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handle ObservationFeatures without trial_index in Relativize #2441

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@sdaulton sdaulton commented May 8, 2024

Summary: This adds support for untransforming observation features in Relativize that do not have a trial index. This can occur when the Modelbridge does not use TrialAsTask and there are multiple SQ observations (e.g. for different trials) and we try to untransform the predictions for arms in a GR.

Differential Revision: D57126153

@facebook-github-bot facebook-github-bot added the CLA Signed Do not delete this pull request or issue due to inactivity. label May 8, 2024
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This pull request was exported from Phabricator. Differential Revision: D57126153

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codecov-commenter commented May 8, 2024

Codecov Report

Attention: Patch coverage is 98.54015% with 2 lines in your changes are missing coverage. Please review.

Project coverage is 95.32%. Comparing base (cea8dc3) to head (6dc5195).

Files Patch % Lines
ax/modelbridge/transforms/time_as_feature.py 96.96% 2 Missing ⚠️
Additional details and impacted files
@@           Coverage Diff            @@
##             main    #2441    +/-   ##
========================================
  Coverage   95.31%   95.32%            
========================================
  Files         495      497     +2     
  Lines       48069    48194   +125     
========================================
+ Hits        45818    45940   +122     
- Misses       2251     2254     +3     

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@sdaulton sdaulton force-pushed the export-D57126153 branch from 37b1906 to 7fb97fa Compare May 8, 2024 23:34
sdaulton added a commit to sdaulton/Ax-1 that referenced this pull request May 8, 2024
…k#2441)

Summary:

This  adds support for untransforming observation features in Relativize that do not have a trial index. This can occur when the Modelbridge does not use TrialAsTask and there are multiple SQ observations (e.g. for different trials) and we try to untransform the predictions for arms in a GR.

Differential Revision: D57126153
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This pull request was exported from Phabricator. Differential Revision: D57126153

@sdaulton sdaulton force-pushed the export-D57126153 branch from 7fb97fa to 6a8d603 Compare May 9, 2024 00:32
sdaulton added a commit to sdaulton/Ax-1 that referenced this pull request May 9, 2024
…k#2441)

Summary:

This  adds support for untransforming observation features in Relativize that do not have a trial index. This can occur when the Modelbridge does not use TrialAsTask and there are multiple SQ observations (e.g. for different trials) and we try to untransform the predictions for arms in a GR.

Reviewed By: bernardbeckerman

Differential Revision: D57126153
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This pull request was exported from Phabricator. Differential Revision: D57126153

sdaulton added 4 commits May 8, 2024 20:30
Summary:

This implements a transform for adding `start_time` and `duration` as features for modeling. Currently, this adds them as `RangeParameter`s (to unblock time-sensitive applications), but in the future it would be good to revise this with a better treatment of non-tunable contextual information.

`duration` appears to lead to better model fits on the synthetic example (notebook) than using `end_time`. This also works better than using the midpoint between start time and end time.

Reviewed By: bernardbeckerman, Balandat

Differential Revision: D57082939
Summary:

see title

Reviewed By: bernardbeckerman

Differential Revision: D57119551
Summary:

This adds support for handling pending observations that were generated by a Modelbridge that did not use the TimeAsFeature transform and therefore does not have start_time and end_time set in the observation features.

Reviewed By: bernardbeckerman

Differential Revision: D57121601
…k#2441)

Summary:

This  adds support for untransforming observation features in Relativize that do not have a trial index. This can occur when the Modelbridge does not use TrialAsTask and there are multiple SQ observations (e.g. for different trials) and we try to untransform the predictions for arms in a GR.

Reviewed By: bernardbeckerman

Differential Revision: D57126153
@sdaulton sdaulton force-pushed the export-D57126153 branch from 6a8d603 to 6dc5195 Compare May 9, 2024 03:31
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This pull request was exported from Phabricator. Differential Revision: D57126153

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This pull request has been merged in 9a624a2.

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