Rosen_PFN4BO.py

import contextlib
import torch
import scipy
import math
from sklearn.preprocessing import power_transform, PowerTransformer, StandardScaler

# from torchvision.transforms.functional import to_tensor
from pfns4bo import transformer
from pfns4bo import bar_distribution

import torch
import numpy as np

import pfns4bo
from pfns4bo.scripts.acquisition_functions import TransformerBOMethod


import warnings
warnings.filterwarnings('ignore')

device = torch.device("cpu")
# device = torch.device("cuda" if torch.cuda.is_available() else "cpu")
dtype = torch.float32


from sklearn.utils import resample

@torch.enable_grad()
def Rosen_PFN(model_name,
              trained_X, 
              trained_Y, 
              X_pen,
              trasform_type,
              what_do_you_want
             ):
    
    PFN = TransformerBOMethod(torch.load(model_name).requires_grad_(False), device=device)

    # X_pen.requires_grad_(True)

    # with torch.no_grad():


    dim = trained_X.shape[1]

    x_given = trained_X
    x_eval = X_pen
    x_predict = torch.cat([x_given, x_eval], dim=0)
    x_full_feed = torch.cat([x_given, x_given, x_eval], dim=0).unsqueeze(1)



    if trasform_type== 'std':
        pt = StandardScaler()
        pt.fit(trained_Y)
        PT_trained_Y = pt.transform(trained_Y)
        # trained_Y = to_tensor(PT_trained_Y).to(torch.float32).reshape(trained_Y.shape)
    elif trasform_type== 'power':
        pt = PowerTransformer(method="yeo-johnson")
        pt.fit(trained_Y.detach().numpy())
        # PT_trained_Y = pt.transform(trained_Y.detach().numpy())
        # trained_Y = to_tensor(PT_trained_Y).to(torch.float32).reshape(trained_Y.shape)
        # print(trained_Y.shape)

        # print(trained_Y)
        trained_Y, _ = general_power_transform(trained_Y, 
                                            trained_Y, 
                                            .0, 
                                            less_safe=False) #.squeeze(1)
        # print(trained_Y.shape)
        # .squeeze(1)


        # y_given = general_power_transform(y_given.unsqueeze(1), 
        #                                   y_given.unsqueeze(1), 
        #                                   .0, 
        #                                   less_safe=False).squeeze(1)

    y_given = trained_Y

    y_given = y_given.reshape(-1)
    y_full_feed = y_given.unsqueeze(1)

    criterion: bar_distribution.BarDistribution = PFN.model.criterion

    style = None
    logits = PFN.model(
                (style,
                 x_full_feed.repeat_interleave(dim=1, repeats=y_full_feed.shape[1]),
                 y_full_feed.repeat(1,x_full_feed.shape[1])),
                single_eval_pos=len(x_given)
            )

    # logits = logits.softmax(-1).log_()
    logits = logits.softmax(-1).log()

    logits_given = logits[:len(x_given)]
    logits_eval = logits[len(x_given):]

    best_f = torch.max(y_given)

    if what_do_you_want == 'mean':
        output = criterion.mean(logits_eval)

        
        if trasform_type== 'std' or trasform_type== 'power':
            
            if pt.standardize:
                XX = output.clone()
                scale = torch.from_numpy(pt._scaler.scale_)
                std_mean = torch.from_numpy(pt._scaler.mean_)
                XX = torch_std_inverse_transform(XX, scale, std_mean)
            
            for i, lmbda in enumerate(pt.lambdas_):
                with np.errstate(invalid="ignore"):  # hide NaN warnings
                    XX = torch_power_inverse_transform(XX, lmbda)
                    # print(XX)
                    return XX
            



            
            # output = pt.inverse_transform(output)
            # output = torch.from_numpy(output)
            
            
    elif what_do_you_want == 'ei':
        output = criterion.ei(logits_eval, best_f)
        
    elif what_do_you_want == 'ucb':
        acq_function = criterion.ucb
        ucb_rest_prob = .05
        if ucb_rest_prob is not None:
            acq_function = lambda *args: criterion.ucb(*args, rest_prob=ucb_rest_prob)
        output = acq_ensembling(acq_function(logits_eval, best_f))
        
    elif what_do_you_want == 'variance':
        output = criterion.variance(logits_eval)
        
    elif what_do_you_want == 'mode':
        output = criterion.mode(logits_eval)
        
    elif what_do_you_want == 'ts':
        mn = criterion.mean(logits_eval)
        
        
        if trasform_type== 'std' or trasform_type== 'power':
            
            if pt.standardize:
                XX = mn.clone()
                scale = torch.from_numpy(pt._scaler.scale_)
                std_mean = torch.from_numpy(pt._scaler.mean_)
                XX = torch_std_inverse_transform(XX, scale, std_mean)
            
            for i, lmbda in enumerate(pt.lambdas_):
                with np.errstate(invalid="ignore"):  # hide NaN warnings
                    XX = torch_power_inverse_transform(XX, lmbda)

        var = criterion.variance(logits_eval)

        return XX, var
        
    return output











def Rosen_PFN_Parallel(model_name,
                       trained_X, 
                       trained_Y, 
                       GX,
                       X_pen,
                       trasform_type,
                       what_do_you_want
                      ):
    
    PFN = TransformerBOMethod(torch.load(model_name), device=device)

    with torch.no_grad():


        dim = trained_X.shape[1]

        x_given = trained_X
        x_eval = X_pen
        x_predict = torch.cat([x_given, x_eval], dim=0)
        x_full_feed = torch.cat([x_given, x_given, x_eval], dim=0).unsqueeze(1)
        
        
        
        y_given = trained_Y
        y_given = y_given.reshape(-1)
        
        ######################################################################
        # Objective Power Transform
        y_given, pt_y = general_power_transform(y_given.unsqueeze(1), 
                                          y_given.unsqueeze(1), 
                                          .0, 
                                          less_safe=False)
        y_given = y_given.squeeze(1)
        ######################################################################
        

        ######################################################################
        # Constraints Power Transform
        # Changes for Parallel:
        GX = -GX
        GX_t, pt_GX = general_power_transform(GX, GX, .0, less_safe=False)
        G_thres, _ = general_power_transform(GX, 
                                          torch.zeros((1, GX.shape[1])).to(GX.device), 
                                          .0, 
                                          less_safe=False)
        GX = GX_t
        ######################################################################
        

        
        y_full_feed = y_given.unsqueeze(1)

        criterion: bar_distribution.BarDistribution = PFN.model.criterion

        style = None
        logits = PFN.model(
                    (style,
                     x_full_feed.repeat_interleave(dim=1, repeats=y_full_feed.shape[1]+GX.shape[1]),
                     torch.cat([y_full_feed, GX], dim=1).unsqueeze(2) ),
                    single_eval_pos=len(x_given)
                )
        
        logits = logits.softmax(-1).log_()

        logits_given = logits[:len(x_given)]
        logits_eval = logits[len(x_given):]
        
        best_f = torch.max(y_given)
        
        objective_given = logits_given[:,0,:].unsqueeze(1)
        objective_eval  = logits_eval[:,0,:].unsqueeze(1)
        constraint_given = logits_given[:,1:,:]
        constraint_eval  = logits_eval[:,1:,:]
        
        
        
        if what_do_you_want == 'mean':
            obj_output = criterion.mean(objective_eval)
            con_output = criterion.mean(constraint_eval)
            
        elif what_do_you_want == 'ei':
            # Changes for CEI

            # Objective
            tau = torch.max(y_given)
            objective_acq_value = acq_ensembling(criterion.ei(objective_eval, tau))

            # Constraints
            constraints_acq_value = acq_ensembling(criterion.pi(constraint_eval[:,0,:].unsqueeze(1), G_thres[0, 0].item()))
            constraints_acq_value = constraints_acq_value.unsqueeze(1)


            for jj in range(1,constraint_eval.shape[1]):
                next_constraints_acq_value = acq_ensembling(criterion.pi(constraint_eval[:,jj,:].unsqueeze(1), G_thres[0, jj].item()))
                next_constraints_acq_value = next_constraints_acq_value.unsqueeze(1)
                constraints_acq_value = torch.cat([constraints_acq_value,next_constraints_acq_value], dim=1)

            return objective_acq_value, constraints_acq_value

            
        elif what_do_you_want == 'variance':
            output = criterion.variance(logits_eval)
        elif what_do_you_want == 'mode':
            output = criterion.mode(logits_eval)
        elif what_do_you_want == 'cts':
            obj_mnn = criterion.mean(objective_eval)
            obj_mnn = pt_y.inverse_transform(obj_mnn)
            obj_mnn = torch.from_numpy(obj_mnn)
            
            
            con_mnn = criterion.mean(constraint_eval)
            con_mnn = pt_GX.inverse_transform(con_mnn)
            con_mnn = torch.from_numpy(-con_mnn)
            
            obj_varr = criterion.variance(objective_eval)
            con_varr = criterion.variance(constraint_eval)
            
            return obj_mnn, obj_varr, con_mnn, con_varr
            
            
            
    return output




def acq_ensembling(acq_values): # (points, ensemble dim)
        return acq_values.max(1).values







def torch_std_inverse_transform(X, scale, mean):
    X *= scale
    X += mean
    return X


def torch_power_inverse_transform(x, lmbda):
    out = torch.zeros_like(x)
    pos = x >= 0

    # when x >= 0
    if abs(lmbda) < np.spacing(1.0):
        out[pos] = torch.exp(x[pos])-1
    else:  # lmbda != 0
        out[pos] = torch.pow(x[pos] * lmbda + 1, 1 / lmbda) - 1

    # when x < 0
    if abs(lmbda - 2) > np.spacing(1.0):
        out[~pos] = 1 - torch.pow(-(2 - lmbda) * x[~pos] + 1, 1 / (2 - lmbda))
    else:  # lmbda == 2
        out[~pos] = 1 - torch.exp(-x[~pos])

    return out





















################################################################################
## PFN defined functions
################################################################################


def log01(x, eps=.0000001, input_between_zero_and_one=False):
    logx = torch.log(x + eps)
    if input_between_zero_and_one:
        return (logx - math.log(eps)) / (math.log(1 + eps) - math.log(eps))
    return (logx - logx.min(0)[0]) / (logx.max(0)[0] - logx.min(0)[0])

def log01_batch(x, eps=.0000001, input_between_zero_and_one=False):
    x = x.repeat(1, x.shape[-1] + 1, 1)
    for b in range(x.shape[-1]):
        x[:, b, b] = log01(x[:, b, b], eps=eps, input_between_zero_and_one=input_between_zero_and_one)
    return x

def lognormed_batch(x, eval_pos, eps=.0000001):
    x = x.repeat(1, x.shape[-1] + 1, 1)
    for b in range(x.shape[-1]):
        logx = torch.log(x[:, b, b]+eps)
        x[:, b, b] = (logx - logx[:eval_pos].mean(0))/logx[:eval_pos].std(0)
    return x

def _rank_transform(x_train, x):
    assert len(x_train.shape) == len(x.shape) == 1
    relative_to = torch.cat((torch.zeros_like(x_train[:1]),x_train.unique(sorted=True,), torch.ones_like(x_train[-1:])),-1)
    higher_comparison = (relative_to < x[...,None]).sum(-1).clamp(min=1)
    pos_inside_interval = (x - relative_to[higher_comparison-1])/(relative_to[higher_comparison] - relative_to[higher_comparison-1])
    x_transformed = higher_comparison - 1 + pos_inside_interval
    return x_transformed/(len(relative_to)-1.)

def rank_transform(x_train, x):
    assert x.shape[1] == x_train.shape[1], f"{x.shape=} and {x_train.shape=}"
    # make sure everything is between 0 and 1
    assert (x_train >= 0.).all() and (x_train <= 1.).all(), f"{x_train=}"
    assert (x >= 0.).all() and (x <= 1.).all(), f"{x=}"
    return_x = x.clone()
    for feature_dim in range(x.shape[1]):
        return_x[:, feature_dim] = _rank_transform(x_train[:, feature_dim], x[:, feature_dim])
    return return_x



def general_power_transform(x_train, x_apply, eps, less_safe=False):

    # print('in function')
    # print(x_train)
    # print(x_apply)
    # print('in function')
    
    if eps > 0:
        try:
            pt = PowerTransformer(method='box-cox')
            pt.fit(x_train.cpu()+eps)
            x_out = torch.tensor(pt.transform(x_apply.cpu()+eps), dtype=x_apply.dtype, device=x_apply.device)
        except Exception as e:
            print(e)
            x_out = x_apply - x_train.mean(0)
            print(x_train)
            print(x_out)
    else:
        pt = PowerTransformer(method='yeo-johnson')
        if not less_safe and (x_train.std() > 1_000 or x_train.mean().abs() > 1_000):
            x_apply = (x_apply - x_train.mean(0)) / x_train.std(0)
            x_train = (x_train - x_train.mean(0)) / x_train.std(0)
            # print('inputs are LAARGEe, normalizing them')
        try:
            pt.fit(x_train.cpu().double())
        # except ValueError as e:
        except Exception as e:
            # print(x_train)
            # print('caught this errrr', e)
            if less_safe:
                x_train = (x_train - x_train.mean(0)) / x_train.std(0)
                x_apply = (x_apply - x_train.mean(0)) / x_train.std(0)
            else:
                x_train = x_train - x_train.mean(0)
                x_apply = x_apply - x_train.mean(0)
            # print(x_train)
            pt.fit(x_train.cpu().double())
            # print(x_train)
        x_out = torch.tensor(pt.transform(x_apply.cpu()), dtype=x_apply.dtype, device=x_apply.device)
    if torch.isnan(x_out).any() or torch.isinf(x_out).any():
        print('WARNING: power transform failed')
        print(f"{x_train=} and {x_apply=}")
        x_out = x_apply - x_train.mean(0)
    return x_out, pt