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Refactor inducing point allocator classes to only need what they need (
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…facebookresearch#478)

Summary:
Pull Request resolved: facebookresearch#478

Inducing point allocator classes had extra methods and attributes that were not necessary or misnamed. These have been cleaned up in the BaseAllocator class and all of its children are similarly updated.

The dummy allocator is no longer needed, instead, the allocators can just make dummy points based on this dimensionality. This sets the last_allocator_used attribute to be None to signify no actual allocator was used in creating the last set of points.

This also requires all allocators to know its dimensionality at least as it is used by the dummy allocator when there's no inputs.

All models that use an allocator now initializes the allocators outside as there's no trivial default for allocators anymore.

Reviewed By: crasanders

Differential Revision: D67059839
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JasonKChow authored and facebook-github-bot committed Dec 14, 2024
1 parent 362b441 commit aec7f9e
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2 changes: 1 addition & 1 deletion aepsych/benchmark/example_problems.py
Original file line number Diff line number Diff line change
Expand Up @@ -110,7 +110,7 @@ def __init__(
self.m = GPClassificationModel(
dim=6,
inducing_size=inducing_size,
inducing_point_method=KMeansAllocator(bounds=self.bounds),
inducing_point_method=KMeansAllocator(dim=6),
)

self.m.fit(
Expand Down
5 changes: 1 addition & 4 deletions aepsych/models/gp_classification.py
Original file line number Diff line number Diff line change
Expand Up @@ -108,7 +108,6 @@ def __init__(
inducing_size=self.inducing_size,
covar_module=covar_module or default_covar,
)
self.last_inducing_points_method = self.inducing_point_method.allocator_used

self.inducing_points = inducing_points
variational_distribution = CholeskyVariationalDistribution(
Expand Down Expand Up @@ -212,7 +211,6 @@ def _reset_variational_strategy(self) -> None:
covar_module=self.covar_module,
X=self.train_inputs[0],
).to(device)
self.last_inducing_points_method = self.inducing_point_method.allocator_used
variational_distribution = CholeskyVariationalDistribution(
inducing_points.size(0), batch_shape=torch.Size([self._batch_size])
).to(device)
Expand Down Expand Up @@ -249,8 +247,7 @@ def fit(
self._reset_hyperparameters()

if not warmstart_induc or (
self.last_inducing_points_method == "DummyAllocator"
and self.inducing_point_method.__class__.__name__ != "DummyAllocator"
self.inducing_point_method.last_allocator_used is None
):
self._reset_variational_strategy()

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2 changes: 0 additions & 2 deletions aepsych/models/inducing_points/__init__.py
Original file line number Diff line number Diff line change
Expand Up @@ -9,15 +9,13 @@

from ...config import Config
from .auto import AutoAllocator
from .base import DummyAllocator
from .fixed import FixedAllocator
from .greedy_variance_reduction import GreedyVarianceReduction
from .kmeans import KMeansAllocator
from .sobol import SobolAllocator

__all__ = [
"AutoAllocator",
"DummyAllocator",
"FixedAllocator",
"GreedyVarianceReduction",
"KMeansAllocator",
Expand Down
117 changes: 18 additions & 99 deletions aepsych/models/inducing_points/auto.py
Original file line number Diff line number Diff line change
@@ -1,123 +1,42 @@
from typing import Any, Dict, Optional
from typing import Optional

import torch
from aepsych.config import Config
from aepsych.models.inducing_points.base import BaseAllocator, DummyAllocator
from aepsych.models.inducing_points.base import BaseAllocator
from aepsych.models.inducing_points.kmeans import KMeansAllocator
from botorch.models.utils.inducing_point_allocators import InducingPointAllocator


class AutoAllocator(BaseAllocator):
"""An inducing point allocator that dynamically chooses an allocation strategy
based on the number of unique data points available."""

def __init__(
self,
bounds: Optional[torch.Tensor] = None,
fallback_allocator: InducingPointAllocator = KMeansAllocator(),
) -> None:
"""
Initialize the AutoAllocator with a fallback allocator.
Args:
fallback_allocator (InducingPointAllocator, optional): Allocator to use if there are
more unique points than required.
"""
super().__init__(bounds=bounds)
self.fallback_allocator = fallback_allocator
if bounds is not None:
self.bounds = bounds
self.dummy_allocator = DummyAllocator(bounds=bounds)

def _get_quality_function(self) -> None:
"""AutoAllocator does not require a quality function, so this returns None."""
return None

def allocate_inducing_points(
self,
inputs: Optional[torch.Tensor],
inputs: Optional[torch.Tensor] = None,
covar_module: Optional[torch.nn.Module] = None,
num_inducing: int = 10,
num_inducing: int = 100,
input_batch_shape: torch.Size = torch.Size([]),
) -> torch.Tensor:
"""
Allocate inducing points by either using the unique input data directly
or falling back to another allocation method if there are too many unique points.
"""Generates `num_inducing` inducing points smartly based on the inputs.
Currently, this is just a wrapper for the KMeansAllocator
Args:
inputs (torch.Tensor): A tensor of shape (n, d) containing the input data.
covar_module (torch.nn.Module, optional): Kernel covariance module; included for API compatibility, but not used here.
num_inducing (int, optional): The number of inducing points to generate.
num_inducing (int, optional): The number of inducing points to generate. Defaults to 100.
input_batch_shape (torch.Size, optional): Batch shape, defaults to an empty size; included for API compatibility, but not used here.
Returns:
torch.Tensor: A (num_inducing, d)-dimensional tensor of inducing points.
torch.Tensor: A (num_inducing, d)-dimensional tensor of inducing points selected via k-means++.
"""
# Ensure inputs are not None
if inputs is None and self.bounds is not None:
self.allocator_used = self.dummy_allocator.__class__.__name__
return self.dummy_allocator.allocate_inducing_points(
inputs=inputs,
covar_module=covar_module,
num_inducing=num_inducing,
input_batch_shape=input_batch_shape,
)
elif inputs is None and self.bounds is None:
raise ValueError(f"Either inputs or bounds must be provided.{self.bounds}")

assert (
inputs is not None
), "inputs should not be None here" # to make mypy happy

unique_inputs = torch.unique(inputs, dim=0)

# If there are fewer unique points than required, return unique inputs directly
if unique_inputs.shape[0] <= num_inducing:
self.allocator_used = self.__class__.__name__
return unique_inputs

# Otherwise, fall back to the provided allocator (e.g., KMeansAllocator)
if inputs.shape[0] <= num_inducing:
self.allocator_used = self.__class__.__name__
return inputs
else:
self.allocator_used = self.fallback_allocator.__class__.__name__
return self.fallback_allocator.allocate_inducing_points(
inputs=inputs,
covar_module=covar_module,
num_inducing=num_inducing,
input_batch_shape=input_batch_shape,
)

@classmethod
def get_config_options(
cls,
config: Config,
name: Optional[str] = None,
options: Optional[Dict[str, Any]] = None,
) -> Dict[str, Any]:
"""Get configuration options for the AutoAllocator.
Args:
config (Config): Configuration object.
name (str, optional): Name of the allocator, defaults to None.
options (Dict[str, Any], optional): Additional options, defaults to None.
Returns:
Dict[str, Any]: Configuration options for the AutoAllocator.
"""
if name is None:
name = cls.__name__
lb = config.gettensor("common", "lb")
ub = config.gettensor("common", "ub")
bounds = torch.stack((lb, ub))
fallback_allocator_cls = config.getobj(
name, "fallback_allocator", fallback=KMeansAllocator
)
fallback_allocator = (
fallback_allocator_cls.from_config(config)
if hasattr(fallback_allocator_cls, "from_config")
else fallback_allocator_cls()
# Auto allocator actually just wraps the Kmeans allocator
allocator = KMeansAllocator(dim=self.dim)

points = allocator.allocate_inducing_points(
inputs=inputs,
covar_module=covar_module,
num_inducing=num_inducing,
input_batch_shape=input_batch_shape,
)

return {"fallback_allocator": fallback_allocator, "bounds": bounds}
self.last_allocator_used = allocator.last_allocator_used
return points
122 changes: 29 additions & 93 deletions aepsych/models/inducing_points/base.py
Original file line number Diff line number Diff line change
Expand Up @@ -9,57 +9,30 @@
class BaseAllocator(InducingPointAllocator, ConfigurableMixin):
"""Base class for inducing point allocators."""

def __init__(self, bounds: Optional[torch.Tensor] = None) -> None:
def __init__(self, dim: int, *args, **kwargs) -> None:
"""
Initialize the allocator with optional bounds.
Args:
bounds (torch.Tensor, optional): Bounds for allocating points. Should be of shape (2, d).
dim (int): Dimensionality of the search space.
*args, **kwargs: Other allocator specific arguments.
"""
self.bounds = bounds
self.dim = self._initialize_dim()

def _initialize_dim(self) -> Optional[int]:
"""
Initialize the dimension `dim` based on the bounds, if available.
Returns:
int: The dimension `d` if bounds are provided, or None otherwise.
"""
if self.bounds is not None:
# Validate bounds and extract dimension
assert self.bounds.shape[0] == 2, "Bounds must have shape (2, d)!"
lb, ub = self.bounds[0], self.bounds[1]
self.lb, self.ub = lb, ub
for i, (l, u) in enumerate(zip(lb, ub)):
assert (
l <= u
), f"Lower bound {l} is not less than or equal to upper bound {u} on dimension {i}!"
return self.bounds.shape[1] # Number of dimensions (d)
return None

def _determine_dim_from_inputs(self, inputs: torch.Tensor) -> int:
"""
Determine dimension `dim` from the inputs tensor.
Args:
inputs (torch.Tensor): Input tensor of shape (..., d).
Returns:
int: The inferred dimension `d`.
"""
return inputs.shape[-1]
self.dim = dim
self.last_allocator_used: Optional[InducingPointAllocator] = None

@abstractmethod
def allocate_inducing_points(
self,
inputs: Optional[torch.Tensor],
covar_module: Optional[torch.nn.Module],
num_inducing: int,
input_batch_shape: torch.Size,
inputs: Optional[torch.Tensor] = None,
covar_module: Optional[torch.nn.Module] = None,
num_inducing: int = 100,
input_batch_shape: torch.Size = torch.Size([]),
) -> torch.Tensor:
"""
Abstract method for allocating inducing points.
Abstract method for allocating inducing points. Must replace the
last_allocator_used attribute for what was actually used to produce the
inducing points. Dummy points should be made when it is not possible to create
inducing points (e.g., inputs is None).
Args:
inputs (torch.Tensor, optional): Input tensor, implementation-specific.
Expand All @@ -70,56 +43,18 @@ def allocate_inducing_points(
Returns:
torch.Tensor: Allocated inducing points.
"""
if self.dim is None and inputs is not None:
self.dim = self._determine_dim_from_inputs(inputs)

raise NotImplementedError("This method should be implemented by subclasses.")

@abstractmethod
def _get_quality_function(self) -> Optional[Any]:
"""
Abstract method for returning a quality function if required.
Returns:
None or Callable: Quality function if needed.
"""
raise NotImplementedError("This method should be implemented by subclasses.")


class DummyAllocator(BaseAllocator):
def __init__(self, bounds: torch.Tensor) -> None:
"""Initialize the DummyAllocator with bounds.
def _allocate_dummy_points(self, num_inducing: int = 100) -> torch.Tensor:
"""Return dummy inducing points with the correct dimensionality.
Args:
bounds (torch.Tensor): Bounds for allocating points. Should be of shape (2, d).
num_inducing (int): Number of inducing points to make, defaults to 100.
"""
super().__init__(bounds=bounds)
self.bounds: torch.Tensor = bounds

def _get_quality_function(self) -> None:
"""DummyAllocator does not require a quality function, so this returns None."""
return None

def allocate_inducing_points(
self,
inputs: Optional[torch.Tensor] = None,
covar_module: Optional[torch.nn.Module] = None,
num_inducing: int = 10,
input_batch_shape: torch.Size = torch.Size([]),
) -> torch.Tensor:
"""Allocate inducing points by returning zeros of the appropriate shape.
self.last_allocator_used = None
return torch.zeros(num_inducing, self.dim)

Args:
inputs (torch.Tensor): Input tensor, not required for DummyAllocator.
covar_module (torch.nn.Module, optional): Kernel covariance module; included for API compatibility, but not used here.
num_inducing (int, optional): The number of inducing points to generate. Defaults to 10.
input_batch_shape (torch.Size, optional): Batch shape, defaults to an empty size; included for API compatibility, but not used here.
Returns:
torch.Tensor: A (num_inducing, d)-dimensional tensor of zeros.
"""
self.allocator_used = self.__class__.__name__
return torch.zeros(num_inducing, self.bounds.shape[-1])
def _get_quality_function(self):
return super()._get_quality_function()

@classmethod
def get_config_options(
Expand All @@ -128,19 +63,20 @@ def get_config_options(
name: Optional[str] = None,
options: Optional[Dict[str, Any]] = None,
) -> Dict[str, Any]:
"""Get configuration options for the DummyAllocator.
"""Get configuration options for the allocator.
Args:
config (Config): Configuration object.
name (str, optional): Name of the allocator, defaults to None.
name (str, optional): Name of the allocator, defaults to None. Ignored.
options (Dict[str, Any], optional): Additional options, defaults to None.
Returns:
Dict[str, Any]: Configuration options for the DummyAllocator.
"""
if name is None:
name = cls.__name__
lb = config.gettensor("common", "lb")
ub = config.gettensor("common", "ub")
bounds = torch.stack((lb, ub))
return {"bounds": bounds}
if options is None:
options = {}

if "dim" not in options:
options["dim"] = len(config.getlist("common", "parnames", element_type=str))

return options
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