def testCrossValidate(self, mock_init, mock_cv):
ma = NumpyModelBridge()
ma.parameters = ["x", "y", "z"]
ma.outcomes = ["a", "b"]
observation_data = ma._cross_validate(
search_space=self.search_space,
obs_feats=self.observation_features,
obs_data=self.observation_data,
cv_test_points=self.observation_features,
)
Xs = [
np.array([[0.2, 1.2, 3.0], [0.4, 1.4, 3.0], [0.6, 1.6, 3]]),
np.array([[0.2, 1.2, 3.0], [0.4, 1.4, 3.0]]),
]
Ys = [np.array([[1.0], [2.0], [3.0]]), np.array([[-1.0], [-2.0]])]
Yvars = [np.array([[1.0], [2.0], [3.0]]), np.array([[6.0], [7.0]])]
Xtest = np.array([[0.2, 1.2, 3.0], [0.4, 1.4, 3.0], [0.6, 1.6, 3]])
# Transform to arrays:
model_cv_args = mock_cv.mock_calls[0][2]
for i, x in enumerate(model_cv_args["Xs_train"]):
self.assertTrue(np.array_equal(x, Xs[i]))
for i, y in enumerate(model_cv_args["Ys_train"]):
self.assertTrue(np.array_equal(y, Ys[i]))
for i, v in enumerate(model_cv_args["Yvars_train"]):
self.assertTrue(np.array_equal(v, Yvars[i]))
self.assertTrue(np.array_equal(model_cv_args["X_test"], Xtest))
# Transform from arrays:
for i, od in enumerate(observation_data):
self.assertEqual(od, self.observation_data[i])
def testPredict(self, mock_init, mock_predict):
ma = NumpyModelBridge()
ma.parameters = ["x", "y", "z"]
ma.outcomes = ["a", "b"]
observation_data = ma._predict(self.observation_features)
X = np.array([[0.2, 1.2, 3.0], [0.4, 1.4, 3.0], [0.6, 1.6, 3]])
self.assertTrue(np.array_equal(mock_predict.mock_calls[0][2]["X"], X))
for i, od in enumerate(observation_data):
self.assertEqual(od, self.observation_data[i])
def testFitAndUpdate(self, mock_init):
sq_feat = ObservationFeatures({})
sq_data = self.observation_data[2]
sq_obs = Observation(
features=ObservationFeatures({}),
data=self.observation_data[2],
arm_name="status_quo",
)
ma = NumpyModelBridge()
ma._training_data = self.observations + [sq_obs]
model = mock.create_autospec(NumpyModel, instance=True)
# No out of design points allowed in direct calls to fit.
with self.assertRaises(ValueError):
ma._fit(
model,
self.search_space,
self.observation_features + [sq_feat],
self.observation_data + [sq_data],
)
ma._fit(model, self.search_space, self.observation_features,
self.observation_data)
self.assertEqual(ma.parameters, ["x", "z", "y"])
self.assertEqual(sorted(ma.outcomes), ["a", "b"])
Xs = {
"a": np.array([[0.2, 3.0, 1.2], [0.4, 3.0, 1.4], [0.6, 3.0, 1.6]]),
"b": np.array([[0.2, 3.0, 1.2], [0.4, 3.0, 1.4]]),
}
Ys = {
"a": np.array([[1.0], [2.0], [3.0]]),
"b": np.array([[-1.0], [-2.0]])
}
Yvars = {
"a": np.array([[1.0], [2.0], [3.0]]),
"b": np.array([[6.0], [7.0]])
}
# put fidelity parameter to the last column
bounds = [(0.0, 1.0), (0.0, 5.0), (1.0, 2.0)]
model_fit_args = model.fit.mock_calls[0][2]
for i, x in enumerate(model_fit_args["Xs"]):
self.assertTrue(np.array_equal(x, Xs[ma.outcomes[i]]))
for i, y in enumerate(model_fit_args["Ys"]):
self.assertTrue(np.array_equal(y, Ys[ma.outcomes[i]]))
for i, v in enumerate(model_fit_args["Yvars"]):
self.assertTrue(np.array_equal(v, Yvars[ma.outcomes[i]]))
self.assertEqual(model_fit_args["bounds"], bounds)
self.assertEqual(model_fit_args["feature_names"], ["x", "z", "y"])
# And update
ma._update(
observation_features=self.observation_features,
observation_data=self.observation_data,
)
# Calling _update requires passing ALL data.
model_update_args = model.update.mock_calls[0][2]
for i, x in enumerate(model_update_args["Xs"]):
self.assertTrue(np.array_equal(x, Xs[ma.outcomes[i]]))
for i, y in enumerate(model_update_args["Ys"]):
self.assertTrue(np.array_equal(y, Ys[ma.outcomes[i]]))
for i, v in enumerate(model_update_args["Yvars"]):
self.assertTrue(np.array_equal(v, Yvars[ma.outcomes[i]]))
def testFitAndUpdate(self, mock_init):
sq_feat = ObservationFeatures({})
sq_data = self.observation_data[2]
sq_obs = Observation(
features=ObservationFeatures({}),
data=self.observation_data[2],
arm_name="status_quo",
)
ma = NumpyModelBridge()
ma._training_data = self.observations + [sq_obs]
model = mock.create_autospec(NumpyModel, 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": np.array([[0.2, 1.2, 3.0], [0.4, 1.4, 3.0], [0.6, 1.6, 3]]),
"b": np.array([[0.2, 1.2, 3.0], [0.4, 1.4, 3.0]]),
}
Ys = {
"a": np.array([[1.0], [2.0], [3.0]]),
"b": np.array([[-1.0], [-2.0]])
}
Yvars = {
"a": np.array([[1.0], [2.0], [3.0]]),
"b": np.array([[6.0], [7.0]])
}
bounds = [(0.0, 1.0), (1.0, 2.0), (0.0, 5.0)]
model_fit_args = model.fit.mock_calls[0][2]
for i, x in enumerate(model_fit_args["Xs"]):
self.assertTrue(np.array_equal(x, Xs[ma.outcomes[i]]))
for i, y in enumerate(model_fit_args["Ys"]):
self.assertTrue(np.array_equal(y, Ys[ma.outcomes[i]]))
for i, v in enumerate(model_fit_args["Yvars"]):
self.assertTrue(np.array_equal(v, Yvars[ma.outcomes[i]]))
self.assertEqual(model_fit_args["bounds"], bounds)
self.assertEqual(model_fit_args["feature_names"], ["x", "y", "z"])
# And update
ma.training_in_design.extend([True, True, True, True])
ma._update(
observation_features=self.observation_features + [sq_feat],
observation_data=self.observation_data + [sq_data],
)
self.assertEqual(ma.training_in_design, [True, True, True, False] * 2)
model_update_args = model.update.mock_calls[0][2]
for i, x in enumerate(model_update_args["Xs"]):
self.assertTrue(np.array_equal(x, Xs[ma.outcomes[i]]))
for i, y in enumerate(model_update_args["Ys"]):
self.assertTrue(np.array_equal(y, Ys[ma.outcomes[i]]))
for i, v in enumerate(model_update_args["Yvars"]):
self.assertTrue(np.array_equal(v, Yvars[ma.outcomes[i]]))
def testGen(self, mock_init, mock_best_point, mock_gen):
# Test with constraints
optimization_config = OptimizationConfig(
objective=Objective(Metric("a"), minimize=True),
outcome_constraints=[
OutcomeConstraint(Metric("b"), ComparisonOp.GEQ, 2, False)
],
)
ma = NumpyModelBridge()
ma.parameters = ["x", "y", "z"]
ma.outcomes = ["a", "b"]
ma.transforms = OrderedDict()
observation_features, weights, best_obsf, _ = ma._gen(
n=3,
search_space=self.search_space,
optimization_config=optimization_config,
pending_observations=self.pending_observations,
fixed_features=ObservationFeatures({"z": 3.0}),
model_gen_options=self.model_gen_options,
)
gen_args = mock_gen.mock_calls[0][2]
self.assertEqual(gen_args["n"], 3)
self.assertEqual(gen_args["bounds"], [(0.0, 1.0), (1.0, 2.0),
(0.0, 5.0)])
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.assertTrue(
np.array_equal(
gen_args["linear_constraints"][0],
np.array([[1.0, -1, 0.0], [-1.0, 0.0, -1.0]]),
))
self.assertTrue(
np.array_equal(gen_args["linear_constraints"][1],
np.array([[0.0], [-3.5]])))
self.assertEqual(gen_args["fixed_features"], {2: 3.0})
self.assertTrue(
np.array_equal(gen_args["pending_observations"][0], np.array([])))
self.assertTrue(
np.array_equal(gen_args["pending_observations"][1],
np.array([[0.6, 1.6, 3.0]])))
self.assertEqual(gen_args["model_gen_options"], {"option": "yes"})
self.assertEqual(observation_features[0].parameters, {
"x": 1.0,
"y": 2.0,
"z": 3.0
})
self.assertEqual(observation_features[1].parameters, {
"x": 3.0,
"y": 4.0,
"z": 3.0
})
self.assertTrue(np.array_equal(weights, np.array([1.0, 2.0])))
# Test with multiple objectives.
oc2 = OptimizationConfig(objective=ScalarizedObjective(
metrics=[Metric(name="a"), Metric(name="b")], minimize=True))
observation_features, weights, best_obsf, _ = ma._gen(
n=3,
search_space=self.search_space,
optimization_config=oc2,
pending_observations=self.pending_observations,
fixed_features=ObservationFeatures({"z": 3.0}),
model_gen_options=self.model_gen_options,
)
gen_args = mock_gen.mock_calls[1][2]
self.assertEqual(gen_args["bounds"], [(0.0, 1.0), (1.0, 2.0),
(0.0, 5.0)])
self.assertIsNone(gen_args["outcome_constraints"])
self.assertTrue(
np.array_equal(gen_args["objective_weights"],
np.array([-1.0, -1.0])))
# Test with MultiObjective (unweighted multiple objectives)
oc3 = MultiObjectiveOptimizationConfig(objective=MultiObjective(
metrics=[Metric(name="a"),
Metric(name="b", lower_is_better=True)],
minimize=True,
))
search_space = SearchSpace(self.parameters) # Unconstrained
observation_features, weights, best_obsf, _ = ma._gen(
n=3,
search_space=search_space,
optimization_config=oc3,
pending_observations=self.pending_observations,
fixed_features=ObservationFeatures({"z": 3.0}),
model_gen_options=self.model_gen_options,
)
gen_args = mock_gen.mock_calls[2][2]
self.assertEqual(gen_args["bounds"], [(0.0, 1.0), (1.0, 2.0),
(0.0, 5.0)])
self.assertIsNone(gen_args["outcome_constraints"])
self.assertTrue(
np.array_equal(gen_args["objective_weights"], np.array([1.0,
-1.0])))
# 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(3, search_space, {}, ObservationFeatures({}), None,
optimization_config)
gen_args = mock_gen.mock_calls[3][2]
self.assertEqual(gen_args["bounds"], [(0.0, 1.0), (1.0, 2.0)])
self.assertIsNone(gen_args["outcome_constraints"])
self.assertIsNone(gen_args["linear_constraints"])
self.assertIsNone(gen_args["fixed_features"])
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, False)
],
)
with self.assertRaises(ValueError):
ma._gen(
n=3,
search_space=self.search_space,
optimization_config=optimization_config,
pending_observations={},
fixed_features=ObservationFeatures({}),
)
optimization_config.objective.minimize = True
optimization_config.outcome_constraints[0].relative = True
with self.assertRaises(ValueError):
ma._gen(
n=3,
search_space=self.search_space,
optimization_config=optimization_config,
pending_observations={},
fixed_features=ObservationFeatures({}),
)
