diff --git a/ax/benchmark/benchmark_problem.py b/ax/benchmark/benchmark_problem.py index 17e118446d2..234fe69a154 100644 --- a/ax/benchmark/benchmark_problem.py +++ b/ax/benchmark/benchmark_problem.py @@ -13,10 +13,7 @@ from ax.benchmark.benchmark_metric import BenchmarkMetric from ax.benchmark.runners.base import BenchmarkRunner -from ax.benchmark.runners.botorch_test import ( - BoTorchTestProblem, - ParamBasedTestProblemRunner, -) +from ax.benchmark.runners.botorch_test import BoTorchTestProblem from ax.core.data import Data from ax.core.experiment import Experiment from ax.core.objective import MultiObjective, Objective @@ -380,7 +377,7 @@ def create_problem_from_botorch( name=name, search_space=search_space, optimization_config=optimization_config, - runner=ParamBasedTestProblemRunner( + runner=BenchmarkRunner( test_problem=BoTorchTestProblem(botorch_problem=test_problem), outcome_names=outcome_names, search_space_digest=extract_search_space_digest( diff --git a/ax/benchmark/problems/hpo/torchvision.py b/ax/benchmark/problems/hpo/torchvision.py index 654eb723d64..990b80f12bc 100644 --- a/ax/benchmark/problems/hpo/torchvision.py +++ b/ax/benchmark/problems/hpo/torchvision.py @@ -14,10 +14,8 @@ BenchmarkProblem, get_soo_config_and_outcome_names, ) -from ax.benchmark.runners.botorch_test import ( - ParamBasedTestProblem, - ParamBasedTestProblemRunner, -) +from ax.benchmark.runners.base import BenchmarkRunner +from ax.benchmark.runners.botorch_test import ParamBasedTestProblem from ax.core.parameter import ParameterType, RangeParameter from ax.core.search_space import SearchSpace from ax.exceptions.core import UserInputError @@ -217,7 +215,7 @@ def get_pytorch_cnn_torchvision_benchmark_problem( observe_noise_sd=False, objective_name="accuracy", ) - runner = ParamBasedTestProblemRunner( + runner = BenchmarkRunner( test_problem=PyTorchCNNTorchvisionParamBasedProblem(name=name), outcome_names=outcome_names, ) diff --git a/ax/benchmark/problems/synthetic/discretized/mixed_integer.py b/ax/benchmark/problems/synthetic/discretized/mixed_integer.py index 36359e9076e..b3d66ef062b 100644 --- a/ax/benchmark/problems/synthetic/discretized/mixed_integer.py +++ b/ax/benchmark/problems/synthetic/discretized/mixed_integer.py @@ -21,10 +21,8 @@ from ax.benchmark.benchmark_metric import BenchmarkMetric from ax.benchmark.benchmark_problem import BenchmarkProblem -from ax.benchmark.runners.botorch_test import ( - BoTorchTestProblem, - ParamBasedTestProblemRunner, -) +from ax.benchmark.runners.base import BenchmarkRunner +from ax.benchmark.runners.botorch_test import BoTorchTestProblem from ax.core.objective import Objective from ax.core.optimization_config import OptimizationConfig from ax.core.parameter import ParameterType, RangeParameter @@ -104,7 +102,7 @@ def _get_problem_from_common_inputs( test_problem = test_problem_class(dim=dim) else: test_problem = test_problem_class(dim=dim, bounds=test_problem_bounds) - runner = ParamBasedTestProblemRunner( + runner = BenchmarkRunner( test_problem=BoTorchTestProblem( botorch_problem=test_problem, modified_bounds=bounds ), diff --git a/ax/benchmark/problems/synthetic/hss/jenatton.py b/ax/benchmark/problems/synthetic/hss/jenatton.py index fc2b40e6698..69cd824759d 100644 --- a/ax/benchmark/problems/synthetic/hss/jenatton.py +++ b/ax/benchmark/problems/synthetic/hss/jenatton.py @@ -11,10 +11,8 @@ import torch from ax.benchmark.benchmark_metric import BenchmarkMetric from ax.benchmark.benchmark_problem import BenchmarkProblem -from ax.benchmark.runners.botorch_test import ( - ParamBasedTestProblem, - ParamBasedTestProblemRunner, -) +from ax.benchmark.runners.base import BenchmarkRunner +from ax.benchmark.runners.botorch_test import ParamBasedTestProblem from ax.core.objective import Objective from ax.core.optimization_config import OptimizationConfig from ax.core.parameter import ChoiceParameter, ParameterType, RangeParameter @@ -120,7 +118,7 @@ def get_jenatton_benchmark_problem( name=name, search_space=search_space, optimization_config=optimization_config, - runner=ParamBasedTestProblemRunner( + runner=BenchmarkRunner( test_problem=Jenatton(), outcome_names=[name], noise_std=noise_std ), num_trials=num_trials, diff --git a/ax/benchmark/runners/base.py b/ax/benchmark/runners/base.py index b00f324bd27..72893544319 100644 --- a/ax/benchmark/runners/base.py +++ b/ax/benchmark/runners/base.py @@ -5,13 +5,13 @@ # pyre-strict -from abc import ABC, abstractmethod from collections.abc import Iterable, Mapping from dataclasses import dataclass, field, InitVar from math import sqrt from typing import Any import torch +from ax.benchmark.runners.botorch_test import ParamBasedTestProblem from ax.core.base_trial import BaseTrial, TrialStatus from ax.core.batch_trial import BatchTrial from ax.core.runner import Runner @@ -27,7 +27,7 @@ @dataclass(kw_only=True) -class BenchmarkRunner(Runner, ABC): +class BenchmarkRunner(Runner): """ A Runner that produces both observed and ground-truth values. @@ -44,9 +44,19 @@ class BenchmarkRunner(Runner, ABC): - If they are not deterministc, they are not supported. It is not conceptually clear how to benchmark such problems, so we decided to not over-engineer for that before such a use case arrives. + + Args: + outcome_names: The names of the outcomes returned by the problem. + test_problem: A ``ParamBasedTestProblem`` from which to generate + deterministic data before adding noise. + noise_std: The standard deviation of the noise added to the data. Can be + a list or dict to be per-metric. + search_space_digest: Used to extract target fidelity and task. """ outcome_names: list[str] + test_problem: ParamBasedTestProblem + noise_std: float | list[float] | dict[str, float] = 0.0 # pyre-fixme[16]: Pyre doesn't understand InitVars search_space_digest: InitVar[SearchSpaceDigest | None] = None target_fidelity_and_task: Mapping[str, float | int] = field(init=False) @@ -61,12 +71,12 @@ def __post_init__(self, search_space_digest: SearchSpaceDigest | None) -> None: self.target_fidelity_and_task = {} def get_Y_true(self, params: Mapping[str, TParamValue]) -> Tensor: - """ - Return the ground truth values for a given arm. + """Evaluates the test problem. - Synthetic noise is added as part of the Runner's `run()` method. + Returns: + An `m`-dim tensor of ground truth (noiseless) evaluations. """ - ... + return torch.atleast_1d(self.test_problem.evaluate_true(params=params)) # pyre-fixme[24]: Generic type `ndarray` expects 2 type parameters. def evaluate_oracle(self, parameters: Mapping[str, TParamValue]) -> ndarray: @@ -83,13 +93,19 @@ def evaluate_oracle(self, parameters: Mapping[str, TParamValue]) -> ndarray: params = {**parameters, **self.target_fidelity_and_task} return self.get_Y_true(params=params).numpy() - @abstractmethod def get_noise_stds(self) -> dict[str, float]: - """ - Return the standard errors for the synthetic noise to be applied to the - observed values. - """ - ... + noise_std = self.noise_std + if isinstance(noise_std, float): + return {name: noise_std for name in self.outcome_names} + elif isinstance(noise_std, dict): + if not set(noise_std.keys()) == set(self.outcome_names): + raise ValueError( + "Noise std must have keys equal to outcome names if given as " + "a dict." + ) + return noise_std + # list of floats + return dict(zip(self.outcome_names, noise_std, strict=True)) def run(self, trial: BaseTrial) -> dict[str, Any]: """Run the trial by evaluating its parameterization(s). diff --git a/ax/benchmark/runners/botorch_test.py b/ax/benchmark/runners/botorch_test.py index de18d01b6eb..321675afab3 100644 --- a/ax/benchmark/runners/botorch_test.py +++ b/ax/benchmark/runners/botorch_test.py @@ -11,7 +11,6 @@ from itertools import islice import torch -from ax.benchmark.runners.base import BenchmarkRunner from ax.core.types import TParamValue from botorch.test_functions.synthetic import BaseTestProblem, ConstrainedBaseTestProblem from botorch.utils.transforms import normalize, unnormalize @@ -91,48 +90,3 @@ def evaluate_true(self, params: Mapping[str, float | int]) -> torch.Tensor: constraints = self.botorch_problem.evaluate_slack_true(x).view(-1) return torch.cat([objectives, constraints], dim=-1) return objectives - - -@dataclass(kw_only=True) -class ParamBasedTestProblemRunner(BenchmarkRunner): - """ - A Runner for evaluating `ParamBasedTestProblem`s. - - Given a trial, the Runner will use its `test_problem` to evaluate the - problem noiselessly for each arm in the trial, and then add noise as - specified by the `noise_std`. It will return - metadata including the outcome names and values of metrics. - - Args: - outcome_names: The names of the outcomes returned by the problem. - search_space_digest: Used to extract target fidelity and task. - test_problem: A ``ParamBasedTestProblem`` from which to generate - deterministic data before adding noise. - noise_std: The standard deviation of the noise added to the data. Can be - a list to be per-metric. - """ - - test_problem: ParamBasedTestProblem - noise_std: float | list[float] | dict[str, float] = 0.0 - - def get_noise_stds(self) -> dict[str, float]: - noise_std = self.noise_std - if isinstance(noise_std, float): - return {name: noise_std for name in self.outcome_names} - elif isinstance(noise_std, dict): - if not set(noise_std.keys()) == set(self.outcome_names): - raise ValueError( - "Noise std must have keys equal to outcome names if given as " - "a dict." - ) - return noise_std - # list of floats - return dict(zip(self.outcome_names, noise_std, strict=True)) - - def get_Y_true(self, params: Mapping[str, TParamValue]) -> Tensor: - """Evaluates the test problem. - - Returns: - An `m`-dim tensor of ground truth (noiseless) evaluations. - """ - return torch.atleast_1d(self.test_problem.evaluate_true(params=params)) diff --git a/ax/benchmark/tests/problems/synthetic/hss/test_jenatton.py b/ax/benchmark/tests/problems/synthetic/hss/test_jenatton.py index 953ea7be3aa..23a2f2737c5 100644 --- a/ax/benchmark/tests/problems/synthetic/hss/test_jenatton.py +++ b/ax/benchmark/tests/problems/synthetic/hss/test_jenatton.py @@ -14,7 +14,6 @@ get_jenatton_benchmark_problem, jenatton_test_function, ) -from ax.benchmark.runners.botorch_test import ParamBasedTestProblemRunner from ax.core.arm import Arm from ax.core.data import Data from ax.core.experiment import Experiment @@ -106,10 +105,7 @@ def test_create_problem(self) -> None: self.assertEqual(metric.name, "Jenatton") self.assertTrue(objective.minimize) self.assertTrue(metric.lower_is_better) - self.assertEqual( - assert_is_instance(problem.runner, ParamBasedTestProblemRunner).noise_std, - 0.0, - ) + self.assertEqual(problem.runner.noise_std, 0.0) self.assertFalse(assert_is_instance(metric, BenchmarkMetric).observe_noise_sd) problem = get_jenatton_benchmark_problem( @@ -118,10 +114,7 @@ def test_create_problem(self) -> None: objective = problem.optimization_config.objective metric = objective.metric self.assertTrue(metric.lower_is_better) - self.assertEqual( - assert_is_instance(problem.runner, ParamBasedTestProblemRunner).noise_std, - 0.1, - ) + self.assertEqual(problem.runner.noise_std, 0.1) self.assertTrue(assert_is_instance(metric, BenchmarkMetric).observe_noise_sd) def test_fetch_trial_data(self) -> None: diff --git a/ax/benchmark/tests/problems/test_mixed_integer_problems.py b/ax/benchmark/tests/problems/test_mixed_integer_problems.py index 694dfd63a66..c744c50f516 100644 --- a/ax/benchmark/tests/problems/test_mixed_integer_problems.py +++ b/ax/benchmark/tests/problems/test_mixed_integer_problems.py @@ -15,10 +15,7 @@ get_discrete_hartmann, get_discrete_rosenbrock, ) -from ax.benchmark.runners.botorch_test import ( - BoTorchTestProblem, - ParamBasedTestProblemRunner, -) +from ax.benchmark.runners.botorch_test import BoTorchTestProblem from ax.core.arm import Arm from ax.core.parameter import ParameterType from ax.core.trial import Trial @@ -37,7 +34,7 @@ def test_problems(self) -> None: name = problem_cls.__name__ problem = constructor() self.assertEqual(f"Discrete {name}", problem.name) - runner = assert_is_instance(problem.runner, ParamBasedTestProblemRunner) + runner = problem.runner test_problem = assert_is_instance(runner.test_problem, BoTorchTestProblem) botorch_problem = test_problem.botorch_problem self.assertIsInstance(botorch_problem, problem_cls) @@ -99,7 +96,7 @@ def test_problems(self) -> None: ] for problem, params, expected_arg in cases: - runner = assert_is_instance(problem.runner, ParamBasedTestProblemRunner) + runner = problem.runner test_problem = assert_is_instance(runner.test_problem, BoTorchTestProblem) trial = Trial(experiment=MagicMock()) # pyre-fixme: Incompatible parameter type [6]: In call diff --git a/ax/benchmark/tests/runners/test_botorch_test_problem.py b/ax/benchmark/tests/runners/test_botorch_test_problem.py index c32c9a30b7c..822be7f9bd1 100644 --- a/ax/benchmark/tests/runners/test_botorch_test_problem.py +++ b/ax/benchmark/tests/runners/test_botorch_test_problem.py @@ -16,10 +16,8 @@ import torch from ax.benchmark.problems.synthetic.hss.jenatton import get_jenatton_benchmark_problem -from ax.benchmark.runners.botorch_test import ( - BoTorchTestProblem, - ParamBasedTestProblemRunner, -) +from ax.benchmark.runners.base import BenchmarkRunner +from ax.benchmark.runners.botorch_test import BoTorchTestProblem from ax.benchmark.runners.surrogate import SurrogateTestFunction from ax.core.arm import Arm from ax.core.base_trial import TrialStatus @@ -154,7 +152,7 @@ def test_synthetic_runner(self) -> None: outcome_names = ["branin"] # Set up runner - runner = ParamBasedTestProblemRunner( + runner = BenchmarkRunner( test_problem=test_problem, outcome_names=outcome_names, noise_std=noise_std, @@ -293,15 +291,15 @@ def test_synthetic_runner(self) -> None: with self.assertRaisesRegex( UnsupportedError, "serialize_init_args is not a supported method" ): - ParamBasedTestProblemRunner.serialize_init_args(obj=runner) + BenchmarkRunner.serialize_init_args(obj=runner) with self.assertRaisesRegex( UnsupportedError, "deserialize_init_args is not a supported method" ): - ParamBasedTestProblemRunner.deserialize_init_args({}) + BenchmarkRunner.deserialize_init_args({}) def test_botorch_test_problem_runner_heterogeneous_noise(self) -> None: for noise_std in [[0.1, 0.05], {"objective": 0.1, "constraint": 0.05}]: - runner = ParamBasedTestProblemRunner( + runner = BenchmarkRunner( test_problem=BoTorchTestProblem( botorch_problem=ConstrainedHartmann(dim=6) ), diff --git a/ax/benchmark/tests/test_benchmark_problem.py b/ax/benchmark/tests/test_benchmark_problem.py index 886d9f85cb8..b8f948a1607 100644 --- a/ax/benchmark/tests/test_benchmark_problem.py +++ b/ax/benchmark/tests/test_benchmark_problem.py @@ -14,10 +14,8 @@ from ax.benchmark.benchmark_metric import BenchmarkMetric from ax.benchmark.benchmark_problem import BenchmarkProblem, create_problem_from_botorch -from ax.benchmark.runners.botorch_test import ( - BoTorchTestProblem, - ParamBasedTestProblemRunner, -) +from ax.benchmark.runners.base import BenchmarkRunner +from ax.benchmark.runners.botorch_test import BoTorchTestProblem from ax.core.objective import MultiObjective, Objective from ax.core.optimization_config import ( MultiObjectiveOptimizationConfig, @@ -54,7 +52,7 @@ def test_inference_value_not_implemented(self) -> None: for name in ["Branin", "Currin"] ] optimization_config = OptimizationConfig(objective=objectives[0]) - runner = ParamBasedTestProblemRunner( + runner = BenchmarkRunner( test_problem=BoTorchTestProblem(botorch_problem=Branin()), outcome_names=["foo"], ) @@ -215,7 +213,7 @@ def _test_constrained_from_botorch( observe_noise_sd=observe_noise_sd, noise_std=noise_std, ) - runner = assert_is_instance(ax_problem.runner, ParamBasedTestProblemRunner) + runner = ax_problem.runner test_problem = assert_is_instance(runner.test_problem, BoTorchTestProblem) botorch_problem = assert_is_instance( test_problem.botorch_problem, ConstrainedBaseTestProblem diff --git a/ax/storage/tests/test_registry_bundle.py b/ax/storage/tests/test_registry_bundle.py index 4add5eb266b..1c775db8dac 100644 --- a/ax/storage/tests/test_registry_bundle.py +++ b/ax/storage/tests/test_registry_bundle.py @@ -6,7 +6,6 @@ # pyre-strict from ax.benchmark.benchmark_metric import BenchmarkMetric -from ax.benchmark.runners.botorch_test import ParamBasedTestProblemRunner from ax.metrics.branin import BraninMetric from ax.runners.synthetic import SyntheticRunner from ax.storage.registry_bundle import RegistryBundle @@ -26,7 +25,7 @@ def test_from_registry_bundles(self) -> None: right = RegistryBundle( metric_clss={BenchmarkMetric: None}, - runner_clss={ParamBasedTestProblemRunner: None}, + runner_clss={SyntheticRunner: None}, json_encoder_registry={}, json_class_encoder_registry={}, json_decoder_registry={}, @@ -41,4 +40,3 @@ def test_from_registry_bundles(self) -> None: self.assertIn(BraninMetric, combined.encoder_registry) self.assertIn(SyntheticRunner, combined.encoder_registry) self.assertIn(BenchmarkMetric, combined.encoder_registry) - self.assertIn(ParamBasedTestProblemRunner, combined.encoder_registry) diff --git a/ax/utils/testing/benchmark_stubs.py b/ax/utils/testing/benchmark_stubs.py index f5a7a72b717..0c462ac32eb 100644 --- a/ax/utils/testing/benchmark_stubs.py +++ b/ax/utils/testing/benchmark_stubs.py @@ -15,10 +15,8 @@ from ax.benchmark.benchmark_metric import BenchmarkMetric from ax.benchmark.benchmark_problem import BenchmarkProblem, create_problem_from_botorch from ax.benchmark.benchmark_result import AggregatedBenchmarkResult, BenchmarkResult -from ax.benchmark.runners.botorch_test import ( - ParamBasedTestProblem, - ParamBasedTestProblemRunner, -) +from ax.benchmark.runners.base import BenchmarkRunner +from ax.benchmark.runners.botorch_test import ParamBasedTestProblem from ax.benchmark.runners.surrogate import SurrogateTestFunction from ax.core.experiment import Experiment from ax.core.objective import MultiObjective, Objective @@ -105,9 +103,7 @@ def get_soo_surrogate_test_function(lazy: bool = True) -> SurrogateTestFunction: def get_soo_surrogate() -> BenchmarkProblem: experiment = get_branin_experiment(with_completed_trial=True) test_function = get_soo_surrogate_test_function() - runner = ParamBasedTestProblemRunner( - test_problem=test_function, outcome_names=["branin"] - ) + runner = BenchmarkRunner(test_problem=test_function, outcome_names=["branin"]) observe_noise_sd = True objective = Objective( @@ -144,9 +140,7 @@ def get_moo_surrogate() -> BenchmarkProblem: outcome_names=outcome_names, get_surrogate_and_datasets=lambda: (surrogate, []), ) - runner = ParamBasedTestProblemRunner( - test_problem=test_function, outcome_names=outcome_names - ) + runner = BenchmarkRunner(test_problem=test_function, outcome_names=outcome_names) observe_noise_sd = True optimization_config = MultiObjectiveOptimizationConfig( objective=MultiObjective(