Add BotorchTestCase.assertAllClose (#1618)

Summary:
Pull Request resolved: #1618

`BotorchTestCase.assertAllClose` will print more informative error messages on failure than `TestCase.assertTrue(torch.allclose(...))`. It uses `torch.testing.assert_close`.

Old test output:
```AssertionError: False is not true```

New test output:
```
1) AssertionError: Scalars are not close!

Absolute difference: 1.0000034868717194 (up to 0.0001 allowed)
Relative difference: 0.8348668001940709 (up to 1e-05 allowed)
```

This currently replicates the behavior of `torch.allclose` so that tests remain exactly as strict as they used to be, but in the future we might want to use the behavior of `assert_close` instead since it uses higher tolerances for single-precision inputs by default and is more configurable.

Differential Revision: D42402142

fbshipit-source-id: 62dc6df5e786a72a758a4d9a08ca92f88ab2c149

botorch/utils/testing.py

@@ -9,7 +9,7 @@
 import math
 import warnings
 from collections import OrderedDict
-from typing import Any, List, Optional, Tuple
+from typing import Any, List, Optional, Tuple, Union
 from unittest import TestCase
 
 import torch
@@ -51,6 +51,36 @@ def setUp(self):
             category=UserWarning,
         )
 
+    def assertAllClose(
+        self,
+        input: torch.Tensor,
+        other: Union[torch.Tensor, float],
+        rtol: float = 1e-05,
+        atol: float = 1e-08,
+        equal_nan: bool = False,
+    ) -> None:
+        r"""
+        Calls torch.testing.assert_close, using the signature and default behavior
+        of torch.allclose.
+
+        Example output:
+            AssertionError: Scalars are not close!
+
+            Absolute difference: 1.0000034868717194 (up to 0.0001 allowed)
+            Relative difference: 0.8348668001940709 (up to 1e-05 allowed)
+        """
+        # Why not just use the signature and behavior of `torch.testing.assert_close`?
+        # Because we used `torch.allclose` for testing in the past, and the two don't
+        # behave exactly the same. In particular, `assert_close` requires both `atol`
+        # and `rtol` to be set if either one is.
+        torch.testing.assert_close(
+            input,
+            other,
+            rtol=rtol,
+            atol=atol,
+            equal_nan=equal_nan,
+        )
+
 
 class BaseTestProblemBaseTestCase: