utils.py

###############################################################################
# Copyright (c) 2019 Uber Technologies, Inc.                                  #
#                                                                             #
# Licensed under the Uber Non-Commercial License (the "License");             #
# you may not use this file except in compliance with the License.            #
# You may obtain a copy of the License at the root directory of this project. #
#                                                                             #
# See the License for the specific language governing permissions and         #
# limitations under the License.                                              #
###############################################################################

import numpy as np


def to_unit_cube(x, lb, ub):
    """Project to [0, 1]^d from hypercube with bounds lb and ub"""
    assert np.all(lb < ub) and lb.ndim == 1 and ub.ndim == 1 and x.ndim == 2
    xx = (x - lb) / (ub - lb)
    return xx


def from_unit_cube(x, lb, ub):
    """Project from [0, 1]^d to hypercube with bounds lb and ub"""
    assert np.all(lb < ub) and lb.ndim == 1 and ub.ndim == 1 and x.ndim == 2
    xx = x * (ub - lb) + lb
    return xx


def latin_hypercube(n_pts, dim):
    """Basic Latin hypercube implementation with center perturbation."""
    X = np.zeros((n_pts, dim))
    centers = (1.0 + 2.0 * np.arange(0.0, n_pts)) / float(2 * n_pts)
    for i in range(dim):  # Shuffle the center locataions for each dimension.
        X[:, i] = centers[np.random.permutation(n_pts)]

    # Add some perturbations within each box
    pert = np.random.uniform(-1.0, 1.0, (n_pts, dim)) / float(2 * n_pts)
    X += pert
    return X