SimplifyParameterConstraints (#2326)

Summary:

Remove parameter constraints that can be trivially converted into an updated lower/upper bound

Reviewed By: SebastianAment

Differential Revision: D55718753

ax/modelbridge/transforms/simplify_parameter_constraints.py

@@ -0,0 +1,69 @@
+#!/usr/bin/env python3
+# Copyright (c) Meta Platforms, Inc. and affiliates.
+#
+# This source code is licensed under the MIT license found in the
+# LICENSE file in the root directory of this source tree.
+
+# pyre-strict
+import math
+from typing import List, TYPE_CHECKING
+
+from ax.core.parameter import FixedParameter, ParameterType, RangeParameter
+from ax.core.parameter_constraint import ParameterConstraint
+from ax.core.search_space import SearchSpace
+from ax.modelbridge.transforms.base import Transform
+from ax.utils.common.typeutils import checked_cast
+
+if TYPE_CHECKING:
+    # import as module to make sphinx-autodoc-typehints happy
+    from ax import modelbridge as modelbridge_module  # noqa F401
+
+
+class SimplifyParameterConstraints(Transform):
+    """Convert parameter constraints on one parameter to an updated bound.
+
+    This transform converts parameter constraints on only one parameter into an updated
+    upper or lower bound. Note that this transform will convert parameters that can only
+    take on one value into a `FixedParameter`. Make sure this transform is applied
+    before `RemoveFixed` if you want to remove all fixed parameters.
+    """
+
+    def _transform_search_space(self, search_space: SearchSpace) -> SearchSpace:
+        # keeps track of the constraints that cannot be converted to bounds
+        nontrivial_constraints: List[ParameterConstraint] = []
+        for pc in search_space.parameter_constraints:
+            if len(pc.constraint_dict) == 1:
+                # This can be turned into an updated bound since only one variable is
+                # involved in the constraint.
+                [(p_name, weight)] = pc.constraint_dict.items()
+                # NOTE: We only allow parameter constraints on range parameters
+                p = checked_cast(RangeParameter, search_space.parameters[p_name])
+                lb, ub = p.lower, p.upper
+                if weight == 0 and pc.bound < 0:  # Cannot be satisfied
+                    raise ValueError(
+                        "Parameter constraint cannot be satisfied since the weight "
+                        "is zero and the bound is negative."
+                    )
+                elif weight == 0:  # Constraint is always satisfied
+                    continue
+                elif weight > 0:  # New upper bound
+                    ub = float(pc.bound) / float(weight)
+                    if p.parameter_type == ParameterType.INT:
+                        ub = math.floor(ub)  # Round down
+                else:  # New lower bound
+                    lb = float(pc.bound) / float(weight)
+                    if p.parameter_type == ParameterType.INT:
+                        lb = math.ceil(lb)  # Round up
+
+                if lb == ub:  # Need to turn this into a fixed parameter
+                    search_space.parameters[p_name] = FixedParameter(
+                        name=p_name, parameter_type=p.parameter_type, value=lb
+                    )
+                elif weight > 0:
+                    p._upper = ub
+                else:
+                    p._lower = lb
+            else:
+                nontrivial_constraints.append(pc)
+        search_space.set_parameter_constraints(nontrivial_constraints)
+        return search_space

ax/modelbridge/transforms/tests/test_simplify_parameter_constraints.py

@@ -0,0 +1,122 @@
+#!/usr/bin/env python3
+# Copyright (c) Meta Platforms, Inc. and affiliates.
+#
+# This source code is licensed under the MIT license found in the
+# LICENSE file in the root directory of this source tree.
+
+# pyre-strict
+from copy import deepcopy
+from typing import List
+
+from ax.core.observation import ObservationFeatures
+from ax.core.parameter import (
+    ChoiceParameter,
+    FixedParameter,
+    Parameter,
+    ParameterType,
+    RangeParameter,
+)
+from ax.core.parameter_constraint import ParameterConstraint
+from ax.core.search_space import SearchSpace
+from ax.modelbridge.transforms.simplify_parameter_constraints import (
+    SimplifyParameterConstraints,
+)
+from ax.utils.common.testutils import TestCase
+
+
+class SimplifyParameterConstraintsTest(TestCase):
+    def setUp(self) -> None:
+        self.parameters: List[Parameter] = [
+            RangeParameter("x", lower=1, upper=3, parameter_type=ParameterType.FLOAT),
+            RangeParameter("y", lower=2, upper=5, parameter_type=ParameterType.INT),
+            ChoiceParameter(
+                "z", parameter_type=ParameterType.STRING, values=["a", "b", "c"]
+            ),
+        ]
+        self.observation_features = [
+            ObservationFeatures(parameters={"x": 2, "y": 2, "z": "b"})
+        ]
+
+    def test_transform_no_constraints(self) -> None:
+        t = SimplifyParameterConstraints()
+        ss = SearchSpace(parameters=self.parameters)
+        ss_transformed = t.transform_search_space(search_space=ss)
+        self.assertEqual(ss, ss_transformed)
+        self.assertEqual(
+            self.observation_features,
+            t.transform_observation_features(self.observation_features),
+        )
+
+    def test_transform_weight_zero(self) -> None:
+        t = SimplifyParameterConstraints()
+        ss = SearchSpace(
+            parameters=self.parameters,
+            parameter_constraints=[
+                ParameterConstraint(constraint_dict={"x": 0}, bound=1)
+            ],
+        )
+        ss_transformed = t.transform_search_space(search_space=deepcopy(ss))
+        self.assertEqual(ss_transformed.parameter_constraints, [])
+        self.assertEqual(ss.parameters, ss_transformed.parameters)
+        ss_raises = SearchSpace(
+            parameters=self.parameters,
+            parameter_constraints=[
+                ParameterConstraint(constraint_dict={"x": 0}, bound=-1)
+            ],
+        )
+        with self.assertRaisesRegex(
+            ValueError, "Parameter constraint cannot be satisfied since the weight"
+        ):
+            ss_transformed = t.transform_search_space(search_space=deepcopy(ss_raises))
+
+    def test_transform_search_space(self) -> None:
+        t = SimplifyParameterConstraints()
+        ss = SearchSpace(
+            parameters=self.parameters,
+            parameter_constraints=[
+                ParameterConstraint(constraint_dict={"x": 1}, bound=2),  # x <= 2
+                ParameterConstraint(constraint_dict={"y": -1}, bound=-4),  # y => 4
+            ],
+        )
+        ss_transformed = t.transform_search_space(search_space=deepcopy(ss))
+        self.assertEqual(
+            {
+                **ss.parameters,
+                "x": RangeParameter(
+                    "x", parameter_type=ParameterType.FLOAT, lower=1, upper=2
+                ),
+                "y": RangeParameter(
+                    "y", parameter_type=ParameterType.INT, lower=4, upper=5
+                ),
+            },
+            ss_transformed.parameters,
+        )
+        self.assertEqual(ss_transformed.parameter_constraints, [])
+        self.assertEqual(  # No-op
+            self.observation_features,
+            t.transform_observation_features(self.observation_features),
+        )
+
+    def test_transform_to_fixed(self) -> None:
+        t = SimplifyParameterConstraints()
+        ss = SearchSpace(
+            parameters=self.parameters,
+            parameter_constraints=[
+                ParameterConstraint(constraint_dict={"x": 1}, bound=1),  # x == 1
+                ParameterConstraint(constraint_dict={"y": -1}, bound=-5),  # y == 5
+            ],
+        )
+        ss_transformed = t.transform_search_space(search_space=deepcopy(ss))
+        self.assertEqual(
+            {
+                **ss.parameters,
+                "x": FixedParameter("x", parameter_type=ParameterType.FLOAT, value=1),
+                "y": FixedParameter("y", parameter_type=ParameterType.INT, value=5),
+            },
+            ss_transformed.parameters,
+        )
+        self.assertEqual(ss_transformed.parameter_constraints, [])
+        self.assertEqual(  # No-op
+            self.observation_features,
+            t.transform_observation_features(self.observation_features),
+        )

ax/storage/transform_registry.py

@@ -29,6 +29,9 @@
 )
 from ax.modelbridge.transforms.remove_fixed import RemoveFixed
 from ax.modelbridge.transforms.search_space_to_choice import SearchSpaceToChoice
+from ax.modelbridge.transforms.simplify_parameter_constraints import (
+    SimplifyParameterConstraints,
+)
 from ax.modelbridge.transforms.standardize_y import StandardizeY
 from ax.modelbridge.transforms.stratified_standardize_y import StratifiedStandardizeY
 from ax.modelbridge.transforms.task_encode import TaskEncode
@@ -79,6 +82,7 @@
     LogY: 23,
     Relativize: 24,
     RelativizeWithConstantControl: 25,
+    SimplifyParameterConstraints: 26,
 }
 
 

sphinx/source/modelbridge.rst

@@ -338,6 +338,14 @@ Transforms
     :undoc-members:
     :show-inheritance:
 
+`ax.modelbridge.transforms.simplify_parameter_constraints`
+~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+
+.. automodule:: ax.modelbridge.transforms.simplify_parameter_constraints
+    :members:
+    :undoc-members:
+    :show-inheritance:
+
  `ax.modelbridge.transforms.standardize\_y`
 ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~