def test_init(self):
mm = MockModel(MockPosterior(mean=torch.rand(2, 1)))
mc_points = torch.rand(2, 2)
qNIPV = qNegIntegratedPosteriorVariance(model=mm, mc_points=mc_points)
sampler = qNIPV.sampler
self.assertIsInstance(sampler, SobolQMCNormalSampler)
self.assertEqual(sampler.sample_shape, torch.Size([1]))
self.assertFalse(sampler.resample)
self.assertTrue(torch.equal(mc_points, qNIPV.mc_points))
self.assertIsNone(qNIPV.X_pending)
self.assertIsNone(qNIPV.objective)
sampler = IIDNormalSampler(num_samples=2, resample=True)
qNIPV = qNegIntegratedPosteriorVariance(model=mm,
mc_points=mc_points,
sampler=sampler)
self.assertIsInstance(qNIPV.sampler, IIDNormalSampler)
self.assertEqual(qNIPV.sampler.sample_shape, torch.Size([2]))
def test_q_neg_int_post_variance(self):
no = "botorch.utils.testing.MockModel.num_outputs"
for dtype in (torch.float, torch.double):
# basic test
mean = torch.zeros(4, 1, device=self.device, dtype=dtype)
variance = torch.rand(4, 1, device=self.device, dtype=dtype)
mc_points = torch.rand(10, 1, device=self.device, dtype=dtype)
mfm = MockModel(MockPosterior(mean=mean, variance=variance))
with mock.patch.object(MockModel, "fantasize", return_value=mfm):
with mock.patch(
no,
new_callable=mock.PropertyMock) as mock_num_outputs:
mock_num_outputs.return_value = 1
# TODO: Make this work with arbitrary models
mm = MockModel(None)
qNIPV = qNegIntegratedPosteriorVariance(
model=mm, mc_points=mc_points)
X = torch.empty(1, 1, device=self.device,
dtype=dtype) # dummy
val = qNIPV(X)
self.assertTrue(
torch.allclose(val, -(variance.mean()), atol=1e-4))
# batched model
mean = torch.zeros(2, 4, 1, device=self.device, dtype=dtype)
variance = torch.rand(2, 4, 1, device=self.device, dtype=dtype)
mc_points = torch.rand(2, 10, 1, device=self.device, dtype=dtype)
mfm = MockModel(MockPosterior(mean=mean, variance=variance))
with mock.patch.object(MockModel, "fantasize", return_value=mfm):
with mock.patch(
no,
new_callable=mock.PropertyMock) as mock_num_outputs:
mock_num_outputs.return_value = 1
# TODO: Make this work with arbitrary models
mm = MockModel(None)
qNIPV = qNegIntegratedPosteriorVariance(
model=mm, mc_points=mc_points)
# TODO: Allow broadcasting for batch evaluation
X = torch.empty(2, 1, 1, device=self.device,
dtype=dtype) # dummy
val = qNIPV(X)
val_exp = -variance.mean(dim=-2).squeeze(-1)
self.assertTrue(torch.allclose(val, val_exp, atol=1e-4))
# multi-output model
mean = torch.zeros(4, 2, device=self.device, dtype=dtype)
variance = torch.rand(4, 2, device=self.device, dtype=dtype)
cov = torch.diag_embed(variance.view(-1))
f_posterior = GPyTorchPosterior(
MultitaskMultivariateNormal(mean, cov))
mc_points = torch.rand(10, 1, device=self.device, dtype=dtype)
mfm = MockModel(f_posterior)
with mock.patch.object(MockModel, "fantasize", return_value=mfm):
with mock.patch(
no,
new_callable=mock.PropertyMock) as mock_num_outputs:
mock_num_outputs.return_value = 2
mm = MockModel(None)
# check error if objective is not ScalarizedObjective
with self.assertRaises(UnsupportedError):
qNegIntegratedPosteriorVariance(
model=mm,
mc_points=mc_points,
objective=IdentityMCObjective(),
)
weights = torch.tensor([0.5, 0.5],
device=self.device,
dtype=dtype)
qNIPV = qNegIntegratedPosteriorVariance(
model=mm,
mc_points=mc_points,
objective=ScalarizedObjective(weights=weights),
)
X = torch.empty(1, 1, device=self.device,
dtype=dtype) # dummy
val = qNIPV(X)
self.assertTrue(
torch.allclose(val, -0.5 * variance.mean(), atol=1e-4))
# batched multi-output model
mean = torch.zeros(4, 3, 1, 2, device=self.device, dtype=dtype)
variance = torch.rand(4, 3, 1, 2, device=self.device, dtype=dtype)
cov = torch.diag_embed(variance.view(4, 3, -1))
f_posterior = GPyTorchPosterior(
MultitaskMultivariateNormal(mean, cov))
mc_points = torch.rand(4, 1, device=self.device, dtype=dtype)
mfm = MockModel(f_posterior)
with mock.patch.object(MockModel, "fantasize", return_value=mfm):
with mock.patch(
no,
new_callable=mock.PropertyMock) as mock_num_outputs:
mock_num_outputs.return_value = 2
mm = MockModel(None)
weights = torch.tensor([0.5, 0.5],
device=self.device,
dtype=dtype)
qNIPV = qNegIntegratedPosteriorVariance(
model=mm,
mc_points=mc_points,
objective=ScalarizedObjective(weights=weights),
)
X = torch.empty(3, 1, 1, device=self.device,
dtype=dtype) # dummy
val = qNIPV(X)
val_exp = -0.5 * variance.mean(dim=0).view(3,
-1).mean(dim=-1)
self.assertTrue(torch.allclose(val, val_exp, atol=1e-4))