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20 hours ago •
facebook
facebook
Fix core docs related to linear constraints
The constraint:
"2.0 * x3 + x1 + x2 >= 1"
produces:
ValueError: A linear constraint should be the form a*x + b*y - c*z <= d, where a,b,c,d are float constants and x,y,z are parameters. There should be no space in each term around the operator * while there should be a single space around each operator +, -, <= and >=.
However, the "core" docs imply a format like 1.0 * a + 0.5 * b <= 1.0.
If I change my constraint to:
"2.0*x3 + x1 + x2 >= 1"
it seems to be fine.
I suggest updating # 1.0 * a + 0.5 * b <= 1.0 to # 1.0*a + 0.5*b <= 1.0 (see https://github.com/facebook/Ax/pull/2418).
---------------------------------------------------------------------------
ValueError Traceback (most recent call last)
Cell In[4], [line 37](vscode-notebook-cell:?execution_count=4&line=37)
[15](vscode-notebook-cell:?execution_count=4&line=15) gs = GenerationStrategy(
[16](vscode-notebook-cell:?execution_count=4&line=16) steps=[
[17](vscode-notebook-cell:?execution_count=4&line=17) GenerationStep(
(...)
[32](vscode-notebook-cell:?execution_count=4&line=32) ]
[33](vscode-notebook-cell:?execution_count=4&line=33) )
[35](vscode-notebook-cell:?execution_count=4&line=35) ax_client = AxClient(generation_strategy=gs, random_seed=42) # CHANGE: add random seed for reproducibility
---> [37](vscode-notebook-cell:?execution_count=4&line=37) ax_client.create_experiment(
[38](vscode-notebook-cell:?execution_count=4&line=38) parameters=[
[39](vscode-notebook-cell:?execution_count=4&line=39) {"name": "x1", "type": "range", "bounds": [0.0, total]}, # CHANGE: update parameter
[40](vscode-notebook-cell:?execution_count=4&line=40) {"name": "x2", "type": "range", "bounds": [0.0, total]}, # CHANGE: update parameter
[41](vscode-notebook-cell:?execution_count=4&line=41) {"name": "x3", "type": "range", "bounds": [0.0, total]}, # CHANGE: add new parameter
[42](vscode-notebook-cell:?execution_count=4&line=42) {"name": "x5", "type": "range", "bounds": [0.1, 10.0]}, # CHANGE: add new parameter
[43](vscode-notebook-cell:?execution_count=4&line=43) ],
[44](vscode-notebook-cell:?execution_count=4&line=44) objectives={
[45](vscode-notebook-cell:?execution_count=4&line=45) obj1_name: ObjectiveProperties(minimize=True),
[46](vscode-notebook-cell:?execution_count=4&line=46) },
[47](vscode-notebook-cell:?execution_count=4&line=47) parameter_constraints=[
[48](vscode-notebook-cell:?execution_count=4&line=48) f"x1 + x2 + x3 <= {total}", # CHANGE: update composition constraint
[49](vscode-notebook-cell:?execution_count=4&line=49) "x1 >= x2", # CHANGE: update order constraint
[50](vscode-notebook-cell:?execution_count=4&line=50) "x2 >= x3", # CHANGE: add order constraint
[51](vscode-notebook-cell:?execution_count=4&line=51) "2.0 * x3 + x1 + x2 >= 1", # CHANGE: add order constraint based on `x3 >= x4` and `x4 = 1 - (x1 + x2 + x3)`
[52](vscode-notebook-cell:?execution_count=4&line=52) ],
[53](vscode-notebook-cell:?execution_count=4&line=53) )
[55](vscode-notebook-cell:?execution_count=4&line=55) batch_size = 2
[57](vscode-notebook-cell:?execution_count=4&line=57) for _ in range(10): # CHANGE: decrease number of iterations
File c:\Users\sterg\miniforge3\envs\honegumi\Lib\site-packages\ax\service\ax_client.py:338, in AxClient.create_experiment(self, parameters, name, description, owners, objectives, parameter_constraints, outcome_constraints, status_quo, overwrite_existing_experiment, experiment_type, tracking_metric_names, choose_generation_strategy_kwargs, support_intermediate_data, immutable_search_space_and_opt_config, is_test, metric_definitions)
[333](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/ax_client.py:333) if len(objectives.keys()) > 1:
[334](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/ax_client.py:334) objective_kwargs[
[335](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/ax_client.py:335) "objective_thresholds"
[336](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/ax_client.py:336) ] = self.build_objective_thresholds(objectives)
--> [338](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/ax_client.py:338) experiment = self.make_experiment(
[339](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/ax_client.py:339) name=name,
[340](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/ax_client.py:340) description=description,
[341](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/ax_client.py:341) owners=owners,
[342](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/ax_client.py:342) parameters=parameters,
[343](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/ax_client.py:343) parameter_constraints=parameter_constraints,
[344](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/ax_client.py:344) outcome_constraints=outcome_constraints,
[345](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/ax_client.py:345) status_quo=status_quo,
[346](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/ax_client.py:346) experiment_type=experiment_type,
[347](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/ax_client.py:347) tracking_metric_names=tracking_metric_names,
[348](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/ax_client.py:348) metric_definitions=metric_definitions,
[349](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/ax_client.py:349) support_intermediate_data=support_intermediate_data,
[350](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/ax_client.py:350) immutable_search_space_and_opt_config=immutable_search_space_and_opt_config,
[351](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/ax_client.py:351) is_test=is_test,
[352](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/ax_client.py:352) **objective_kwargs,
[353](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/ax_client.py:353) )
[354](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/ax_client.py:354) self._set_runner(experiment=experiment)
[355](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/ax_client.py:355) self._set_experiment(
[356](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/ax_client.py:356) experiment=experiment,
[357](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/ax_client.py:357) overwrite_existing_experiment=overwrite_existing_experiment,
[358](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/ax_client.py:358) )
File c:\Users\sterg\miniforge3\envs\honegumi\Lib\site-packages\ax\service\utils\instantiation.py:866, in InstantiationBase.make_experiment(cls, parameters, name, description, owners, parameter_constraints, outcome_constraints, status_quo, experiment_type, tracking_metric_names, metric_definitions, objectives, objective_thresholds, support_intermediate_data, immutable_search_space_and_opt_config, is_test)
[860](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:860) if owners is not None:
[861](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:861) properties["owners"] = owners
[863](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:863) return Experiment(
[864](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:864) name=name,
[865](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:865) description=description,
--> [866](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:866) search_space=cls.make_search_space(parameters, parameter_constraints),
[867](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:867) optimization_config=optimization_config,
[868](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:868) status_quo=status_quo_arm,
[869](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:869) experiment_type=experiment_type,
[870](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:870) tracking_metrics=tracking_metrics,
[871](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:871) default_data_type=default_data_type,
[872](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:872) properties=properties,
[873](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:873) is_test=is_test,
[874](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:874) )
File c:\Users\sterg\miniforge3\envs\honegumi\Lib\site-packages\ax\service\utils\instantiation.py:696, in InstantiationBase.make_search_space(cls, parameters, parameter_constraints)
[692](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:692) search_space_cls = HierarchicalSearchSpace if is_hss else SearchSpace
[694](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:694) parameter_map = {p.name: p for p in typed_parameters}
--> [696](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:696) typed_parameter_constraints = [
[697](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:697) cls.constraint_from_str(c, parameter_map) for c in parameter_constraints
[698](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:698) ]
[700](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:700) if any(
[701](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:701) any(
[702](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:702) isinstance(parameter_map[parameter], ChoiceParameter)
(...)
[705](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:705) for constraint in typed_parameter_constraints
[706](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:706) ):
[707](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:707) raise UnsupportedError(
[708](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:708) "Constraints on ChoiceParameters are not allowed. Try absorbing "
[709](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:709) "this constraint into the associated range parameter's bounds."
[710](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:710) )
File c:\Users\sterg\miniforge3\envs\honegumi\Lib\site-packages\ax\service\utils\instantiation.py:697, in <listcomp>(.0)
[692](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:692) search_space_cls = HierarchicalSearchSpace if is_hss else SearchSpace
[694](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:694) parameter_map = {p.name: p for p in typed_parameters}
[696](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:696) typed_parameter_constraints = [
--> [697](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:697) cls.constraint_from_str(c, parameter_map) for c in parameter_constraints
[698](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:698) ]
[700](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:700) if any(
[701](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:701) any(
[702](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:702) isinstance(parameter_map[parameter], ChoiceParameter)
(...)
[705](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:705) for constraint in typed_parameter_constraints
[706](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:706) ):
[707](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:707) raise UnsupportedError(
[708](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:708) "Constraints on ChoiceParameters are not allowed. Try absorbing "
[709](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:709) "this constraint into the associated range parameter's bounds."
[710](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:710) )
File c:\Users\sterg\miniforge3\envs\honegumi\Lib\site-packages\ax\service\utils\instantiation.py:399, in InstantiationBase.constraint_from_str(representation, parameters)
[397](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:397) bound = float(tokens[-1])
[398](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:398) if any(token[0] == "*" or token[-1] == "*" for token in tokens):
--> [399](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:399) raise ValueError(
[400](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:400) "A linear constraint should be the form a*x + b*y - c*z <= d"
[401](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:401) ", where a,b,c,d are float constants and x,y,z are parameters. "
[402](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:402) "There should be no space in each term around the operator * while "
[403](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:403) "there should be a single space around each operator +, -, <= and >=."
[404](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:404) )
[405](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:405) parameter_weight = {}
[406](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:406) comparison_multiplier = (
[407](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:407) 1.0 if COMPARISON_OPS[tokens[-2]] is ComparisonOp.LEQ else -1.0
[408](file:///C:/Users/sterg/miniforge3/envs/honegumi/Lib/site-packages/ax/service/utils/instantiation.py:408) )
ValueError: A linear constraint should be the form a*x + b*y - c*z <= d, where a,b,c,d are float constants and x,y,z are parameters. There should be no space in each term around the operator * while there should be a single space around each operator +, -, <= and >=.
