Multi-Objective Bayesian Optimization¶
MOBOGenerator
¶
Bases: MultiObjectiveBayesianGenerator
Implements Multi-Objective Bayesian Optimization using the Log Expected Hypervolume Improvement acquisition function.
Attributes:
| Name | Type | Description |
|---|---|---|
use_pf_as_initial_points |
bool
|
Flag to specify if Pareto front points are to be used during optimization of the acquisition function. |
Methods:
| Name | Description |
|---|---|
get_acquisition |
Get the acquisition function for Bayesian Optimization. |
Source code in xopt/generators/bayesian/mobo.py
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model_input_names
property
¶
variable names corresponding to trained model
model_output_names
property
¶
output names corresponding to trained model
__init__(**kwargs)
¶
Initialize the generator.
Source code in xopt/generator.py
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add_data(new_data)
¶
Add new data to the generator for Bayesian Optimization.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
new_data
|
DataFrame
|
The new data to be added to the generator. |
required |
Notes
This method appends the new data to the existing data in the generator.
Source code in xopt/generators/bayesian/bayesian_generator.py
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generate(n_candidates)
¶
Generate candidates using Bayesian Optimization.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
n_candidates
|
int
|
The number of candidates to generate in each optimization step. |
required |
Returns:
| Type | Description |
|---|---|
list[dict[Hashable, Any]]
|
A list of dictionaries containing the generated candidates. |
Raises:
| Type | Description |
|---|---|
NotImplementedError
|
If the number of candidates is greater than 1, and the generator does not support batch candidate generation. |
RuntimeError
|
If no data is contained in the generator, the 'add_data' method should be called to add data before generating candidates. |
Notes
This method generates candidates for Bayesian Optimization based on the provided number of candidates. It updates the internal model with the current data and calculates the candidates by optimizing the acquisition function. The method returns the generated candidates in the form of a list of dictionaries.
Source code in xopt/generators/bayesian/bayesian_generator.py
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get_acquisition(model)
¶
Get the acquisition function for Bayesian Optimization. Note that this needs to overwrite the base method due to how qLogExpectedHypervolumeImprovement handles constraints.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
model
|
Module
|
The model used for Bayesian Optimization. |
required |
Returns:
| Type | Description |
|---|---|
FixedFeatureAcquisitionFunction
|
The acquisition function. |
Source code in xopt/generators/bayesian/mobo.py
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get_input_data(data)
¶
Convert input data to a torch tensor.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
data
|
DataFrame
|
The input data in the form of a pandas DataFrame. |
required |
Returns:
| Type | Description |
|---|---|
Tensor
|
A torch tensor containing the input data. |
Notes
This method takes a pandas DataFrame as input data and converts it into a torch tensor. It specifically selects columns corresponding to the model's input names (variables), and the resulting tensor is configured with the data type and device settings from the generator.
Source code in xopt/generators/bayesian/bayesian_generator.py
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get_model_input_bounds(data)
¶
This will create a dictionary of variable bounds for the model input variables. It starts with the bounds from vocs, and then updates them based on the turbo trust region, fixed features, and contextual variables if they are specified.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
data
|
DataFrame
|
The data in the form of a pandas DataFrame. |
required |
Returns:
| Name | Type | Description |
|---|---|---|
variable_bounds |
Dict[str, List[float]]
|
A dictionary containing the variable bounds for the model input variables. |
Source code in xopt/generators/bayesian/bayesian_generator.py
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get_optimum()
¶
select the best point(s) given by the model using the Posterior mean
Source code in xopt/generators/bayesian/bayesian_generator.py
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get_pareto_front_and_hypervolume()
¶
Get the pareto front and hypervolume of the current data.
Source code in xopt/generators/bayesian/bayesian_generator.py
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get_training_data(data)
¶
Get training data used to train the GP model.
If a turbo controller is specified with the flag restrict_model_data this
will return a subset of data that is inside the trust region.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
data
|
DataFrame
|
The data in the form of a pandas DataFrame. |
required |
Returns:
| Name | Type | Description |
|---|---|---|
data |
DataFrame
|
A subset of data used to train the model form of a pandas DataFrame. |
Source code in xopt/generators/bayesian/bayesian_generator.py
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model_dump(*args, **kwargs)
¶
overwrite model dump to remove faux class attrs
Source code in xopt/generator.py
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propose_candidates(model, n_candidates=1)
¶
Propose candidates using Bayesian Optimization.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
model
|
Module
|
The trained Bayesian model. |
required |
n_candidates
|
int
|
The number of candidates to propose (default is 1). |
1
|
Returns:
| Type | Description |
|---|---|
Tensor
|
A tensor containing the proposed candidates. |
Notes
This method proposes candidates for Bayesian Optimization by numerically optimizing the acquisition function using the trained model. It updates the state of the Turbo controller if used and calculates the optimization bounds.
Source code in xopt/generators/bayesian/bayesian_generator.py
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train_model(data=None, update_internal=True)
¶
Train a Bayesian model for Bayesian Optimization.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
data
|
DataFrame
|
The data to be used for training the model. If not provided, the internal data of the generator is used. |
None
|
update_internal
|
bool
|
Flag to indicate whether to update the internal model of the generator with the trained model (default is True). |
True
|
Returns:
| Type | Description |
|---|---|
Module
|
The trained Bayesian model. |
Raises:
| Type | Description |
|---|---|
ValueError
|
If no data is available to build the model. |
Notes
This method trains a Bayesian model using the provided data or the internal data of the generator. It updates the internal model with the trained model if the 'update_internal' flag is set to True.
Source code in xopt/generators/bayesian/bayesian_generator.py
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update_pareto_front_history()
¶
Update the historical pareto front statistics in the generator.
For each row of data in self.data, compute the pareto front stats
(hypervolume, number of non-dominated points) if there is no
corresponding entry exists in the self.pareto_front_history DataFrame.
Source code in xopt/generators/bayesian/bayesian_generator.py
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validate_turbo_controller(value, info)
classmethod
¶
note default behavior is no use of turbo
Source code in xopt/generators/bayesian/bayesian_generator.py
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visualize_model(**kwargs)
¶
Display GP model predictions for the selected output(s).
The GP models are displayed with respect to the named variables. If None are given, the list of variables in vocs is used. Feasible samples are indicated with a filled orange "o", infeasible samples with a hollow red "o". Feasibility is calculated with respect to all constraints unless the selected output is a constraint itself, in which case only that one is considered.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
**kwargs
|
Supported keyword arguments: - output_names : List[str] Outputs for which the GP models are displayed. Defaults to all outputs in vocs. - variable_names : List[str] The variables with respect to which the GP models are displayed (maximum of 2). Defaults to vocs.variable_names. Contextual variables are allowed for GP model visualization axes. - idx : int Index of the last sample to use. This also selects the point of reference in higher dimensions unless an explicit reference_point is given. - reference_point : dict Reference point determining the value of variables in vocs.variable_names, but not in variable_names (slice plots in higher dimensions). Defaults to last used sample. - show_samples : bool, optional Whether samples are shown. - show_prior_mean : bool, optional Whether the prior mean is shown. - show_feasibility : bool, optional Whether the feasibility region is shown. - show_acquisition : bool, optional Whether the acquisition function is computed and shown (only if acquisition function is not None). If contextual variables are selected as plot axes, the acquisition subplot is replaced with warning text because the acquisition is conditioned on contextual values. - n_grid : int, optional Number of grid points per dimension used to display the model predictions. - axes : Axes, optional Axes object used for plotting. - exponentiate : bool, optional Flag to exponentiate acquisition function before plotting. |
{}
|
Returns:
| Name | Type | Description |
|---|---|---|
result |
tuple
|
The matplotlib figure and axes objects. |
Source code in xopt/generators/bayesian/bayesian_generator.py
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yaml(**kwargs)
¶
serialize first then dump to yaml string
Source code in xopt/pydantic.py
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