from __future__ import annotations
from abc import abstractmethod
from typing import Any
import numpy as np
import sklearn.gaussian_process
from ConfigSpace import ConfigurationSpace
from sklearn.gaussian_process import GaussianProcessRegressor
from sklearn.gaussian_process.kernels import Kernel, KernelOperator
from smac.model.abstract_model import AbstractModel
from smac.model.gaussian_process.priors.abstract_prior import AbstractPrior
from smac.model.gaussian_process.priors.tophat_prior import SoftTopHatPrior, TophatPrior
__copyright__ = "Copyright 2022, automl.org"
__license__ = "3-clause BSD"
[docs]
class AbstractGaussianProcess(AbstractModel):
"""Abstract base class for all Gaussian process models.
Parameters
----------
configspace : ConfigurationSpace
kernel : Kernel
Kernel which is used for the Gaussian process.
instance_features : dict[str, list[int | float]] | None, defaults to None
Features (list of int or floats) of the instances (str). The features are incorporated into the X data,
on which the model is trained on.
pca_components : float, defaults to 7
Number of components to keep when using PCA to reduce dimensionality of instance features.
seed : int
"""
def __init__(
self,
configspace: ConfigurationSpace,
kernel: Kernel,
instance_features: dict[str, list[int | float]] | None = None,
pca_components: int | None = 7,
seed: int = 0,
):
super().__init__(
configspace=configspace,
instance_features=instance_features,
pca_components=pca_components,
seed=seed,
)
self._kernel = kernel
self._gp = self._get_gaussian_process()
@property
def meta(self) -> dict[str, Any]: # noqa: D102
meta = super().meta
meta.update({"kernel": self._kernel.meta})
return meta
@abstractmethod
def _get_gaussian_process(self) -> GaussianProcessRegressor:
"""Generates a Gaussian process."""
raise NotImplementedError()
def _normalize(self, y: np.ndarray) -> np.ndarray:
"""Normalize data to zero mean unit standard deviation.
Parameters
----------
y : np.ndarray
Target values for the Gaussian process.
Returns
-------
normalized_y : np.ndarray
Normalized y values.
"""
self.mean_y_ = np.mean(y)
self.std_y_ = np.std(y)
if self.std_y_ == 0:
self.std_y_ = 1
return (y - self.mean_y_) / self.std_y_
def _untransform_y(
self,
y: np.ndarray,
var: np.ndarray | None = None,
) -> np.ndarray | tuple[np.ndarray, np.ndarray]:
"""Transform zero mean unit standard deviation data into the regular space.
Warning
-------
This function should be used after a prediction with the Gaussian process which was
trained on normalized data.
Parameters
----------
y : np.ndarray
Normalized data.
var : np.ndarray | None, defaults to None
Normalized variance.
Returns
-------
untransformed_y : np.ndarray | tuple[np.ndarray, np.ndarray]
"""
y = y * self.std_y_ + self.mean_y_
if var is not None:
var = var * self.std_y_**2
return y, var # type: ignore
return y
def _get_all_priors(
self,
add_bound_priors: bool = True,
add_soft_bounds: bool = False,
) -> list[list[AbstractPrior]]:
"""Returns all priors."""
# Obtain a list of all priors for each tunable hyperparameter of the kernel
all_priors = []
to_visit = []
to_visit.append(self._gp.kernel.k1)
to_visit.append(self._gp.kernel.k2)
while len(to_visit) > 0:
current_param = to_visit.pop(0)
if isinstance(current_param, KernelOperator):
to_visit.insert(0, current_param.k1)
to_visit.insert(1, current_param.k2)
continue
elif isinstance(current_param, Kernel):
hps = current_param.hyperparameters
assert len(hps) == 1
hp = hps[0]
if hp.fixed:
continue
bounds = hps[0].bounds
for i in range(hps[0].n_elements):
priors_for_hp = []
if current_param.prior is not None:
priors_for_hp.append(current_param.prior)
if add_bound_priors:
if add_soft_bounds:
priors_for_hp.append(
SoftTopHatPrior(
lower_bound=bounds[i][0],
upper_bound=bounds[i][1],
seed=self._rng.randint(0, 2**20),
exponent=2,
)
)
else:
priors_for_hp.append(
TophatPrior(
lower_bound=bounds[i][0],
upper_bound=bounds[i][1],
seed=self._rng.randint(0, 2**20),
)
)
all_priors.append(priors_for_hp)
return all_priors
def _set_has_conditions(self) -> None:
"""Sets `has_conditions` on `current_param`."""
has_conditions = len(self._configspace.conditions) > 0
to_visit = []
to_visit.append(self._kernel)
while len(to_visit) > 0:
current_param = to_visit.pop(0)
if isinstance(current_param, sklearn.gaussian_process.kernels.KernelOperator):
to_visit.insert(0, current_param.k1)
to_visit.insert(1, current_param.k2)
current_param.has_conditions = has_conditions
elif isinstance(current_param, sklearn.gaussian_process.kernels.Kernel):
current_param.has_conditions = has_conditions
else:
raise ValueError(current_param)
def _impute_inactive(self, X: np.ndarray) -> np.ndarray:
"""Imputes inactives."""
X = X.copy()
X[~np.isfinite(X)] = -1
return X