Check that choices is non-empty in optimize_acqf_discrete (#1228)

Summary:
Otherwise this produces confusing tensor dimension errors if no chocies are given.
Also applies ufmt style throughout.

Pull Request resolved: #1228

Reviewed By: bernardbeckerman

Differential Revision: D36480928

Pulled By: Balandat

fbshipit-source-id: 39d8b55ef4666265c1657525326528b8f2c1f4b2

Author: Balandat

botorch/optim/optimize.py

@@ -18,7 +18,7 @@
     OneShotAcquisitionFunction,
 )
 from botorch.acquisition.knowledge_gradient import qKnowledgeGradient
-from botorch.exceptions import UnsupportedError
+from botorch.exceptions import InputDataError, UnsupportedError
 from botorch.generation.gen import gen_candidates_scipy
 from botorch.logging import logger
 from botorch.optim.initializers import (
@@ -600,6 +600,8 @@ def optimize_acqf_discrete(
             "Discrete optimization is not supported for"
             "one-shot acquisition functions."
         )
+    if choices.numel() == 0:
+        raise InputDataError("`choices` must be non-emtpy.")
     choices_batched = choices.unsqueeze(-2)
     if q > 1:
         candidate_list, acq_value_list = [], []

test/optim/test_optimize.py

@@ -13,7 +13,7 @@
     AcquisitionFunction,
     OneShotAcquisitionFunction,
 )
-from botorch.exceptions import UnsupportedError
+from botorch.exceptions import InputDataError, UnsupportedError
 from botorch.optim.optimize import (
     _filter_infeasible,
     _filter_invalid,
@@ -880,6 +880,14 @@ def test_optimize_acqf_discrete(self):
             mock_acq_function = SquaredAcquisitionFunction()
             mock_acq_function.set_X_pending(None)
 
+            # ensure proper raising of errors if no choices
+            with self.assertRaisesRegex(InputDataError, "`choices` must be non-emtpy."):
+                optimize_acqf_discrete(
+                    acq_function=mock_acq_function,
+                    q=q,
+                    choices=torch.empty(0, 2),
+                )
+
             choices = torch.rand(5, 2, **tkwargs)
             exp_acq_vals = mock_acq_function(choices)