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Adding AffineInputTransform #1461

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Summary:
This diff adds AffineInputTransform, which applies (x-b)/a to an input x. Since this generalizes both Normalize and Standardize, this diff also makes them derived classes of the new class, leading to code sharing between the three classes.

Background: For concrete strength prediction, the log(t + 1) transformation of the time dimension greatly improves predictive accuracy and uncertainty callibration. It further holds promise for the learning curve prediction problem. Instead of directly implementing the custom transformation, I wrote this generalized affine transformation, which can be composed with log to yield the desired transformation.

Reviewed By: saitcakmak

Differential Revision: D40043491

@facebook-github-bot facebook-github-bot added CLA Signed Do not delete this pull request or issue due to inactivity. fb-exported labels Oct 22, 2022
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This pull request was exported from Phabricator. Differential Revision: D40043491

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codecov bot commented Oct 22, 2022

Codecov Report

Merging #1461 (cbe4362) into main (8441d62) will not change coverage.
The diff coverage is 100.00%.

@@            Coverage Diff            @@
##              main     #1461   +/-   ##
=========================================
  Coverage   100.00%   100.00%           
=========================================
  Files          134       134           
  Lines        12384     12384           
=========================================
  Hits         12384     12384           
Impacted Files Coverage Δ
botorch/models/transforms/input.py 100.00% <100.00%> (ø)

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Summary:
Pull Request resolved: pytorch#1461

This diff adds `AffineInputTransform`, which applies `(x-b)/a` to an input `x`. Since this generalizes both `Normalize` and `Standardize`, this diff also makes them derived classes of the new class, leading to code sharing between the three classes.

Background: For concrete strength prediction, the `log(t + 1`) transformation of the time dimension greatly improves predictive accuracy and uncertainty callibration. It further holds promise for the learning curve prediction problem. Instead of directly implementing the custom transformation, I wrote this generalized affine transformation, which can be composed with `log` to yield the desired transformation.

Reviewed By: saitcakmak

Differential Revision: D40043491

fbshipit-source-id: 954fd21ec70d89538d1f190395cd0832d39a2404
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This pull request was exported from Phabricator. Differential Revision: D40043491

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Oct 31, 2022
Summary:
Pull Request resolved: pytorch#1461

This diff adds `AffineInputTransform`, which applies `(x-b)/a` to an input `x`. Since this generalizes both `Normalize` and `Standardize`, this diff also makes them derived classes of the new class, leading to code sharing between the three classes.

Background: For concrete strength prediction, the `log(t + 1`) transformation of the time dimension greatly improves predictive accuracy and uncertainty callibration. It further holds promise for the learning curve prediction problem. Instead of directly implementing the custom transformation, I wrote this generalized affine transformation, which can be composed with `log` to yield the desired transformation.

Differential Revision: https://internalfb.com/D40043491

fbshipit-source-id: dd0b73a62b66493ac0a51e372d7e58d3c3910fc6
SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Oct 31, 2022
Summary:
Pull Request resolved: pytorch#1461

This diff adds `AffineInputTransform`, which applies `(x-b)/a` to an input `x`. Since this generalizes both `Normalize` and `Standardize`, this diff also makes them derived classes of the new class, leading to code sharing between the three classes.

Background: For concrete strength prediction, the `log(t + 1`) transformation of the time dimension greatly improves predictive accuracy and uncertainty callibration. It further holds promise for the learning curve prediction problem. Instead of directly implementing the custom transformation, I wrote this generalized affine transformation, which can be composed with `log` to yield the desired transformation.

Differential Revision: https://internalfb.com/D40043491

fbshipit-source-id: 95f7b9c440704cf17d342b95288bcdebb4f2a51d
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