Validate that an MO acqf is used for MOO in MBM/Acquistion

Summary:
This diff adds a validation that botorch_acqf_class is an MO acqf when `TorchOptConfig.is_moo is True`. This should eliminate bugs like facebook#2519, which can happen since the downstream code will otherwise assume SOO.

Note that this only solves MBM side of the bug. Legacy code will still have the buggy behavior.

Differential Revision: D64563992

ax/models/torch/botorch_modular/acquisition.py

@@ -19,7 +19,7 @@
 
 import torch
 from ax.core.search_space import SearchSpaceDigest
-from ax.exceptions.core import AxWarning, SearchSpaceExhausted
+from ax.exceptions.core import AxWarning, SearchSpaceExhausted, UserInputError
 from ax.models.model_utils import enumerate_discrete_combinations, mk_discrete_choices
 from ax.models.torch.botorch_modular.optimizer_argparse import optimizer_argparse
 from ax.models.torch.botorch_modular.surrogate import Surrogate
@@ -41,6 +41,10 @@
 from botorch.acquisition.acquisition import AcquisitionFunction
 from botorch.acquisition.input_constructors import get_acqf_input_constructor
 from botorch.acquisition.knowledge_gradient import qKnowledgeGradient
+from botorch.acquisition.multi_objective.base import (
+    MultiObjectiveAnalyticAcquisitionFunction,
+    MultiObjectiveMCAcquisitionFunction,
+)
 from botorch.acquisition.objective import MCAcquisitionObjective, PosteriorTransform
 from botorch.acquisition.risk_measures import RiskMeasureMCObjective
 from botorch.models.model import Model, ModelDict
@@ -101,6 +105,19 @@ def __init__(
         self.surrogates = surrogates
         self.options = options or {}
 
+        if torch_opt_config.is_moo and not issubclass(
+            botorch_acqf_class,
+            (
+                MultiObjectiveAnalyticAcquisitionFunction,
+                MultiObjectiveMCAcquisitionFunction,
+            ),
+        ):
+            raise UserInputError(
+                "Acquisition requires a `MultiObjectiveAnalyticAcquisitionFunction` "
+                "or a `MultiObjectiveMCAcquisitionFunction` class when there are "
+                f"multiple objectives. Received {botorch_acqf_class=}."
+            )
+
         # Compute pending and observed points for each surrogate
         Xs_pending_and_observed = {
             name: _get_X_pending_and_observed(
@@ -215,12 +232,11 @@ def __init__(
             outcome_constraints = torch_opt_config.outcome_constraints
             objective_thresholds = torch_opt_config.objective_thresholds
             subset_idcs = None
-        # If objective weights suggest multiple objectives but objective
-        # thresholds are not specified, infer them using the model that
-        # has already been subset to avoid re-subsetting it within
+        # If MOO and some objective thresholds are not specified, infer them using
+        # the model that has already been subset to avoid re-subsetting it within
         # `inter_objective_thresholds`.
         if (
-            objective_weights.nonzero().numel() > 1
+            torch_opt_config.is_moo
             and (
                 self._objective_thresholds is None
                 or self._objective_thresholds[torch_opt_config.objective_weights != 0]

ax/models/torch/tests/test_acquisition.py

@@ -18,7 +18,7 @@
 import numpy as np
 import torch
 from ax.core.search_space import SearchSpaceDigest
-from ax.exceptions.core import AxWarning, SearchSpaceExhausted
+from ax.exceptions.core import AxWarning, SearchSpaceExhausted, UserInputError
 from ax.models.torch.botorch_modular.acquisition import Acquisition
 from ax.models.torch.botorch_modular.optimizer_argparse import optimizer_argparse
 from ax.models.torch.botorch_modular.surrogate import Surrogate
@@ -43,6 +43,9 @@
 )
 from botorch.acquisition.knowledge_gradient import qKnowledgeGradient
 from botorch.acquisition.monte_carlo import qNoisyExpectedImprovement
+from botorch.acquisition.multi_objective.base import (
+    MultiObjectiveAnalyticAcquisitionFunction,
+)
 from botorch.acquisition.multi_objective.monte_carlo import (
     qNoisyExpectedHypervolumeImprovement,
 )
@@ -89,22 +92,30 @@ def evaluate(self, X: Tensor, **kwargs: Any) -> Tensor:
         return X.sum(dim=-1)
 
 
+class DummyMultiObjectiveAcquisitionFunction(
+    DummyAcquisitionFunction, MultiObjectiveAnalyticAcquisitionFunction
+):
+    # Dummy acquisition function for testing multi-objective setup.
+    ...
+
+
 class AcquisitionTest(TestCase):
     def setUp(self) -> None:
         super().setUp()
         qNEI_input_constructor = get_acqf_input_constructor(qNoisyExpectedImprovement)
+        # Adding wrapping here to be able to count calls and inspect arguments.
         self.mock_input_constructor = mock.MagicMock(
             qNEI_input_constructor, side_effect=qNEI_input_constructor
         )
-        # Adding wrapping here to be able to count calls and inspect arguments.
-        _register_acqf_input_constructor(
-            acqf_cls=DummyAcquisitionFunction,
-            input_constructor=self.mock_input_constructor,
-        )
-        _register_acqf_input_constructor(
-            acqf_cls=DummyOneShotAcquisitionFunction,
-            input_constructor=self.mock_input_constructor,
-        )
+        for acqf_class in (
+            DummyAcquisitionFunction,
+            DummyOneShotAcquisitionFunction,
+            DummyMultiObjectiveAcquisitionFunction,
+        ):
+            _register_acqf_input_constructor(
+                acqf_cls=acqf_class,
+                input_constructor=self.mock_input_constructor,
+            )
         tkwargs: dict[str, Any] = {"dtype": torch.double}
         self.botorch_model_class = SingleTaskGP
         self.surrogate = Surrogate(botorch_model_class=self.botorch_model_class)
@@ -738,7 +749,7 @@ def test_init_moo(
         with_outcome_constraints: bool = True,
     ) -> None:
         acqf_class = (
-            DummyAcquisitionFunction
+            DummyMultiObjectiveAcquisitionFunction
             if with_no_X_observed
             else qNoisyExpectedHypervolumeImprovement
         )
@@ -776,7 +787,19 @@ def test_init_moo(
             objective_weights=moo_objective_weights,
             outcome_constraints=outcome_constraints,
             objective_thresholds=moo_objective_thresholds,
+            is_moo=True,
         )
+        with self.assertRaisesRegex(
+            UserInputError, "when there are multiple objectives"
+        ):
+            Acquisition(
+                surrogates={"surrogate": self.surrogate},
+                botorch_acqf_class=DummyAcquisitionFunction,
+                search_space_digest=self.search_space_digest,
+                torch_opt_config=torch_opt_config,
+                options=self.options,
+            )
+
         acquisition = Acquisition(
             surrogates={"surrogate": self.surrogate},
             botorch_acqf_class=acqf_class,