Update get_sobol_mbm_generation_strategy to allow specification of transforms
#3188
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…ationFeature (facebook#3023) Summary: Pull Request resolved: facebook#3023 **Context:** The values corresponding to map keys are propagated as part of the ObservationFeatures' `metadata` dict field. We require a way to place it in the `parameters` dict field so that it can be used later on. This generalized transform is able to take user-specified entries from an `ObservationFeatures`'s `metadata` field and place it within its `parameters` field, and update the search space accordingly to reflect this. This implements a new transform, `MetadataToFloat`, that extracts specified fields from each `ObservationFeature` instance's metadata and incorporates them as parameters. Furthermore, it updates the search space to include the specified field as a `RangeParameter` with bounds determined by observations provided during initialization. This process involves analyzing the metadata of each observation feature and identifying relevant fields that need to be included in the search space. The bounds for these fields are then determined based on the observations provided during initialization. Differential Revision: D65430943
… that provides sensible defaults for MapData (facebook#3155) Summary: Pull Request resolved: facebook#3155 This adds a specialization of the `MetadataToFloat` Transform, `MapKeyToFloat`, that provides sensible default settings to allow for intercepting map metric data appearing in the ObservationFeatures' metadata. Additionally, for the purposes of specifying `fixed_features` down the line, when `_transform_observation_feature` is given an empty `ObservationFeatures` (more specifically, an `ObservationFeatures` with an empty `parameters` dict), it will populate it with the *upper bound* associated with each metadata key. Differential Revision: D66945078
… rate for MapData (facebook#3106) Summary: Pull Request resolved: facebook#3106 This refines the logic for calculating per-metric subsampling rates in `MapData.subsample` and incorporates a (probably premature) performance optimization, achieved by utilizing binary search on a sorted list instead of linear search. Differential Revision: D66366076 Reviewed By: Balandat
…ta to Observations (facebook#3001) Summary: Pull Request resolved: facebook#3001 This updates `observations_from_data` to include progression info as observation feature metadata by default. More specifically: - Updates `observations_from_data` to subsume behavior of `observations_from_map_data` as special case. - Updates calls to `observations_from_map_data` to instead call `observations_from_data` - Removes `observations_from_map_data` which is used exclusively by `MapTorchModelBridge` Differential Revision: D65255312 Reviewed By: saitcakmak
…a, [Ax][WIP/Not Ready] Putting it all together (subclass TorchModelBridge) (facebook#3112) Summary: Pull Request resolved: facebook#3112 * Provide a new method `latest` for `MapData` to retrieve the *n* most recently observed values for each (arm, metric) group, determined by the `map_key` values, where higher implies more recent. * Update `observations_from_data` to optionally utilize `latest` and retain only the most recently observed *n* values (the new option, if specified alongside the existing subsampling options, will now take precedence). * Modify the "upcast" `MapData.df` property to leverage `latest`, which is a special case with *n=1*. * Revise the docstring to reflect changes in the pertinent methods, as well as update related methods like `subsample` to ensure uniform and consistent writing. Differential Revision: D66434621
…transforms Summary: Allows the user to customize the list of transforms to use for the Sobol-MBM benchmarking method. Differential Revision: D67357004
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Summary: Allows the user to customize the list of transforms to use for the Sobol-MBM benchmarking method.
Differential Revision: D67357004