import random from botorch.models import SingleTaskGP from botorch.utils.multi_objective.hypervolume import Hypervolume from botorch.utils.multi_objective.pareto import is_non_dominated import numpy as np import torch from .model import build_and_optimize_model def explorative_run(surrogate_model, q, objective_weights,idx_test, test_x_torch): """ Fully explorative acquisition function solely for benchmarking purpose. Input: surrogate_model: surrogate model object The surrogate model to be used. q: int batch size objective_weights: list of floats lists of the weights to be used for the scalarization in multi-obj. optimization idx_test: list list of test indices test_x_torch: tensor torch tensor of the test data features Returns the indices of the selected samples, their data, and their list position in the test data lists. """ # get the variance of the test samples from the surrogate model variance = surrogate_model.posterior(test_x_torch).variance # scalarization in case of multi-objective optimization if type(variance[0].detach().tolist()) is list: # for mono-objective, the type would be float # use the provided weights or otherwise average the predicted variance if objective_weights is not None: objective_weights = torch.tensor(objective_weights).to(**tkwargs).double() variance = (variance * objective_weights).sum(dim=-1) else: # average if no weights are provided variance = variance.mean(dim=-1) # convert to numpy array variance_np = variance.detach().numpy() # sort the posterior variance sorted_variance = variance_np.tolist().copy() sorted_variance.sort(reverse=True) # only keep the top scores (= batch size) selected_variance = sorted_variance[:q] # determine the list indices that belong to these variance scores list_positions_selected_variance = [] for current_variance in selected_variance: position = [i for i,x in enumerate(list(variance_np)) if x == current_variance] # add the positions of all list occurances of the selected variances to the position list for k in range(len(position)): if len(list_positions_selected_variance) < q: list_positions_selected_variance.append(position[k]) samples = [] best_samples=[] # get the indices for these samples in idx_test for position in list_positions_selected_variance: best_samples.append(idx_test[position]) samples.append(test_x_torch.detach().numpy().tolist()[position]) return best_samples, samples, list_positions_selected_variance def greedy_run(surrogate_model, q, objective_weights, idx_test, test_x_torch): """ Fully exploitative acqusition function. If used for multi-objective optimization, the objectives are scalarized using provided weights or by averaging. Input: surrogate_model: surrogate model object The surrogate model to be used. q: int batch size objective_weights: list of float list with weights for the objectives in the scalarization (only multi-obj. opt.) idx_test: list list of test indices test_x_torch: tensor torch tensor of the test data features Returns the indices of the selected samples, their data, and their list position in the test data lists. """ tkwargs = {"dtype": torch.double, "device": torch.device("cpu")} # get the surrogate means for the test samples means = surrogate_model.posterior(test_x_torch).mean # scalarization in case of multi-objective optimization if type(means[0].detach().tolist()) is list: # for mono-objective, the type would be float # use the provided weights or otherwise average the predicted means if objective_weights is not None: objective_weights = torch.tensor(objective_weights).to(**tkwargs).double() means = (means * objective_weights).sum(dim=-1) else: # average if no weights are provided means = means.mean(dim=-1) # convert to numpy array means_np = means.detach().numpy() # sort the posterior means sorted_means = means_np.tolist().copy() sorted_means.sort(reverse=True) # only keep the top scores (= batch size) selected_means = sorted_means[:q] # determine the list indices that belong to these mean scores list_positions_selected_means = [] for current_means in selected_means: position = [i for i,x in enumerate(list(means_np)) if x == current_means] # add the positions of all list occurances of the selected means to the position list for k in range(len(position)): if len(list_positions_selected_means) < q: list_positions_selected_means.append(position[k]) samples = [] best_samples=[] # get the indices for these samples in idx_test for position in list_positions_selected_means: best_samples.append(idx_test[position]) samples.append(test_x_torch.detach().numpy().tolist()[position]) return best_samples, samples, list_positions_selected_means def hypervolume_improvement(surrogate_model, q, objective_weights, cumulative_train_y, idx_test, test_x_torch): """ Multiobjective greedy acquisition function. Exploit the improvement of the current hypervolume. Input: surrogate_model: surrogate model object The surrogate model to be used. q: int batch size objective_weights: list of float list with weights for the objectives in the scalarization (only multi-obj. opt.) cumulative_train_y: np.array array of the training data labels idx_test: list list of test indices test_x_torch: tensor torch tensor of the test data features Returns the indices of the selected samples, their data, and their list position in the test data lists. """ tkwargs = {"dtype": torch.double, "device": torch.device("cpu")} # Calculate the reference point for the hypervolume (minimum value for each objective that was seen so far). ref_mins = np.min(cumulative_train_y, axis=0) ref_point = torch.tensor(ref_mins).double().to(**tkwargs) # Get the surrogate means for the test samples means = surrogate_model.posterior(test_x_torch).mean # Get the current Pareto front train_y_torch = torch.tensor(cumulative_train_y).to(**tkwargs).double() pareto_mask = is_non_dominated(train_y_torch) # Check which points are non-dominated pareto_y = train_y_torch[pareto_mask] # The Pareto front is the collection of non-dominated points. # Apply weights to the predicted means and Pareto front if requested. if objective_weights is not None: objective_weights = torch.tensor(objective_weights).to(**tkwargs).double() means = means * objective_weights pareto_y = pareto_y * objective_weights # Calculate the hypervolume of the current Pareto front. hv = Hypervolume(ref_point=ref_point) # initialize hypervolume object. initial_hv = hv.compute(pareto_y) # calculate hypervolume # Calculate the improvement of the hypervolume for each test set point hv_improvements = [] for i in range(means.shape[0]): # loop through all test set samples current_front = torch.cat([pareto_y, means[i].unsqueeze(0)], dim=0) # add the test sample to the current pareto front current_hv = hv.compute(current_front[is_non_dominated(current_front)]) # calculate the hv for that front improvement = current_hv - initial_hv # get the hypervolume improvement hv_improvements.append(improvement) # Get the indices of the top q values in hv_improvements (q is the batch size) top_q_indices = np.array(hv_improvements).argsort()[-q:][::-1] # Remove indices for which the hv_improvement was 0 (in case not enough led to improvement) list_positions_samples = [idx for idx in top_q_indices if hv_improvements[idx] > 0] # get the samples from the test data test_x_list = test_x_torch.detach().numpy().tolist() samples = [test_x_list[position] for position in list_positions_samples] best_samples= [idx_test[position] for position in list_positions_samples] # use the greedy acq fct to calculate the remaining samples in case that # less samples than requested improved the hypervolume # this acq fct uses simple scalarization of the objectives instead of hypervolume improvement remaining_q = q - len(list_positions_samples) if remaining_q != 0: # remove the just selected samples from idx_test and test_x_torch to avoid duplicate selections updated_idx_test = np.delete(idx_test, list_positions_samples) for position in list_positions_samples: test_x_list.pop(position) idx_greedy, samples_greedy, list_positions_greedy = greedy_run( surrogate_model=surrogate_model, q=remaining_q, objective_weights=objective_weights, idx_test=updated_idx_test, test_x_torch=torch.tensor(test_x_list).to(**tkwargs).double()) # Apped these results to the results from the hypervolume acq fct for idx in idx_greedy: best_samples.append(idx) for sample in samples_greedy: samples.append(sample) for position in list_positions_greedy: list_positions_samples.append(position) return best_samples, samples, list_positions_samples def random_run(q, idx_test, seed): """ Acquisition function using seeded random selection solely for benchmarking purpose. Input: q: int batch size idx_test: list list of test indices seed: int random seed for reproducibility Returns the indices of the selected samples and their list position in the test data lists. """ # Set the random seed. random.seed(seed) # Select q datapoints. best_samples = random.sample(list(idx_test),q) # Get the corresponding list positions. list_positions_selected_samples = [] for sample in best_samples: list_positions_selected_samples.append(list(idx_test).index(sample)) return best_samples, list_positions_selected_samples def low_variance_selection(batch, idx_test, cumulative_test_x, cumulative_train_x, cumulative_train_y): """ Acqusition function using selection of the points with the lowest variance for benchmarking purposes (no batch fantasy). Only works for single objectives. Returns the indices of the selected samples. Input: batch: int batch size idx_test: list list of test indices cumulative_test_x: np.array array of the test data features cumulative_train_x: np.array array of the training data features cumulative_train_y: np.array array of the training data labels """ tkwargs = { "dtype": torch.double, "device": torch.device("cpu")} # Tensors for input data. train_x_torch = torch.tensor(cumulative_train_x).to(**tkwargs).double() test_x_torch = torch.tensor(cumulative_test_x).double().to(**tkwargs) train_y_torch = torch.tensor(cumulative_train_y).double().to(**tkwargs) # Optimize GP model using function from model.py. gp, likelihood = build_and_optimize_model(train_x=train_x_torch, train_y=train_y_torch) # Creating a single task GP model for the objective and storing it in individual_models list. surrogate_model = SingleTaskGP(train_X=train_x_torch, train_Y=train_y_torch, covar_module=gp.covar_module, likelihood=likelihood) # delete variables that are not required anymore to save memory del gp del likelihood # get the variance of the test samples from the surrogate model variance = surrogate_model.posterior(test_x_torch).variance.detach().numpy() # sort the posterior variance sorted_variance = variance.tolist().copy() sorted_variance.sort(reverse=False) # ascending order # only keep the lowest scores (= batch size) selected_variance = sorted_variance[:batch] # determine the list indices that belong to these variance scores position = None list_positions_selected_variance = [] for j in range(len(selected_variance)): position = [i for i,x in enumerate(list(variance)) if x == selected_variance[j]] # add the positions of all list occurances of the selected variance to the position list for k in range(len(position)): if len(list_positions_selected_variance) < batch: list_positions_selected_variance.append(position[k]) # get the indices for these samples in idx_test best_samples = idx_test[list_positions_selected_variance] return best_samples