pyfemtet 0.7.0__py3-none-any.whl → 0.8.0__py3-none-any.whl

pyfemtet/opt/optimizer/_optuna/_pof_botorch.py

@@ -169,6 +169,21 @@ def symlog(x):
     )
 
 
+def get_minimum_YVar_and_standardizer(Y: torch.Tensor):
+    standardizer = Standardize(m=Y.shape[-1])
+    if _get_use_fixed_noise():
+        import gpytorch
+        min_noise = gpytorch.settings.min_fixed_noise.value(Y.dtype)
+
+        standardizer.forward(Y)  # require to un-transform
+        _, YVar = standardizer.untransform(Y, min_noise * torch.ones_like(Y))
+
+    else:
+        YVar = None
+
+    return YVar, standardizer
+
+
 # ベースとなる獲得関数クラスに pof 係数を追加したクラスを作成する関数
 def acqf_patch_factory(acqf_class, pof_config=None):
     """ベース acqf クラスに pof 係数の計算を追加したクラスを作成します。
@@ -394,11 +409,13 @@ def logei_candidates_func(
 
     train_x = normalize(train_x, bounds=bounds)
 
+    train_yvar, standardizer = get_minimum_YVar_and_standardizer(train_y)
+
     model = SingleTaskGP(
         train_x,
         train_y,
-        train_Yvar=1e-4*torch.ones_like(train_y) if _get_use_fixed_noise() else None,
-        outcome_transform=Standardize(m=train_y.size(-1))
+        train_Yvar=train_yvar,
+        outcome_transform=standardizer,
     )
     mll = ExactMarginalLogLikelihood(model.likelihood, model)
     fit_gpytorch_mll(mll)
@@ -540,11 +557,13 @@ def qei_candidates_func(
     if pending_x is not None:
         pending_x = normalize(pending_x, bounds=bounds)
 
+    train_yvar, standardizer = get_minimum_YVar_and_standardizer(train_y)
+
     model = SingleTaskGP(
         train_x,
         train_y,
-        train_Yvar=1e-4*torch.ones_like(train_y) if _get_use_fixed_noise() else None,
-        outcome_transform=Standardize(m=train_y.size(-1))
+        train_Yvar=train_yvar,
+        outcome_transform=standardizer,
     )
     mll = ExactMarginalLogLikelihood(model.likelihood, model)
     fit_gpytorch_mll(mll)
@@ -641,11 +660,13 @@ def qnei_candidates_func(
     if pending_x is not None:
         pending_x = normalize(pending_x, bounds=bounds)
 
+    train_yvar, standardizer = get_minimum_YVar_and_standardizer(train_y)
+
     model = SingleTaskGP(
         train_x,
         train_y,
-        train_Yvar=1e-4*torch.ones_like(train_y) if _get_use_fixed_noise() else None,
-        outcome_transform=Standardize(m=train_y.size(-1))
+        train_Yvar=train_yvar,
+        outcome_transform=standardizer,
     )
     mll = ExactMarginalLogLikelihood(model.likelihood, model)
     fit_gpytorch_mll(mll)
@@ -747,11 +768,13 @@ def qehvi_candidates_func(
     if pending_x is not None:
         pending_x = normalize(pending_x, bounds=bounds)
 
+    train_yvar, standardizer = get_minimum_YVar_and_standardizer(train_y)
+
     model = SingleTaskGP(
         train_x,
         train_y,
-        train_Yvar=1e-4*torch.ones_like(train_y) if _get_use_fixed_noise() else None,
-        outcome_transform=Standardize(m=train_y.size(-1))
+        train_Yvar=train_yvar,
+        outcome_transform=standardizer,
     )
     mll = ExactMarginalLogLikelihood(model.likelihood, model)
     fit_gpytorch_mll(mll)
@@ -850,11 +873,13 @@ def ehvi_candidates_func(
     train_y = train_obj
     train_x = normalize(train_x, bounds=bounds)
 
+    train_yvar, standardizer = get_minimum_YVar_and_standardizer(train_y)
+
     model = SingleTaskGP(
         train_x,
         train_y,
-        train_Yvar=1e-4*torch.ones_like(train_y) if _get_use_fixed_noise() else None,
-        outcome_transform=Standardize(m=train_y.size(-1))
+        train_Yvar=train_yvar,
+        outcome_transform=standardizer,
     )
     mll = ExactMarginalLogLikelihood(model.likelihood, model)
     fit_gpytorch_mll(mll)
@@ -962,11 +987,13 @@ def qnehvi_candidates_func(
     if pending_x is not None:
         pending_x = normalize(pending_x, bounds=bounds)
 
+    train_yvar, standardizer = get_minimum_YVar_and_standardizer(train_y)
+
     model = SingleTaskGP(
         train_x,
         train_y,
-        train_Yvar=1e-4*torch.ones_like(train_y) if _get_use_fixed_noise() else None,
-        outcome_transform=Standardize(m=train_y.size(-1))
+        train_Yvar=train_yvar,
+        outcome_transform=standardizer,
     )
     mll = ExactMarginalLogLikelihood(model.likelihood, model)
     fit_gpytorch_mll(mll)
@@ -1083,11 +1110,13 @@ def qparego_candidates_func(
     if pending_x is not None:
         pending_x = normalize(pending_x, bounds=bounds)
 
+    train_yvar, standardizer = get_minimum_YVar_and_standardizer(train_y)
+
     model = SingleTaskGP(
         train_x,
         train_y,
-        train_Yvar=1e-4*torch.ones_like(train_y) if _get_use_fixed_noise() else None,
-        outcome_transform=Standardize(m=train_y.size(-1))
+        train_Yvar=train_yvar,
+        outcome_transform=standardizer,
     )
     mll = ExactMarginalLogLikelihood(model.likelihood, model)
     fit_gpytorch_mll(mll)
@@ -1184,11 +1213,13 @@ def qkg_candidates_func(
     if pending_x is not None:
         pending_x = normalize(pending_x, bounds=bounds)
 
+    train_yvar, standardizer = get_minimum_YVar_and_standardizer(train_y)
+
     model = SingleTaskGP(
         train_x,
         train_y,
-        train_Yvar=1e-4*torch.ones_like(train_y) if _get_use_fixed_noise() else None,
-        outcome_transform=Standardize(m=train_y.size(-1))
+        train_Yvar=train_yvar,
+        outcome_transform=standardizer,
     )
     mll = ExactMarginalLogLikelihood(model.likelihood, model)
     fit_gpytorch_mll(mll)
@@ -1286,7 +1317,7 @@ def qhvkg_candidates_func(
         SingleTaskGP(
             train_x,
             train_y[..., [i]],
-            train_Yvar=1e-4*torch.ones_like(train_y[..., [i]]) if _get_use_fixed_noise() else None,
+            train_Yvar=get_minimum_YVar_and_standardizer(train_y[..., [i]])[0],
             outcome_transform=Standardize(m=1)
         )
         for i in range(train_y.shape[-1])
@@ -1763,7 +1794,18 @@ class PoFBoTorchSampler(BaseSampler):
             for trial_idx, trial in enumerate(trials):
                 params[trial_idx] = trans.transform(trial.params)
                 if trial.state == TrialState.COMPLETE:
-                    values[trial_idx, 0] = 1.  # feasible
+                    # complete, but infeasible (in case of weak constraint)
+                    if 'constraints' in trial.user_attrs.keys():
+                        cns = trial.user_attrs['constraints']
+                        if cns is None:
+                            values[trial_idx, 0] = 1.  # feasible (or should RuntimeError)
+                        else:
+                            if numpy.array(cns).max() > 0:
+                                values[trial_idx, 0] = 1.  # feasible
+                            else:
+                                values[trial_idx, 0] = 1.  # feasible
+                    else:
+                        values[trial_idx, 0] = 1.  # feasible
                 elif trial.state == TrialState.PRUNED:
                     values[trial_idx, 0] = 0.  # infeasible
                 else:

pyfemtet/opt/prediction/_base.py

@@ -32,6 +32,14 @@ class PyFemtetPredictionModel:
     def __init__(self, history: History, df: pd.DataFrame, MetaModel: type):
         assert issubclass(MetaModel, PredictionModelBase)
         self.meta_model: PredictionModelBase = MetaModel()
+
+        from pyfemtet.opt.prediction.single_task_gp import SingleTaskGPModel
+        if isinstance(self.meta_model, SingleTaskGPModel):
+            self.meta_model.set_bounds_from_history(
+                history,
+                df,
+            )
+
         self.obj_names = history.obj_names
         self.prm_names = history.prm_names
         self.df = df

pyfemtet/opt/prediction/single_task_gp.py

@@ -3,46 +3,20 @@ import torch
 import gpytorch
 
 from botorch.models import SingleTaskGP
+from botorch.models.transforms.input import Normalize
+from botorch.models.transforms.outcome import Standardize
 from botorch.fit import fit_gpytorch_mll
 from gpytorch.mlls import ExactMarginalLogLikelihood
 
 from pyfemtet.opt.prediction._base import PredictionModelBase
 
 
-class _StandardScaler:
+DEVICE = 'cpu'
+DTYPE = torch.float64
 
-    # noinspection PyAttributeOutsideInit
-    def fit_transform(self, x: torch.Tensor) -> torch.Tensor:
-        self.m = x.numpy().mean(axis=0)
-        self.s = x.numpy().std(axis=0, ddof=1)
-        return self.transform(x)
-
-    def transform(self, x: torch.Tensor) -> torch.Tensor:
-        return torch.tensor((x.numpy() - self.m) / self.s).double()
-
-    def inverse_transform_mean(self, x: torch.Tensor) -> torch.Tensor:
-        return torch.tensor(x.numpy() * self.s + self.m).double()
-
-    def inverse_transform_var(self, x: torch.Tensor) -> torch.Tensor:
-        return torch.tensor(x.numpy() * self.s**2).double()
-
-
-class _MinMaxScaler:
 
-    # noinspection PyAttributeOutsideInit
-    def fit_transform(self, x: torch.Tensor) -> torch.Tensor:
-        self.max = x.numpy().max(axis=0)
-        self.min = x.numpy().min(axis=0)
-        return self.transform(x)
-
-    def transform(self, x: torch.Tensor) -> torch.Tensor:
-        return torch.tensor((x.numpy() - self.min) / (self.max - self.min)).double()
-
-    def inverse_transform_mean(self, x: torch.Tensor) -> torch.Tensor:
-        return torch.tensor(x.numpy() * (self.max - self.min) + self.min).double()
-
-    def inverse_transform_var(self, x: torch.Tensor) -> torch.Tensor:
-        return torch.tensor(x.numpy() * (self.max - self.min)**2).double()
+def tensor(x_):
+    return torch.tensor(x_, dtype=DTYPE, device=DEVICE)
 
 
 class SingleTaskGPModel(PredictionModelBase):
@@ -52,43 +26,92 @@ class SingleTaskGPModel(PredictionModelBase):
         https://botorch.org/api/models.html#botorch.models.gp_regression.SingleTaskGP
     """
 
+    def __init__(self, bounds=None, is_noise_free=True):
+        if bounds is not None:
+            if isinstance(bounds, np.ndarray):
+                self.bounds = tensor(bounds).T
+            elif isinstance(bounds, list) or isinstance(bounds, tuple):
+                self.bounds = tensor(np.array(bounds)).T
+            else:
+                raise NotImplementedError('Bounds must be a np.ndarray or list or tuple.')
+        else:
+            self.bounds = None
+        self.is_noise_free = is_noise_free
+        self._standardizer: Standardize = None
+
+    def set_bounds_from_history(self, history, df=None):
+        from pyfemtet.opt._femopt_core import History
+        history: History
+        metadata: str
+
+        if df is None:
+            df = history.get_df()
+
+        columns = df.columns
+        metadata_columns = history.metadata
+        target_columns = [
+            col for col, metadata in zip(columns, metadata_columns)
+            if metadata == 'prm_lb' or metadata == 'prm_ub'
+        ]
+
+        bounds_buff = df.iloc[0][target_columns].values  # 2*len(prm_names) array
+        bounds = bounds_buff.reshape(-1, 2).astype(float)
+        self.bounds = tensor(bounds).T
+
     # noinspection PyAttributeOutsideInit
     def fit(self, x: np.ndarray, y: np.ndarray):
-        train_x = torch.tensor(x).double()
-        train_y = torch.tensor(y).double()
+        X = tensor(x)
+        Y = tensor(y)
 
-        # check y shape (if single objective problem, output dimension is (n,) )
-        self._is_single_objective = len(y[0]) == 1
-
-        # Normalize the input data to the unit cube
-        self.scaler_x = _MinMaxScaler()
-        train_x = self.scaler_x.fit_transform(train_x)
-
-        # Standardize the output data
-        self.scaler_y = _StandardScaler()
-        train_y = self.scaler_y.fit_transform(train_y)
+        # Standardize を SingleTaskGP に任せると
+        # 小さい Variance を勝手に 1e-10 に丸めるので
+        # 外で Standardize してから渡す
+        standardizer = Standardize(m=Y.shape[-1],)
+        std_Y, _ = standardizer.forward(Y)
+        YVar = torch.full_like(Y, 1e-6)
+        self._standardizer = standardizer
 
         # Fit a Gaussian Process model using the extracted data
-        self.gp = SingleTaskGP(train_x, train_y)
+        self.gp = SingleTaskGP(
+            train_X=X,
+            train_Y=std_Y,
+            train_Yvar=YVar if self.is_noise_free else None,
+            input_transform=Normalize(d=X.shape[-1], bounds=self.bounds),
+            # BoTorch 0.13 前後で None を渡すと
+            # Standardize しない挙動は変わらないので None を渡せばよい
+            outcome_transform=None,
+        )
         mll = ExactMarginalLogLikelihood(self.gp.likelihood, self.gp)
         fit_gpytorch_mll(mll)
 
-    def predict(self, x: np.ndarray) -> list[np.ndarray, np.ndarray]:
-        x = torch.tensor(x).double()
-        self.gp.eval()
-        with torch.no_grad(), gpytorch.settings.fast_pred_var():
-            # normalized
-            scaled_x = self.scaler_x.transform(x)
-            # predict
-            pred = self.gp(scaled_x)
-            if self._is_single_objective:
-                scaled_mean = pred.mean.reshape((-1, 1))
-                scaled_var = pred.variance.reshape((-1, 1))
-            else:
-                scaled_mean = torch.permute(pred.mean, (1, 0))
-                scaled_var = torch.permute(pred.variance, (1, 0))
-            # unscaling
-            mean = self.scaler_y.inverse_transform_mean(scaled_mean).numpy()
-            var = self.scaler_y.inverse_transform_var(scaled_var).numpy()
+    def predict(self, x: np.ndarray) -> tuple[np.ndarray, np.ndarray]:
+        X = tensor(x)
+
+        post = self.gp.posterior(X)
+
+        # fit() で Standardize してから SingleTaskGP に渡したので
+        # posterior は手動で un-standardize する必要がある
+        M, V = self._standardizer.untransform(post.mean, post.variance)
+
+        mean = M.detach().numpy()
+        var = V.detach().numpy()
         std = np.sqrt(var)
+
         return mean, std
+
+
+if __name__ == '__main__':
+    dim = 3
+    N = 20
+    bounds = (np.arange(dim*2)**2).reshape((-1, 2))
+    x = np.random.rand(N, dim)
+    x = x * (bounds[:, 1] - bounds[:, 0]) + bounds[:, 0]
+    y = (x ** 2).sum(axis=1, keepdims=True) * 1e-7
+
+    model = SingleTaskGPModel()
+    model.fit(x, y)
+    print(model.predict(np.array([[(b[1] + b[0])/2 for b in bounds]])))
+
+    # 外挿
+    print(model.predict(np.array([[b[1] for b in bounds]])))
+    print(model.predict(np.array([[b[1] * 2 for b in bounds]])))

pyfemtet/opt/visualization/_complex_components/main_figure_creator.py

@@ -150,21 +150,21 @@ def _get_single_objective_plot(history, df):
     # ===== その時点までの最小の点を青で打つ =====
     fig.add_trace(
         go.Scatter(
-            x=df['trial'][indices],
-            y=df[obj_name][indices],
+            x=df['trial'].iloc[indices],
+            y=df[obj_name].iloc[indices],
             mode="markers+lines",
             marker=dict(color='#007bff', size=9),
             name=Msg.LEGEND_LABEL_OPTIMAL_SOLUTIONS,
             line=dict(width=1, color='#6c757d',),
-            customdata=df['trial'][indices].values.reshape((-1, 1)),
+            customdata=df['trial'].iloc[indices].values.reshape((-1, 1)),
             legendgroup='optimal',
         )
     )
 
     # ===== その時点までの最小の点から現在までの平行点線を引く =====
     if len(indices) > 1:
-        x = [df['trial'][indices].iloc[-1], df['trial'].iloc[-1]]
-        y = [df[obj_name][indices].iloc[-1]] * 2
+        x = [df['trial'].iloc[indices].iloc[-1], df['trial'].iloc[-1]]
+        y = [df[obj_name].iloc[indices].iloc[-1]] * 2
         fig.add_trace(
             go.Scatter(
                 x=x,

pyfemtet/opt/visualization/_complex_components/main_graph.py

@@ -460,6 +460,12 @@ class MainGraph(AbstractPage):
             bbox = pt["bbox"]
 
             # get row of the history from customdata defined in main_figure
+            if 'customdata' not in pt.keys():
+                raise PreventUpdate
+
+            if len(pt['customdata']) == 0:
+                raise PreventUpdate
+
             trial = pt['customdata'][0]
 
             df = self.data_accessor()
@@ -560,5 +566,5 @@ class MainGraph(AbstractPage):
         if isinstance(self.application, ProcessMonitorApplication):
             df = self.application.local_data
         else:
-            df = self.application.history.get_df()
+            df = self.application.history.get_df(valid_only=True)
         return df

pyfemtet/opt/visualization/_complex_components/pm_graph.py

@@ -606,5 +606,5 @@ class PredictionModelGraph(AbstractPage):
         if isinstance(self.application, ProcessMonitorApplication):
             df = self.application.local_data
         else:
-            df = self.application.history.get_df()
+            df = self.application.history.get_df(valid_only=True)  # TODO: prediction グラフで infeasible な結果を反映する
         return df

pyfemtet/opt/visualization/_process_monitor/application.py

@@ -67,7 +67,7 @@ class ProcessMonitorApplication(PyFemtetApplicationBase):
         if self._should_get_actor_data:
             return self._df
         else:
-            return self.history.get_df()
+            return self.history.get_df(valid_only=True)
 
     @local_data.setter
     def local_data(self, value: pd.DataFrame):
@@ -112,7 +112,7 @@ class ProcessMonitorApplication(PyFemtetApplicationBase):
                     worker_status.set(OptimizationStatus.INTERRUPTING)
 
             # status と df を actor から application に反映する
-            self._df = self.history.get_df().copy()
+            self._df = self.history.get_df(valid_only=True).copy()
             self.local_entire_status_int = self.entire_status.get()
             self.local_worker_status_int_list = [s.get() for s in self.worker_status_list]
 

pyfemtet/opt/visualization/_process_monitor/pages.py

@@ -389,5 +389,5 @@ class OptunaVisualizerPage(AbstractPage):
         if isinstance(self.application, ProcessMonitorApplication):
             df = self.application.local_data
         else:
-            df = self.application.history.get_df()
+            df = self.application.history.get_df(valid_only=True)
         return df

pyfemtet/opt/visualization/result_viewer/pages.py

@@ -281,7 +281,7 @@ class HomePage(AbstractPage):
                 trial = pt['customdata'][0]
 
                 # get parameter and update model
-                df = self.application.history.get_df()
+                df = self.application.history.get_df(valid_only=True)
                 row = df[df['trial'] == trial]
                 metadata = np.array(self.application.history.metadata)
                 idx = np.where(metadata == 'prm')[0]

{pyfemtet-0.7.0.dist-info → pyfemtet-0.8.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
-Metadata-Version: 2.1
+Metadata-Version: 2.3
 Name: pyfemtet
-Version: 0.7.0
+Version: 0.8.0
 Summary: Design parameter optimization using Femtet.
 Home-page: https://github.com/pyfemtet/pyfemtet
 License: BSD-3-Clause
@@ -22,6 +22,7 @@ Requires-Dist: dash-bootstrap-components (>=1.5.0,<2.0.0)
 Requires-Dist: dask (>=2023.12.1,<2024.0.0)
 Requires-Dist: distributed (>=2023.12.1,<2024.0.0)
 Requires-Dist: femtetutils (>=1.0.0,<2.0.0)
+Requires-Dist: fire (>=0.6.0,<0.7.0)
 Requires-Dist: numpy (>=1.26.2,<2.0.0)
 Requires-Dist: openpyxl (>=3.1.2,<4.0.0)
 Requires-Dist: optuna (>=3.4.0,<5.0.0)

{pyfemtet-0.7.0.dist-info → pyfemtet-0.8.0.dist-info}/RECORD

@@ -1,4 +1,4 @@
-pyfemtet/__init__.py,sha256=P1kRuZW02tF-ekLuBqSjV_tIKKqcbfRPDdpp9C8ftUY,21
+pyfemtet/__init__.py,sha256=GO5-jMO9tN8CnIeVgyWYWO1Og938AAqM04cbZPzmyiE,21
 pyfemtet/_femtet_config_util/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 pyfemtet/_femtet_config_util/autosave.py,sha256=dNirA9XGuFehas8_Jkj2BW9GOzMbPyhnt1WHcH_ObSU,2070
 pyfemtet/_femtet_config_util/exit.py,sha256=0BWID-tjOkmZwmgPFkcJMkWW39voccz5ARIBWvZbHaw,1877
@@ -6,48 +6,65 @@ pyfemtet/_message/1. make_pot.bat,sha256=wrTA0YaL7nUfNB0cS8zljOmwq2qgyG6RMwHQbrw
 pyfemtet/_message/2. make_mo.bat,sha256=6shJ3Yn4BXjDc0hhv_kiGUtVTq4oSRz8-iS4vW29rNE,155
 pyfemtet/_message/__init__.py,sha256=gE1-XX_PzHj9BbhqPaK5VcIHuv6_Tec5qlPMC3IRiBg,100
 pyfemtet/_message/babel.cfg,sha256=AQIFCQ7NlAA84PhV0gowHhbIXH41zA55mzhgyROniJk,73
-pyfemtet/_message/locales/ja/LC_MESSAGES/messages.po,sha256=F2bJGHVMtk086pekjVwY2dluCSl7qeYPgJe1A9CSrxA,24526
-pyfemtet/_message/locales/messages.pot,sha256=8Yjf462pJdEtxBLySKT34zMG5CH5uLB_8VaJQll_QsY,14493
-pyfemtet/_message/messages.py,sha256=F8ENLZKoHq5irn-Ag7rqA3aSDsTmRWDyNHvOLY76ROI,13368
+pyfemtet/_message/locales/ja/LC_MESSAGES/messages.mo,sha256=piTwHbUIWD_68JMMRvzRHD0IuIUdq0dJNYFy88ZjbQQ,18768
+pyfemtet/_message/locales/ja/LC_MESSAGES/messages.po,sha256=O5YDF47uPsLh4wXNgXz95p0U8895AbqLNJcLhRKIljE,25185
+pyfemtet/_message/locales/messages.pot,sha256=hHrjOC2W_ZOBaDedImBnLQpOeFYBF8K3G7165jYXTGo,14872
+pyfemtet/_message/messages.py,sha256=gvF6xwJHE2hlD3b4828Oqzv3jMO_OsZUYtQzRO6cXmk,13678
 pyfemtet/_util/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-pyfemtet/_util/excel_macro_util.py,sha256=wja_yE79xXHnr8YuesDypXRXkC6mI4ZYaUU-1wunZCE,7470
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@@ -119,9 +136,9 @@ pyfemtet/opt/visualization/_wrapped_components/str_enum.py,sha256=NZqbh2jNEAckvJ
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{pyfemtet-0.7.0.dist-info → pyfemtet-0.8.0.dist-info}/WHEEL

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