Support different noise levels for different outputs in test functions

botorch/test_functions/base.py

@@ -11,9 +11,10 @@
 from __future__ import annotations
 
 from abc import ABC, abstractmethod
-from typing import List, Optional, Tuple
+from typing import List, Optional, Tuple, Union
 
 import torch
+
 from botorch.exceptions.errors import InputDataError
 from torch import Tensor
 from torch.nn import Module
@@ -26,7 +27,11 @@ class BaseTestProblem(Module, ABC):
     _bounds: List[Tuple[float, float]]
     _check_grad_at_opt: bool = True
 
-    def __init__(self, noise_std: Optional[float] = None, negate: bool = False) -> None:
+    def __init__(
+        self,
+        noise_std: Optional[Union[float, List[float]]] = None,
+        negate: bool = False,
+    ) -> None:
         r"""Base constructor for test functions.
 
         Args:
@@ -60,7 +65,12 @@ def forward(self, X: Tensor, noise: bool = True) -> Tensor:
         X = X if batch else X.unsqueeze(0)
         f = self.evaluate_true(X=X)
         if noise and self.noise_std is not None:
-            f += self.noise_std * torch.randn_like(f)
+            _noise = (
+                Tensor(self.noise_std)
+                if isinstance(self.noise_std, list)
+                else self.noise_std
+            )
+            f += _noise * torch.randn_like(f)
         if self.negate:
             f = -f
         return f if batch else f.squeeze(0)
@@ -147,7 +157,11 @@ class MultiObjectiveTestProblem(BaseTestProblem):
     _ref_point: List[float]
     _max_hv: float
 
-    def __init__(self, noise_std: Optional[float] = None, negate: bool = False) -> None:
+    def __init__(
+        self,
+        noise_std: Optional[Union[float, List[float]]] = None,
+        negate: bool = False,
+    ) -> None:
         r"""Base constructor for multi-objective test functions.
 
         Args:

botorch/test_functions/multi_objective.py

@@ -76,7 +76,7 @@
 import math
 from abc import ABC, abstractmethod
 from math import pi
-from typing import Optional
+from typing import List, Optional, Union
 
 import torch
 from botorch.exceptions.errors import UnsupportedError
@@ -116,7 +116,11 @@ class BraninCurrin(MultiObjectiveTestProblem):
     _ref_point = [18.0, 6.0]
     _max_hv = 59.36011874867746  # this is approximated using NSGA-II
 
-    def __init__(self, noise_std: Optional[float] = None, negate: bool = False) -> None:
+    def __init__(
+        self,
+        noise_std: Optional[Union[float, List[float]]] = None,
+        negate: bool = False,
+    ) -> None:
         r"""
         Args:
             noise_std: Standard deviation of the observation noise.
@@ -174,7 +178,7 @@ class DH(MultiObjectiveTestProblem, ABC):
     def __init__(
         self,
         dim: int,
-        noise_std: Optional[float] = None,
+        noise_std: Optional[Union[float, List[float]]] = None,
         negate: bool = False,
     ) -> None:
         r"""
@@ -334,7 +338,7 @@ def __init__(
         self,
         dim: int,
         num_objectives: int = 2,
-        noise_std: Optional[float] = None,
+        noise_std: Optional[Union[float, List[float]]] = None,
         negate: bool = False,
     ) -> None:
         r"""
@@ -600,7 +604,7 @@ class GMM(MultiObjectiveTestProblem):
 
     def __init__(
         self,
-        noise_std: Optional[float] = None,
+        noise_std: Optional[Union[float, List[float]]] = None,
         negate: bool = False,
         num_objectives: int = 2,
     ) -> None:
@@ -926,7 +930,7 @@ def __init__(
         self,
         dim: int,
         num_objectives: int = 2,
-        noise_std: Optional[float] = None,
+        noise_std: Optional[Union[float, List[float]]] = None,
         negate: bool = False,
     ) -> None:
         r"""
@@ -1234,7 +1238,11 @@ class ConstrainedBraninCurrin(BraninCurrin, ConstrainedBaseTestProblem):
     _ref_point = [80.0, 12.0]
     _max_hv = 608.4004237022673  # from NSGA-II with 90k evaluations
 
-    def __init__(self, noise_std: Optional[float] = None, negate: bool = False) -> None:
+    def __init__(
+        self,
+        noise_std: Optional[Union[float, List[float]]] = None,
+        negate: bool = False,
+    ) -> None:
         r"""
         Args:
             noise_std: Standard deviation of the observation noise.
@@ -1337,7 +1345,7 @@ class MW7(MultiObjectiveTestProblem, ConstrainedBaseTestProblem):
     def __init__(
         self,
         dim: int,
-        noise_std: Optional[float] = None,
+        noise_std: Optional[Union[float, List[float]]] = None,
         negate: bool = False,
     ) -> None:
         r"""

test/test_functions/test_multi_objective.py

@@ -63,7 +63,7 @@ def evaluate_true(self, X):
 class TestBaseTestMultiObjectiveProblem(BotorchTestCase):
     def test_base_mo_problem(self):
         for negate in (True, False):
-            for noise_std in (None, 1.0):
+            for noise_std in (None, 1.0, [1.0, 2.0]):
                 f = DummyMOProblem(noise_std=noise_std, negate=negate)
                 self.assertEqual(f.noise_std, noise_std)
                 self.assertEqual(f.negate, negate)
@@ -155,6 +155,7 @@ def functions(self) -> List[BaseTestProblem]:
             DTLZ4(dim=5, num_objectives=2),
             DTLZ5(dim=5, num_objectives=2),
             DTLZ7(dim=5, num_objectives=2),
+            DTLZ7(dim=5, num_objectives=2, noise_std=[0.1, 0.2]),
         ]
 
     def test_init(self):
@@ -216,7 +217,10 @@ class TestGMM(
 ):
     @property
     def functions(self) -> List[BaseTestProblem]:
-        return [GMM(num_objectives=4)]
+        return [
+            GMM(num_objectives=4),
+            GMM(num_objectives=4, noise_std=[0.0, 0.1, 0.2, 0.3]),
+        ]
 
     def test_init(self):
         f = self.functions[0]
@@ -269,7 +273,7 @@ class TestMW7(
 ):
     @property
     def functions(self) -> List[BaseTestProblem]:
-        return [MW7(dim=3)]
+        return [MW7(dim=3), MW7(dim=3, noise_std=[0.1, 0.2])]
 
     def test_init(self):
         for f in self.functions:
@@ -290,6 +294,8 @@ def functions(self) -> List[BaseTestProblem]:
             ZDT1(dim=3, num_objectives=2),
             ZDT2(dim=3, num_objectives=2),
             ZDT3(dim=3, num_objectives=2),
+            ZDT3(dim=3, num_objectives=2, noise_std=0.1),
+            ZDT3(dim=3, num_objectives=2, noise_std=[0.1, 0.2]),
         ]
 
     def test_init(self):
@@ -362,7 +368,7 @@ class TestCarSideImpact(
 ):
     @property
     def functions(self) -> List[BaseTestProblem]:
-        return [CarSideImpact()]
+        return [CarSideImpact(), CarSideImpact(noise_std=[0.1, 0.2, 0.3, 0.4])]
 
 
 class TestPenicillin(
@@ -372,7 +378,7 @@ class TestPenicillin(
 ):
     @property
     def functions(self) -> List[BaseTestProblem]:
-        return [Penicillin()]
+        return [Penicillin(), Penicillin(noise_std=[0.1, 0.2, 0.3])]
 
 
 class TestToyRobust(
@@ -382,7 +388,7 @@ class TestToyRobust(
 ):
     @property
     def functions(self) -> List[BaseTestProblem]:
-        return [ToyRobust()]
+        return [ToyRobust(), ToyRobust(noise_std=[0.1, 0.2])]
 
 
 class TestVehicleSafety(
@@ -392,7 +398,7 @@ class TestVehicleSafety(
 ):
     @property
     def functions(self) -> List[BaseTestProblem]:
-        return [VehicleSafety()]
+        return [VehicleSafety(), VehicleSafety(noise_std=[0.1, 0.2, 0.3])]
 
 
 # ------------------ Constrained Multi-objective test problems ------------------ #
@@ -406,7 +412,7 @@ class TestBNH(
 ):
     @property
     def functions(self) -> List[BaseTestProblem]:
-        return [BNH()]
+        return [BNH(), BNH(noise_std=[0.1, 0.2])]
 
 
 class TestSRN(
@@ -417,7 +423,7 @@ class TestSRN(
 ):
     @property
     def functions(self) -> List[BaseTestProblem]:
-        return [SRN()]
+        return [SRN(), SRN(noise_std=[0.1, 0.2])]
 
 
 class TestCONSTR(
@@ -428,7 +434,7 @@ class TestCONSTR(
 ):
     @property
     def functions(self) -> List[BaseTestProblem]:
-        return [CONSTR()]
+        return [CONSTR(), CONSTR(noise_std=[0.1, 0.2])]
 
 
 class TestConstrainedBraninCurrin(
@@ -439,7 +445,10 @@ class TestConstrainedBraninCurrin(
 ):
     @property
     def functions(self) -> List[BaseTestProblem]:
-        return [ConstrainedBraninCurrin()]
+        return [
+            ConstrainedBraninCurrin(),
+            ConstrainedBraninCurrin(noise_std=[0.1, 0.2]),
+        ]
 
 
 class TestC2DTLZ2(
@@ -450,7 +459,11 @@ class TestC2DTLZ2(
 ):
     @property
     def functions(self) -> List[BaseTestProblem]:
-        return [C2DTLZ2(dim=3, num_objectives=2)]
+        return [
+            C2DTLZ2(dim=3, num_objectives=2),
+            C2DTLZ2(dim=3, num_objectives=2, noise_std=0.1),
+            C2DTLZ2(dim=3, num_objectives=2, noise_std=[0.1, 0.2]),
+        ]
 
     def test_batch_exception(self):
         f = C2DTLZ2(dim=3, num_objectives=2)
@@ -466,7 +479,7 @@ class TestDiscBrake(
 ):
     @property
     def functions(self) -> List[BaseTestProblem]:
-        return [DiscBrake()]
+        return [DiscBrake(), DiscBrake(noise_std=[0.1, 0.2])]
 
 
 class TestWeldedBeam(
@@ -477,7 +490,7 @@ class TestWeldedBeam(
 ):
     @property
     def functions(self) -> List[BaseTestProblem]:
-        return [WeldedBeam()]
+        return [WeldedBeam(), WeldedBeam(noise_std=[0.1, 0.2])]
 
 
 class TestOSY(
@@ -488,4 +501,4 @@ class TestOSY(
 ):
     @property
     def functions(self) -> List[BaseTestProblem]:
-        return [OSY()]
+        return [OSY(), OSY(noise_std=[0.1, 0.2])]