handle ObservationFeatures without trial_index in Relativize (#2441)

Summary:
Pull Request resolved: #2441

This  adds support for untransforming observation features in Relativize that do not have a trial index. This can occur when the Modelbridge does not use TrialAsTask and there are multiple SQ observations (e.g. for different trials) and we try to untransform the predictions for arms in a GR.

Reviewed By: bernardbeckerman

Differential Revision: D57126153

fbshipit-source-id: 7e463bdaaad13850d19b7b6331fe1bd764d8e14e

ax/modelbridge/transforms/relativize.py

@@ -168,15 +168,10 @@ def _rel_op_on_observations(
             self.modelbridge.status_quo_data_by_trial, self.MISSING_STATUS_QUO_ERROR
         )
 
-        missing_index = any(obs.features.trial_index is None for obs in observations)
-        default_trial_idx: Optional[int] = None
-        if missing_index:
-            if len(sq_data_by_trial) == 1:
-                default_trial_idx = next(iter(sq_data_by_trial))
-            else:
-                raise ValueError(
-                    "Observations contain missing trial index that can't be inferred."
-                )
+        # use latest index of latest observed trial by default
+        # to handle pending trials, which may not have a trial_index
+        # if TrialAsTask was not used to generate the trial.
+        default_trial_idx: int = max(sq_data_by_trial.keys())
 
         def _get_relative_data_from_obs(
             obs: Observation,

ax/modelbridge/transforms/tests/test_relativize_transform.py

@@ -7,7 +7,7 @@
 
 from copy import deepcopy
 from typing import List, Tuple
-from unittest.mock import Mock, patch, PropertyMock
+from unittest.mock import Mock
 
 import numpy as np
 from ax.core import BatchTrial
@@ -159,21 +159,6 @@ def test_relativize_transform_requires_a_modelbridge_to_have_status_quo_data(
             observations[0].features.trial_index = 999
             self.assertRaises(ValueError, tf.transform_observations, observations)
 
-            # When observation has missing trial_index and
-            # modelbridge.status_quo_data_by_trial has more than one trial,
-            # raise exception
-            observations[0].features.trial_index = None
-            with patch.object(
-                type(modelbridge), "status_quo_data_by_trial", new_callable=PropertyMock
-            ) as mock_sq_dict:
-                # Making modelbridge.status_quo_data_by_trial contains 2 trials
-                mock_sq_dict.return_value = {0: Mock(), 1: Mock()}
-                with self.assertRaisesRegex(
-                    ValueError,
-                    "Observations contain missing trial index that can't be inferred.",
-                ):
-                    tf.transform_observations(observations)
-
     def test_relativize_transform_observations(self) -> None:
         def _check_transform_observations(
             tf: Transform,
@@ -257,8 +242,18 @@ def _check_transform_observations(
                 observations=observations,
                 expected_mean_and_covar=expected_mean_and_covar,
             )
-            # transform should still work when trial_index is None and
-            # there is only one sq in modelbridge
+            # transform should still work when trial_index is None
+            modelbridge = Mock(
+                status_quo=Mock(
+                    data=obs_data[0], features=obs_features[0], arm_name=arm_names[0]
+                ),
+                status_quo_data_by_trial={0: obs_data[1], 1: obs_data[0]},
+            )
+            tf = relativize_cls(
+                search_space=None,
+                observations=observations,
+                modelbridge=modelbridge,
+            )
             for obs in observations:
                 obs.features.trial_index = None
             _check_transform_observations(