier
if (frontier.primary_metric != first_frontier.primary_metric or
frontier.secondary_metric != first_frontier.secondary_metric):
raise ValueError(
"All frontiers should have the same pairs of metrics.")
trace = _get_single_pareto_trace(
frontier=frontier,
legend_label=method,
trace_color=DISCRETE_COLOR_SCALE[i % len(DISCRETE_COLOR_SCALE)],
CI_level=CI_level,
show_parameterization_on_hover=show_parameterization_on_hover,
)
traces.append(trace)
shapes = []
primary_threshold = None
secondary_threshold = None
if frontier.objective_thresholds is not None:
primary_threshold = frontier.objective_thresholds.get(
frontier.primary_metric, None)
secondary_threshold = frontier.objective_thresholds.get(
frontier.secondary_metric, None)
absolute_metrics = frontier.absolute_metrics
rel_x = frontier.secondary_metric not in absolute_metrics
rel_y = frontier.primary_metric not in absolute_metrics
if primary_threshold is not None:
shapes.append({
"type": "line",
"xref": "paper",
"x0": 0.0,
"x1": 1.0,
"yref": "y",
"y0": primary_threshold,
"y1": primary_threshold,
"line": {
"color": rgba(COLORS.CORAL.value),
"width": 3
},
})
if secondary_threshold is not None:
shapes.append({
"type": "line",
"yref": "paper",
"y0": 0.0,
"y1": 1.0,
"xref": "x",
"x0": secondary_threshold,
"x1": secondary_threshold,
"line": {
"color": rgba(COLORS.CORAL.value),
"width": 3
},
})
layout = go.Layout(
title="Pareto Frontier",
xaxis={
"title": frontier.secondary_metric,
"ticksuffix": "%" if rel_x else "",
"zeroline": True,
},
yaxis={
"title": frontier.primary_metric,
"ticksuffix": "%" if rel_y else "",
"zeroline": True,
},
hovermode="closest",
legend={
"orientation": "h",
"yanchor": "top",
"y": -0.20,
"xanchor": "auto",
"x": 0.075,
},
width=750,
height=550,
margin=go.layout.Margin(pad=4, l=225, b=125, t=75), # noqa E741
shapes=shapes,
)
fig = go.Figure(data=traces, layout=layout)
return AxPlotConfig(data=fig, plot_type=AxPlotTypes.GENERIC)
def _error_scatter_trace(
arms: List[Union[PlotInSampleArm, PlotOutOfSampleArm]],
y_axis_var: PlotMetric,
x_axis_var: Optional[PlotMetric] = None,
y_axis_label: Optional[str] = None,
x_axis_label: Optional[str] = None,
status_quo_arm: Optional[PlotInSampleArm] = None,
show_CI: bool = True,
name: str = "In-sample",
color: Tuple[int] = COLORS.STEELBLUE.value,
visible: bool = True,
legendgroup: Optional[str] = None,
showlegend: bool = True,
hoverinfo: str = "text",
show_arm_details_on_hover: bool = True,
show_context: bool = False,
arm_noun: str = "arm",
) -> Dict[str, Any]:
"""Plot scatterplot with error bars.
Args:
arms (List[Union[PlotInSampleArm, PlotOutOfSampleArm]]):
a list of in-sample or out-of-sample arms.
In-sample arms have observed data, while out-of-sample arms
just have predicted data. As a result,
when passing out-of-sample arms, pred must be True.
y_axis_var: name of metric for y-axis, along with whether
it is observed or predicted.
x_axis_var: name of metric for x-axis,
along with whether it is observed or predicted. If None, arm names
are automatically used.
y_axis_label: custom label to use for y axis.
If None, use metric name from `y_axis_var`.
x_axis_label: custom label to use for x axis.
If None, use metric name from `x_axis_var` if that is not None.
status_quo_arm: the status quo
arm. Necessary for relative metrics.
show_CI: if True, plot confidence intervals.
name: name of trace. Default is "In-sample".
color: color as rgb tuple. Default is
(128, 177, 211), which corresponds to COLORS.STEELBLUE.
visible: if True, trace is visible (default).
legendgroup: group for legends.
showlegend: if True, legend if rendered.
hoverinfo: information to show on hover. Default is
custom text.
show_arm_details_on_hover: if True, display
parameterizations of arms on hover. Default is True.
show_context: if True and show_arm_details_on_hover,
context will be included in the hover.
arm_noun: noun to use instead of "arm" (e.g. group)
"""
x, x_se, y, y_se = _error_scatter_data(
arms=arms,
y_axis_var=y_axis_var,
x_axis_var=x_axis_var,
status_quo_arm=status_quo_arm,
)
labels = []
arm_names = [a.name for a in arms]
# No relativization if no x variable.
rel_x = x_axis_var.rel if x_axis_var else False
rel_y = y_axis_var.rel
for i in range(len(arm_names)):
heading = f"<b>{arm_noun.title()} {arm_names[i]}</b><br>"
x_lab = ("{name}: {estimate}{perc} {ci}<br>".format(
name=x_axis_var.metric if x_axis_label is None else x_axis_label,
estimate=(round(x[i], DECIMALS) if isinstance(
x[i], numbers.Number) else x[i]),
ci="" if x_se is None else _format_CI(x[i], x_se[i], rel_x),
perc="%" if rel_x else "",
) if x_axis_var is not None else "")
y_lab = "{name}: {estimate}{perc} {ci}<br>".format(
name=y_axis_var.metric if y_axis_label is None else y_axis_label,
estimate=(round(y[i], DECIMALS) if isinstance(
y[i], numbers.Number) else y[i]),
ci="" if y_se is None else _format_CI(y[i], y_se[i], rel_y),
perc="%" if rel_y else "",
)
parameterization = (_format_dict(arms[i].parameters,
"Parameterization")
if show_arm_details_on_hover else "")
context = (
# Expected `Dict[str, Optional[Union[bool, float, str]]]` for 1st anonymous
# parameter to call `ax.plot.helper._format_dict` but got
# `Optional[Dict[str, Union[float, str]]]`.
# pyre-fixme[6]:
_format_dict(arms[i].context_stratum, "Context")
if show_arm_details_on_hover and show_context # noqa W503
and arms[i].context_stratum # noqa W503
else "")
labels.append("{arm_name}<br>{xlab}{ylab}{param_blob}{context}".format(
arm_name=heading,
xlab=x_lab,
ylab=y_lab,
param_blob=parameterization,
context=context,
))
i += 1
trace = go.Scatter(
x=x,
y=y,
marker={"color": rgba(color)},
mode="markers",
name=name,
text=labels,
hoverinfo=hoverinfo,
)
if show_CI:
if x_se is not None:
trace.update(
error_x={
"type": "data",
"array": np.multiply(x_se, Z),
"color": rgba(color, CI_OPACITY),
})
if y_se is not None:
trace.update(
error_y={
"type": "data",
"array": np.multiply(y_se, Z),
"color": rgba(color, CI_OPACITY),
})
if visible is not None:
trace.update(visible=visible)
if legendgroup is not None:
trace.update(legendgroup=legendgroup)
if showlegend is not None:
trace.update(showlegend=showlegend)
return trace
def lattice_multiple_metrics(
model: ModelBridge,
generator_runs_dict: TNullableGeneratorRunsDict = None,
rel: bool = True,
show_arm_details_on_hover: bool = False,
) -> AxPlotConfig:
"""Plot raw values or predictions of combinations of two metrics for arms.
Args:
model: model to draw predictions from.
generator_runs_dict: a mapping from
generator run name to generator run.
rel: if True, use relative effects. Default is True.
show_arm_details_on_hover: if True, display
parameterizations of arms on hover. Default is False.
"""
metrics = model.metric_names
fig = tools.make_subplots(
rows=len(metrics),
cols=len(metrics),
print_grid=False,
shared_xaxes=False,
shared_yaxes=False,
)
plot_data, _, _ = get_plot_data(
model, generator_runs_dict if generator_runs_dict is not None else {},
metrics)
status_quo_arm = (
None if plot_data.status_quo_name is None
# pyre-fixme[6]: Expected `str` for 1st param but got `Optional[str]`.
else plot_data.in_sample.get(plot_data.status_quo_name))
# iterate over all combinations of metrics and generate scatter traces
for i, o1 in enumerate(metrics, start=1):
for j, o2 in enumerate(metrics, start=1):
if o1 != o2:
# in-sample observed and predicted
obs_insample_trace = _error_scatter_trace(
# Expected `List[Union[PlotInSampleArm,
# PlotOutOfSampleArm]]` for 1st anonymous parameter to call
# `ax.plot.scatter._error_scatter_trace` but got
# `List[PlotInSampleArm]`.
# pyre-fixme[6]:
list(plot_data.in_sample.values()),
x_axis_var=PlotMetric(o1, pred=False, rel=rel),
y_axis_var=PlotMetric(o2, pred=False, rel=rel),
status_quo_arm=status_quo_arm,
showlegend=(i == 1 and j == 2),
legendgroup="In-sample",
visible=False,
show_arm_details_on_hover=show_arm_details_on_hover,
)
predicted_insample_trace = _error_scatter_trace(
# Expected `List[Union[PlotInSampleArm,
# PlotOutOfSampleArm]]` for 1st anonymous parameter to call
# `ax.plot.scatter._error_scatter_trace` but got
# `List[PlotInSampleArm]`.
# pyre-fixme[6]:
list(plot_data.in_sample.values()),
x_axis_var=PlotMetric(o1, pred=True, rel=rel),
y_axis_var=PlotMetric(o2, pred=True, rel=rel),
status_quo_arm=status_quo_arm,
legendgroup="In-sample",
showlegend=(i == 1 and j == 2),
visible=True,
show_arm_details_on_hover=show_arm_details_on_hover,
)
fig.append_trace(obs_insample_trace, j, i)
fig.append_trace(predicted_insample_trace, j, i)
# iterate over models here
for k, (generator_run_name, cand_arms) in enumerate(
(plot_data.out_of_sample or {}).items(), start=1):
fig.append_trace(
_error_scatter_trace(
list(cand_arms.values()),
x_axis_var=PlotMetric(o1, pred=True, rel=rel),
y_axis_var=PlotMetric(o2, pred=True, rel=rel),
status_quo_arm=status_quo_arm,
name=generator_run_name,
color=DISCRETE_COLOR_SCALE[k],
showlegend=(i == 1 and j == 2),
legendgroup=generator_run_name,
show_arm_details_on_hover=show_arm_details_on_hover,
),
j,
i,
)
else:
# if diagonal is set to True, add box plots
fig.append_trace(
go.Box(
y=[arm.y[o1] for arm in plot_data.in_sample.values()],
name=None,
marker={"color": rgba(COLORS.STEELBLUE.value)},
showlegend=False,
legendgroup="In-sample",
visible=False,
hoverinfo="none",
),
j,
i,
)
fig.append_trace(
go.Box(
y=[
arm.y_hat[o1]
for arm in plot_data.in_sample.values()
],
name=None,
marker={"color": rgba(COLORS.STEELBLUE.value)},
showlegend=False,
legendgroup="In-sample",
hoverinfo="none",
),
j,
i,
)
for k, (generator_run_name, cand_arms) in enumerate(
(plot_data.out_of_sample or {}).items(), start=1):
fig.append_trace(
go.Box(
y=[arm.y_hat[o1] for arm in cand_arms.values()],
name=None,
marker={"color": rgba(DISCRETE_COLOR_SCALE[k])},
showlegend=False,
legendgroup=generator_run_name,
hoverinfo="none",
),
j,
i,
)
fig["layout"].update(
height=800,
width=960,
font={"size": 10},
hovermode="closest",
legend={
"orientation": "h",
"x": 0,
"y": 1.05,
"xanchor": "left",
"yanchor": "middle",
},
updatemenus=[
{
"x":
0.35,
"y":
1.08,
"xanchor":
"left",
"yanchor":
"middle",
"buttons": [
{
"args": [{
"error_x.width": 0,
"error_x.thickness": 0,
"error_y.width": 0,
"error_y.thickness": 0,
}],
"label":
"No",
"method":
"restyle",
},
{
"args": [{
"error_x.width": 4,
"error_x.thickness": 2,
"error_y.width": 4,
"error_y.thickness": 2,
}],
"label":
"Yes",
"method":
"restyle",
},
],
},
{
"x":
0.1,
"y":
1.08,
"xanchor":
"left",
"yanchor":
"middle",
"buttons": [
{
"args": [{
"visible":
(([False, True] +
[True] * len(plot_data.out_of_sample or {})) *
(len(metrics)**2))
}],
"label":
"Modeled",
"method":
"restyle",
},
{
"args": [{
"visible":
(([True, False] +
[False] * len(plot_data.out_of_sample or {})) *
(len(metrics)**2))
}],
"label":
"In-sample",
"method":
"restyle",
},
],
},
],
annotations=[
{
"x": 0.02,
"y": 1.1,
"xref": "paper",
"yref": "paper",
"text": "Type",
"showarrow": False,
"yanchor": "middle",
"xanchor": "left",
},
{
"x": 0.30,
"y": 1.1,
"xref": "paper",
"yref": "paper",
"text": "Show CI",
"showarrow": False,
"yanchor": "middle",
"xanchor": "left",
},
],
)
# add metric names to axes - add to each subplot if boxplots on the
# diagonal and axes are not shared; else, add to the leftmost y-axes
# and bottom x-axes.
for i, o in enumerate(metrics):
pos_x = len(metrics) * len(metrics) - len(metrics) + i + 1
pos_y = 1 + (len(metrics) * i)
fig["layout"]["xaxis{}".format(pos_x)].update(title=_wrap_metric(o),
titlefont={"size": 10})
fig["layout"]["yaxis{}".format(pos_y)].update(title=_wrap_metric(o),
titlefont={"size": 10})
# do not put x-axis ticks for boxplots
boxplot_xaxes = []
for trace in fig["data"]:
if trace["type"] == "box":
# stores the xaxes which correspond to boxplot subplots
# since we use xaxis1, xaxis2, etc, in plotly.py
boxplot_xaxes.append("xaxis{}".format(trace["xaxis"][1:]))
else:
# clear all error bars since default is no CI
trace["error_x"].update(width=0, thickness=0)
trace["error_y"].update(width=0, thickness=0)
for xaxis in boxplot_xaxes:
fig["layout"][xaxis]["showticklabels"] = False
return AxPlotConfig(data=fig, plot_type=AxPlotTypes.GENERIC)
def scatter_plot_with_pareto_frontier_plotly(
Y: np.ndarray,
Y_pareto: np.ndarray,
metric_x: str,
metric_y: str,
reference_point: Tuple[float, float],
minimize: bool = True,
) -> go.Figure:
"""Plots a scatter of all points in ``Y`` for ``metric_x`` and ``metric_y``
with a reference point and Pareto frontier from ``Y_pareto``.
Points in the scatter are colored in a gradient representing their trial index,
with metric_x on x-axis and metric_y on y-axis. Reference point is represented
as a star and Pareto frontier –– as a line. The frontier connects to the reference
point via projection lines.
NOTE: Both metrics should have the same minimization setting, passed as `minimize`.
Args:
Y: Array of outcomes, of which the first two will be plotted.
Y_pareto: Array of Pareto-optimal points, first two outcomes in which will be
plotted.
metric_x: Name of first outcome in ``Y``.
metric_Y: Name of second outcome in ``Y``.
reference_point: Reference point for ``metric_x`` and ``metric_y``.
minimize: Whether the two metrics in the plot are being minimized or maximized.
"""
Xs = Y[:, 0]
Ys = Y[:, 1]
experimental_points_scatter = go.Scatter(
x=Xs,
y=Ys,
mode="markers",
marker={
"color": np.linspace(0, 100, int(len(Xs) * 1.05)),
"colorscale": "magma",
"colorbar": {
"tickvals": [0, 50, 100],
"ticktext": [
1,
"iteration",
len(Xs),
],
},
},
name="Experimental points",
)
reference_point_star = go.Scatter(
x=[reference_point[0]],
y=[reference_point[1]],
mode="markers",
marker={"color": rgba(COLORS.STEELBLUE.value), "size": 25, "symbol": "star"},
)
extra_point_x = min(Y_pareto[:, 0]) if minimize else max(Y_pareto[:, 0])
reference_point_line_1 = go.Scatter(
x=[extra_point_x, reference_point[0]],
y=[reference_point[1], reference_point[1]],
mode="lines",
marker={"color": rgba(COLORS.STEELBLUE.value)},
)
extra_point_y = min(Y_pareto[:, 1]) if minimize else max(Y_pareto[:, 1])
reference_point_line_2 = go.Scatter(
x=[reference_point[0], reference_point[0]],
y=[extra_point_y, reference_point[1]],
mode="lines",
marker={"color": rgba(COLORS.STEELBLUE.value)},
)
Y_pareto_with_extra = np.concatenate(
(
[[extra_point_x, reference_point[1]]],
Y_pareto,
[[reference_point[0], extra_point_y]],
),
axis=0,
)
pareto_step = go.Scatter(
x=Y_pareto_with_extra[:, 0],
y=Y_pareto_with_extra[:, 1],
mode="lines",
marker={"color": rgba(COLORS.STEELBLUE.value)},
)
Y_no_outliers = _filter_outliers(Y=Y)
range_x = (
extend_range(lower=min(Y_no_outliers[:, 0]), upper=reference_point[0])
if minimize
else extend_range(lower=reference_point[0], upper=max(Y_no_outliers[:, 0]))
)
range_y = (
extend_range(lower=min(Y_no_outliers[:, 1]), upper=reference_point[1])
if minimize
else extend_range(lower=reference_point[1], upper=max(Y_no_outliers[:, 1]))
)
layout = go.Layout(
title="Observed points with Pareto frontier",
showlegend=False,
xaxis={"title": metric_x, "range": range_x},
yaxis={"title": metric_y, "range": range_y},
)
return go.Figure(
layout=layout,
data=[
pareto_step,
reference_point_line_1,
reference_point_line_2,
experimental_points_scatter,
reference_point_star,
],
)
def plot_pareto_frontier(
frontier: ParetoFrontierResults,
CI_level: float = DEFAULT_CI_LEVEL,
show_parameterization_on_hover: bool = True,
) -> AxPlotConfig:
"""Plot a Pareto frontier from a ParetoFrontierResults object.
Args:
frontier (ParetoFrontierResults): The results of the Pareto frontier
computation.
CI_level (float, optional): The confidence level, i.e. 0.95 (95%)
show_parameterization_on_hover (bool, optional): If True, show the
parameterization of the points on the frontier on hover.
Returns:
AEPlotConfig: The resulting Plotly plot definition.
"""
primary_means = frontier.means[frontier.primary_metric]
primary_sems = frontier.sems[frontier.primary_metric]
secondary_means = frontier.means[frontier.secondary_metric]
secondary_sems = frontier.sems[frontier.secondary_metric]
absolute_metrics = frontier.absolute_metrics
all_metrics = frontier.means.keys()
if frontier.arm_names is None:
arm_names = [
f"Parameterization {i}" for i in range(len(frontier.param_dicts))
]
else:
arm_names = [f"Arm {name}" for name in frontier.arm_names]
if CI_level is not None:
Z = 0.5 * norm.ppf(1 - (1 - CI_level) / 2)
else:
Z = None
primary_threshold = None
secondary_threshold = None
if frontier.objective_thresholds is not None:
primary_threshold = frontier.objective_thresholds.get(
frontier.primary_metric, None)
secondary_threshold = frontier.objective_thresholds.get(
frontier.secondary_metric, None)
labels = []
rel_x = frontier.secondary_metric not in absolute_metrics
rel_y = frontier.primary_metric not in absolute_metrics
for i, param_dict in enumerate(frontier.param_dicts):
label = f"<b>{arm_names[i]}</b><br>"
for metric in all_metrics:
metric_lab = _make_label(
mean=frontier.means[metric][i],
sem=frontier.sems[metric][i],
name=metric,
is_relative=metric not in absolute_metrics,
Z=Z,
)
label += metric_lab
parameterization = (_format_dict(param_dict, "Parameterization")
if show_parameterization_on_hover else "")
label += parameterization
labels.append(label)
traces = [
go.Scatter(
x=secondary_means,
y=primary_means,
error_x={
"type": "data",
"array": Z * np.array(secondary_sems),
"thickness": 2,
"color": rgba(COLORS.STEELBLUE.value, CI_OPACITY),
},
error_y={
"type": "data",
"array": Z * np.array(primary_sems),
"thickness": 2,
"color": rgba(COLORS.STEELBLUE.value, CI_OPACITY),
},
mode="markers",
text=labels,
hoverinfo="text",
)
]
shapes = []
if primary_threshold is not None:
shapes.append({
"type": "line",
"xref": "paper",
"x0": 0.0,
"x1": 1.0,
"yref": "y",
"y0": primary_threshold,
"y1": primary_threshold,
"line": {
"color": rgba(COLORS.CORAL.value),
"width": 3
},
})
if secondary_threshold is not None:
shapes.append({
"type": "line",
"yref": "paper",
"y0": 0.0,
"y1": 1.0,
"xref": "x",
"x0": secondary_threshold,
"x1": secondary_threshold,
"line": {
"color": rgba(COLORS.CORAL.value),
"width": 3
},
})
layout = go.Layout(
title="Pareto Frontier",
xaxis={
"title": frontier.secondary_metric,
"ticksuffix": "%" if rel_x else "",
"zeroline": True,
},
yaxis={
"title": frontier.primary_metric,
"ticksuffix": "%" if rel_y else "",
"zeroline": True,
},
hovermode="closest",
legend={"orientation": "h"},
width=750,
height=500,
margin=go.layout.Margin(pad=4, l=225, b=75, t=75), # noqa E741
shapes=shapes,
)
fig = go.Figure(data=traces, layout=layout)
return AxPlotConfig(data=fig, plot_type=AxPlotTypes.GENERIC)
