How to use the botorch.utils.testing.MockModel function in botorch

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github pytorch / botorch / test / acquisition / test_analytic.py View on Github external
def test_posterior_mean(self):
        for dtype in (torch.float, torch.double):
            mean = torch.tensor([[0.25]], device=self.device, dtype=dtype)
            mm = MockModel(MockPosterior(mean=mean))
            module = PosteriorMean(model=mm)
            X = torch.empty(1, 1, device=self.device, dtype=dtype)
            pm = module(X)
            self.assertTrue(torch.equal(pm, mean.view(-1)))
            # check for proper error if multi-output model
            mean2 = torch.rand(1, 2, device=self.device, dtype=dtype)
            mm2 = MockModel(MockPosterior(mean=mean2))
            with self.assertRaises(UnsupportedError):
                PosteriorMean(model=mm2)
github pytorch / botorch / test / acquisition / test_knowledge_gradient.py View on Github external
def test_evaluate_q_multi_fidelity_knowledge_gradient(self):
        for dtype in (torch.float, torch.double):
            # basic test
            n_f = 4
            current_value = torch.rand(1, device=self.device, dtype=dtype)
            cau = GenericCostAwareUtility(mock_util)
            mean = torch.rand(n_f, 1, 1, device=self.device, dtype=dtype)
            variance = torch.rand(n_f, 1, 1, device=self.device, dtype=dtype)
            mfm = MockModel(MockPosterior(mean=mean, variance=variance))
            with mock.patch.object(MockModel, "fantasize", return_value=mfm) as patch_f:
                with mock.patch(NO, new_callable=mock.PropertyMock) as mock_num_outputs:
                    mock_num_outputs.return_value = 1
                    mm = MockModel(None)
                    qMFKG = qMultiFidelityKnowledgeGradient(
                        model=mm,
                        num_fantasies=n_f,
                        current_value=current_value,
                        cost_aware_utility=cau,
                    )
                    X = torch.rand(n_f + 1, 1, device=self.device, dtype=dtype)
                    val = qMFKG(X)
                    patch_f.assert_called_once()
                    cargs, ckwargs = patch_f.call_args
                    self.assertEqual(ckwargs["X"].shape, torch.Size([1, 1, 1]))
            val_exp = mock_util(X, mean.squeeze(-1) - current_value).mean(dim=0)
            self.assertTrue(torch.allclose(val, val_exp, atol=1e-4))
            self.assertTrue(torch.equal(qMFKG.extract_candidates(X), X[..., :-n_f, :]))
            # batched evaluation
            b = 2
github pytorch / botorch / test / acquisition / test_analytic.py View on Github external
def test_probability_of_improvement(self):
        for dtype in (torch.float, torch.double):
            mean = torch.tensor([0.0], device=self.device, dtype=dtype).view(1, 1)
            variance = torch.ones(1, 1, device=self.device, dtype=dtype)
            mm = MockModel(MockPosterior(mean=mean, variance=variance))

            module = ProbabilityOfImprovement(model=mm, best_f=1.96)
            X = torch.zeros(1, 1, device=self.device, dtype=dtype)
            pi = module(X)
            pi_expected = torch.tensor(0.0250, device=self.device, dtype=dtype)
            self.assertTrue(torch.allclose(pi, pi_expected, atol=1e-4))

            module = ProbabilityOfImprovement(model=mm, best_f=1.96, maximize=False)
            X = torch.zeros(1, 1, device=self.device, dtype=dtype)
            pi = module(X)
            pi_expected = torch.tensor(0.9750, device=self.device, dtype=dtype)
            self.assertTrue(torch.allclose(pi, pi_expected, atol=1e-4))

            # check for proper error if multi-output model
            mean2 = torch.rand(1, 2, device=self.device, dtype=dtype)
            variance2 = torch.ones_like(mean2)
github pytorch / botorch / test / acquisition / test_analytic.py View on Github external
mm = MockModel(p)
            weights = torch.tensor([0.5], device=self.device, dtype=dtype)
            obj = ScalarizedObjective(weights)
            ei = ExpectedImprovement(model=mm, best_f=0.0, objective=obj)
            X = torch.rand(1, 2, device=self.device, dtype=dtype)
            ei_expected = torch.tensor(0.2601, device=self.device, dtype=dtype)
            torch.allclose(ei(X), ei_expected, atol=1e-4)

            # test objective (multi-output)
            mean = torch.tensor([[-0.25, 0.5]], device=self.device, dtype=dtype)
            covar = torch.tensor(
                [[[0.5, 0.125], [0.125, 0.5]]], device=self.device, dtype=dtype
            )
            mvn = MultitaskMultivariateNormal(mean, covar)
            p = GPyTorchPosterior(mvn)
            mm = MockModel(p)
            weights = torch.tensor([2.0, 1.0], device=self.device, dtype=dtype)
            obj = ScalarizedObjective(weights)
            ei = ExpectedImprovement(model=mm, best_f=0.0, objective=obj)
            X = torch.rand(1, 2, device=self.device, dtype=dtype)
            ei_expected = torch.tensor(0.6910, device=self.device, dtype=dtype)
            torch.allclose(ei(X), ei_expected, atol=1e-4)
github pytorch / botorch / test / acquisition / test_monte_carlo.py View on Github external
def test_q_noisy_expected_improvement(self):
        for dtype in (torch.float, torch.double):
            # the event shape is `b x q x t` = 1 x 2 x 1
            samples_noisy = torch.tensor([1.0, 0.0], device=self.device, dtype=dtype)
            samples_noisy = samples_noisy.view(1, 2, 1)
            # X_baseline is `q' x d` = 1 x 1
            X_baseline = torch.zeros(1, 1, device=self.device, dtype=dtype)
            mm_noisy = MockModel(MockPosterior(samples=samples_noisy))
            # X is `q x d` = 1 x 1
            X = torch.zeros(1, 1, device=self.device, dtype=dtype)

            # basic test
            sampler = IIDNormalSampler(num_samples=2)
            acqf = qNoisyExpectedImprovement(
                model=mm_noisy, X_baseline=X_baseline, sampler=sampler
            )
            res = acqf(X)
            self.assertEqual(res.item(), 1.0)

            # basic test, no resample
            sampler = IIDNormalSampler(num_samples=2, seed=12345)
            acqf = qNoisyExpectedImprovement(
                model=mm_noisy, X_baseline=X_baseline, sampler=sampler
            )
github pytorch / botorch / test / acquisition / test_analytic.py View on Github external
def test_expected_improvement(self):
        for dtype in (torch.float, torch.double):
            mean = torch.tensor([[-0.5]], device=self.device, dtype=dtype)
            variance = torch.ones(1, 1, device=self.device, dtype=dtype)
            mm = MockModel(MockPosterior(mean=mean, variance=variance))

            # basic test
            module = ExpectedImprovement(model=mm, best_f=0.0)
            X = torch.empty(1, 1, device=self.device, dtype=dtype)  # dummy
            ei = module(X)
            ei_expected = torch.tensor(0.19780, device=self.device, dtype=dtype)
            self.assertTrue(torch.allclose(ei, ei_expected, atol=1e-4))

            # test maximize
            module = ExpectedImprovement(model=mm, best_f=0.0, maximize=False)
            X = torch.empty(1, 1, device=self.device, dtype=dtype)  # dummy
            ei = module(X)
            ei_expected = torch.tensor(0.6978, device=self.device, dtype=dtype)
            self.assertTrue(torch.allclose(ei, ei_expected, atol=1e-4))
            with self.assertRaises(UnsupportedError):
                module.set_X_pending(None)
github pytorch / botorch / test / acquisition / test_analytic.py View on Github external
def test_upper_confidence_bound(self):
        for dtype in (torch.float, torch.double):
            mean = torch.tensor([[0.0]], device=self.device, dtype=dtype)
            variance = torch.tensor([[1.0]], device=self.device, dtype=dtype)
            mm = MockModel(MockPosterior(mean=mean, variance=variance))

            module = UpperConfidenceBound(model=mm, beta=1.0)
            X = torch.zeros(1, 1, device=self.device, dtype=dtype)
            ucb = module(X)
            ucb_expected = torch.tensor([1.0], device=self.device, dtype=dtype)
            self.assertTrue(torch.allclose(ucb, ucb_expected, atol=1e-4))

            module = UpperConfidenceBound(model=mm, beta=1.0, maximize=False)
            X = torch.zeros(1, 1, device=self.device, dtype=dtype)
            ucb = module(X)
            ucb_expected = torch.tensor([-1.0], device=self.device, dtype=dtype)
            self.assertTrue(torch.allclose(ucb, ucb_expected, atol=1e-4))

            # check for proper error if multi-output model
            mean2 = torch.rand(1, 2, device=self.device, dtype=dtype)
            variance2 = torch.rand(1, 2, device=self.device, dtype=dtype)
github pytorch / botorch / test / acquisition / test_monte_carlo.py View on Github external
def test_q_expected_improvement(self):
        for dtype in (torch.float, torch.double):
            # the event shape is `b x q x t` = 1 x 1 x 1
            samples = torch.zeros(1, 1, 1, device=self.device, dtype=dtype)
            mm = MockModel(MockPosterior(samples=samples))
            # X is `q x d` = 1 x 1. X is a dummy and unused b/c of mocking
            X = torch.zeros(1, 1, device=self.device, dtype=dtype)

            # basic test
            sampler = IIDNormalSampler(num_samples=2)
            acqf = qExpectedImprovement(model=mm, best_f=0, sampler=sampler)
            res = acqf(X)
            self.assertEqual(res.item(), 0.0)

            # test shifting best_f value
            acqf = qExpectedImprovement(model=mm, best_f=-1, sampler=sampler)
            res = acqf(X)
            self.assertEqual(res.item(), 1.0)

            # test size verification of best_f
            with self.assertRaises(ValueError):
github pytorch / botorch / test / acquisition / test_monte_carlo.py View on Github external
def test_q_noisy_expected_improvement_batch(self):
        for dtype in (torch.float, torch.double):
            # the event shape is `b x q x t` = 2 x 3 x 1
            samples_noisy = torch.zeros(2, 3, 1, device=self.device, dtype=dtype)
            samples_noisy[0, 0, 0] = 1.0
            mm_noisy = MockModel(MockPosterior(samples=samples_noisy))
            # X is `q x d` = 1 x 1
            X = torch.zeros(1, 1, 1, device=self.device, dtype=dtype)
            X_baseline = torch.zeros(1, 1, device=self.device, dtype=dtype)

            # test batch mode
            sampler = IIDNormalSampler(num_samples=2)
            acqf = qNoisyExpectedImprovement(
                model=mm_noisy, X_baseline=X_baseline, sampler=sampler
            )
            res = acqf(X)
            self.assertEqual(res[0].item(), 1.0)
            self.assertEqual(res[1].item(), 0.0)

            # test batch mode, no resample
            sampler = IIDNormalSampler(num_samples=2, seed=12345)
            acqf = qNoisyExpectedImprovement(