def test_affine_acquisition_objective(self):
for batch_shape, m, dtype in itertools.product(
([], [3]), (1, 2), (torch.float, torch.double)
):
offset = torch.rand(1).item()
weights = torch.randn(m, device=self.device, dtype=dtype)
obj = ScalarizedObjective(weights=weights, offset=offset)
posterior = _get_test_posterior(
batch_shape, m=m, device=self.device, dtype=dtype
)
mean, covar = posterior.mvn.mean, posterior.mvn.covariance_matrix
new_posterior = obj(posterior)
exp_size = torch.Size(batch_shape + [1, 1])
self.assertEqual(new_posterior.mean.shape, exp_size)
new_mean_exp = offset + mean @ weights
self.assertTrue(torch.allclose(new_posterior.mean[..., -1], new_mean_exp))
self.assertEqual(new_posterior.variance.shape, exp_size)
new_covar_exp = ((covar @ weights) @ weights).unsqueeze(-1)
self.assertTrue(
torch.allclose(new_posterior.variance[..., -1], new_covar_exp)
)
# test error
with self.assertRaises(ValueError):
ScalarizedObjective(weights=torch.rand(2, m))
# test evaluate
Y = torch.rand(2, m, device=self.device, dtype=dtype)
val = obj.evaluate(Y)
val_expected = offset + Y @ weights
self.assertTrue(torch.equal(val, val_expected))
def test_get_best_f_analytic(self):
with self.assertRaises(NotImplementedError):
get_best_f_analytic(training_data=self.nbd_td)
best_f = get_best_f_analytic(training_data=self.bd_td)
best_f_expected = self.bd_td.Y.squeeze().max()
self.assertEqual(best_f, best_f_expected)
with self.assertRaises(NotImplementedError):
get_best_f_analytic(training_data=self.bd_td_mo)
obj = ScalarizedObjective(weights=torch.rand(2))
best_f = get_best_f_analytic(training_data=self.bd_td_mo,
objective=obj)
best_f_expected = obj.evaluate(self.bd_td_mo.Y).max()
self.assertEqual(best_f, best_f_expected)