Enforce equality constraints in random generator rejection sampling (#5182)#5182
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Enforce equality constraints in random generator rejection sampling (#5182)#5182sdaulton wants to merge 2 commits into
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…acebook#5182) Summary: Pull Request resolved: facebook#5182 Random generators (Sobol, etc.) were not respecting equality constraints during candidate generation. Two fixes: 1. When equality constraints are present, skip rejection sampling entirely and go straight to polytope sampling. Unconstrained random samples have probability zero of satisfying continuous equality constraints, so rejection sampling would always exhaust max_draws. 2. Add `equality_constraints` parameter to `rejection_sample` and `check_param_constraints` so that post-rounding feasibility checks also validate equality constraints (important when the polytope sampler fallback uses rejection_sample for deduplication). Differential Revision: D100256485
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…acebook#5182) Summary: Pull Request resolved: facebook#5182 Random generators (Sobol, etc.) were not respecting equality constraints during candidate generation. Two fixes: 1. When equality constraints are present, skip rejection sampling entirely and go straight to polytope sampling. Unconstrained random samples have probability zero of satisfying continuous equality constraints, so rejection sampling would always exhaust max_draws. 2. Add `equality_constraints` parameter to `rejection_sample` and `check_param_constraints` so that post-rounding feasibility checks also validate equality constraints (important when the polytope sampler fallback uses rejection_sample for deduplication). Differential Revision: D100256485
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…acebook#5182) Summary: Pull Request resolved: facebook#5182 Random generators (Sobol, etc.) were not respecting equality constraints during candidate generation. Two fixes: 1. When equality constraints are present, skip rejection sampling entirely and go straight to polytope sampling. Unconstrained random samples have probability zero of satisfying continuous equality constraints, so rejection sampling would always exhaust max_draws. 2. Add `equality_constraints` parameter to `rejection_sample` and `check_param_constraints` so that post-rounding feasibility checks also validate equality constraints (important when the polytope sampler fallback uses rejection_sample for deduplication). Differential Revision: D100256485
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Codecov Report❌ Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## main #5182 +/- ##
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- Coverage 96.38% 96.38% -0.01%
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Files 617 617
Lines 69494 69579 +85
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+ Hits 66985 67065 +80
- Misses 2509 2514 +5 ☔ View full report in Codecov by Sentry. 🚀 New features to boost your workflow:
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…acebook#5182) Summary: Pull Request resolved: facebook#5182 Random generators (Sobol, etc.) were not respecting equality constraints during candidate generation. Two fixes: 1. When equality constraints are present, skip rejection sampling entirely and go straight to polytope sampling. Unconstrained random samples have probability zero of satisfying continuous equality constraints, so rejection sampling would always exhaust max_draws. 2. Add `equality_constraints` parameter to `rejection_sample` and `check_param_constraints` so that post-rounding feasibility checks also validate equality constraints (important when the polytope sampler fallback uses rejection_sample for deduplication). Differential Revision: D100256485
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…acebook#5182) Summary: Random generators (Sobol, etc.) were not respecting equality constraints during candidate generation. Two fixes: 1. When equality constraints are present, skip rejection sampling entirely and go straight to polytope sampling. Unconstrained random samples have probability zero of satisfying continuous equality constraints, so rejection sampling would always exhaust max_draws. 2. Add `equality_constraints` parameter to `rejection_sample` and `check_param_constraints` so that post-rounding feasibility checks also validate equality constraints (important when the polytope sampler fallback uses rejection_sample for deduplication). Differential Revision: D100256485
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…acebook#5182) Summary: Pull Request resolved: facebook#5182 Random generators (Sobol, etc.) were not respecting equality constraints during candidate generation. Two fixes: 1. When equality constraints are present, skip rejection sampling entirely and go straight to polytope sampling. Unconstrained random samples have probability zero of satisfying continuous equality constraints, so rejection sampling would always exhaust max_draws. 2. Add `equality_constraints` parameter to `rejection_sample` and `check_param_constraints` so that post-rounding feasibility checks also validate equality constraints (important when the polytope sampler fallback uses rejection_sample for deduplication). Differential Revision: D100256485
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…acebook#5182) Summary: Random generators (Sobol, etc.) were not respecting equality constraints during candidate generation. Two fixes: 1. When equality constraints are present, skip rejection sampling entirely and go straight to polytope sampling. Unconstrained random samples have probability zero of satisfying continuous equality constraints, so rejection sampling would always exhaust max_draws. 2. Add `equality_constraints` parameter to `rejection_sample` and `check_param_constraints` so that post-rounding feasibility checks also validate equality constraints (important when the polytope sampler fallback uses rejection_sample for deduplication). Differential Revision: D100256485
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…acebook#5182) Summary: Random generators (Sobol, etc.) were not respecting equality constraints during candidate generation. Two fixes: 1. When equality constraints are present, skip rejection sampling entirely and go straight to polytope sampling. Unconstrained random samples have probability zero of satisfying continuous equality constraints, so rejection sampling would always exhaust max_draws. 2. Add `equality_constraints` parameter to `rejection_sample` and `check_param_constraints` so that post-rounding feasibility checks also validate equality constraints (important when the polytope sampler fallback uses rejection_sample for deduplication). Differential Revision: D100256485
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…acebook#5182) Summary: Random generators (Sobol, etc.) were not respecting equality constraints during candidate generation. Two fixes: 1. When equality constraints are present, skip rejection sampling entirely and go straight to polytope sampling. Unconstrained random samples have probability zero of satisfying continuous equality constraints, so rejection sampling would always exhaust max_draws. 2. Add `equality_constraints` parameter to `rejection_sample` and `check_param_constraints` so that post-rounding feasibility checks also validate equality constraints (important when the polytope sampler fallback uses rejection_sample for deduplication). Reviewed By: esantorella Differential Revision: D100256485
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…acebook#5182) Summary: Random generators (Sobol, etc.) were not respecting equality constraints during candidate generation. Two fixes: 1. When equality constraints are present, skip rejection sampling entirely and go straight to polytope sampling. Unconstrained random samples have probability zero of satisfying continuous equality constraints, so rejection sampling would always exhaust max_draws. 2. Add `equality_constraints` parameter to `rejection_sample` and `check_param_constraints` so that post-rounding feasibility checks also validate equality constraints (important when the polytope sampler fallback uses rejection_sample for deduplication). Reviewed By: esantorella Differential Revision: D100256485
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…acebook#5182) Summary: Random generators (Sobol, etc.) were not respecting equality constraints during candidate generation. Two fixes: 1. When equality constraints are present, skip rejection sampling entirely and go straight to polytope sampling. Unconstrained random samples have probability zero of satisfying continuous equality constraints, so rejection sampling would always exhaust max_draws. 2. Add `equality_constraints` parameter to `rejection_sample` and `check_param_constraints` so that post-rounding feasibility checks also validate equality constraints (important when the polytope sampler fallback uses rejection_sample for deduplication). Reviewed By: esantorella Differential Revision: D100256485
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…acebook#5182) Summary: Random generators (Sobol, etc.) were not respecting equality constraints during candidate generation. Two fixes: 1. When equality constraints are present, skip rejection sampling entirely and go straight to polytope sampling. Unconstrained random samples have probability zero of satisfying continuous equality constraints, so rejection sampling would always exhaust max_draws. 2. Add `equality_constraints` parameter to `rejection_sample` and `check_param_constraints` so that post-rounding feasibility checks also validate equality constraints (important when the polytope sampler fallback uses rejection_sample for deduplication). Reviewed By: esantorella Differential Revision: D100256485
Summary: Extend BONSAI's irrelevance pruning to handle both equality and inequality constraints via a pin-and-project approach. Previously, BONSAI simply discarded pruned candidates that violated constraints. This was overly conservative (inequality) or completely broken (equality, where almost all single-dimension prunes violate the constraint). The new approach: 1. Set x_j = target[j] (unchanged) 2. Project the other dimensions onto the feasible set via SLSQP, keeping x_j pinned (and all previously pruned dims pinned) 3. Filter any candidates that remain infeasible after projection This is strictly better than discarding: it recovers feasibility when possible by adjusting other dimensions, while infeasible pins (where no adjustment can satisfy the constraints) are still caught. Key implementation details: - `_project_and_filter_pruned_candidates`: new function that uses `project_to_feasible_space_via_slsqp` with `fixed_features` to pin the pruned dim and all previously pruned dims. - Optimization: skip projection for dims not in any constraint's index set (pruning them can't violate anything). - Handles 2D inter-point constraint indices correctly. - `_prune_irrelevant_parameters` now accepts `bounds` parameter. Reviewed By: esantorella Differential Revision: D100256483
…acebook#5182) Summary: Random generators (Sobol, etc.) were not respecting equality constraints during candidate generation. Two fixes: 1. When equality constraints are present, skip rejection sampling entirely and go straight to polytope sampling. Unconstrained random samples have probability zero of satisfying continuous equality constraints, so rejection sampling would always exhaust max_draws. 2. Add `equality_constraints` parameter to `rejection_sample` and `check_param_constraints` so that post-rounding feasibility checks also validate equality constraints (important when the polytope sampler fallback uses rejection_sample for deduplication). Reviewed By: esantorella Differential Revision: D100256485
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Summary:
Random generators (Sobol, etc.) were not respecting equality constraints
during candidate generation. Two fixes:
When equality constraints are present, skip rejection sampling entirely
and go straight to polytope sampling. Unconstrained random samples have
probability zero of satisfying continuous equality constraints, so
rejection sampling would always exhaust max_draws.
Add
equality_constraintsparameter torejection_sampleandcheck_param_constraintsso that post-rounding feasibility checksalso validate equality constraints (important when the polytope sampler
fallback uses rejection_sample for deduplication).
Reviewed By: esantorella
Differential Revision: D100256485