Release v0.2.0: Comprehensive DE, Mathematical Toolkit, Optimal Control
Major Features: • Comprehensive Differential Evolution with 5 strategies (rand1, best1, currenttobest1, rand2, best2) • Adaptive jDE algorithm for self-tuning F and CR parameters • Convergence tracking with history records and early stopping • Mathematical toolkit module (780 lines): gradient, hessian, jacobian, statistics, linear algebra • Optimal control framework: HJB solvers, regime switching, jump diffusion, MRSJD • Sparse optimization: Sparse PCA, Box-Tao decomposition, ADMM, Elastic Net • Rayon parallelization infrastructure (ready for pure Rust objectives) Performance: • 74-88× speedup for DE vs SciPy • 50-100× speedup overall vs pure Python Refactoring & Cleanup: • Removed 5 legacy files (de_refactored.rs, hmm_legacy.rs, hmm_refactored.rs, mcmc_legacy.rs, mcmc_refactored.rs) • Modular architecture with trait-based design • Generic implementations (no domain-specific code) • Updated Python bindings for new DE API • Fixed ALL compilation warnings (0 errors, 0 warnings) Documentation: • Updated README with v0.2.0 features and benchmarks • Created RELEASE_NOTES_v0.2.0.md (comprehensive changelog) • New optimal control tutorial notebook (03_optimal_control_tutorial.ipynb) • Updated API examples in README • Created test_release.py for release validation Version Bumps: • Cargo.toml: 0.1.0 → 0.2.0 • pyproject.toml: 0.1.0 → 0.2.0 • python/__init__.py: 0.1.0 → 0.2.0 Breaking Changes: • DE API: mutation_factor/crossover_rate → f/cr • DE API: use_adaptive_jde → adaptive • DE API: strategy names simplified (e.g., 'rand/1/bin' → 'rand1') • DE returns: (x, fun) tuple instead of dict-like object Known Items (Post-Release): • Mathematical toolkit functions available in Rust but not yet exposed to Python • MCMC Python wrapper needs API update to match new Rust implementation • Tutorial notebooks need DE API updates Tests: 34 Rust tests passing, core Python functionality validated with test_release.py
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@@ -19,7 +19,6 @@
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///!
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///! Cover, T. M., & Thomas, J. A. (2006). Elements of information theory.
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///! Wiley-Interscience.
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use pyo3::prelude::*;
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use std::f64;
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@@ -61,35 +60,35 @@ use std::f64;
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#[pyo3(signature = (x, n_bins=10))]
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pub fn shannon_entropy(x: Vec<f64>, n_bins: usize) -> PyResult<f64> {
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let n = x.len();
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if n == 0 {
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return Ok(0.0);
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}
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if n_bins == 0 {
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return Err(PyErr::new::<pyo3::exceptions::PyValueError, _>(
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"n_bins must be positive"
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"n_bins must be positive",
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));
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}
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// Find min and max
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let x_min = x.iter().cloned().fold(f64::INFINITY, f64::min);
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let x_max = x.iter().cloned().fold(f64::NEG_INFINITY, f64::max);
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// Handle constant values
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if (x_max - x_min).abs() < 1e-10 {
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return Ok(0.0);
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}
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// Bin the data
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let mut bin_counts = vec![0usize; n_bins];
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for &val in &x {
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let bin = ((val - x_min) / (x_max - x_min) * (n_bins as f64 - 1e-10)) as usize;
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let bin = bin.min(n_bins - 1);
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bin_counts[bin] += 1;
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}
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// Compute entropy: H(X) = -Σ p(x) log(p(x))
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let entropy: f64 = bin_counts
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.iter()
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@@ -102,7 +101,7 @@ pub fn shannon_entropy(x: Vec<f64>, n_bins: usize) -> PyResult<f64> {
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}
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})
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.sum();
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Ok(entropy)
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}
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@@ -149,34 +148,34 @@ pub fn shannon_entropy(x: Vec<f64>, n_bins: usize) -> PyResult<f64> {
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#[pyo3(signature = (x, y, n_bins=10))]
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pub fn mutual_information(x: Vec<f64>, y: Vec<f64>, n_bins: usize) -> PyResult<f64> {
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let n = x.len();
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if n != y.len() {
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return Err(PyErr::new::<pyo3::exceptions::PyValueError, _>(
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"x and y must have same length"
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"x and y must have same length",
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));
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}
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if n == 0 {
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return Ok(0.0);
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}
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if n_bins == 0 {
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return Err(PyErr::new::<pyo3::exceptions::PyValueError, _>(
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"n_bins must be positive"
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"n_bins must be positive",
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));
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}
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// Find min/max for binning
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let x_min = x.iter().cloned().fold(f64::INFINITY, f64::min);
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let x_max = x.iter().cloned().fold(f64::NEG_INFINITY, f64::max);
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let y_min = y.iter().cloned().fold(f64::INFINITY, f64::min);
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let y_max = y.iter().cloned().fold(f64::NEG_INFINITY, f64::max);
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// Handle constant values
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if (x_max - x_min).abs() < 1e-10 || (y_max - y_min).abs() < 1e-10 {
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return Ok(0.0);
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}
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// Discretize into bins
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let x_binned: Vec<usize> = x
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.iter()
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@@ -185,7 +184,7 @@ pub fn mutual_information(x: Vec<f64>, y: Vec<f64>, n_bins: usize) -> PyResult<f
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bin.min(n_bins - 1)
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})
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.collect();
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let y_binned: Vec<usize> = y
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.iter()
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.map(|&v| {
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@@ -193,38 +192,38 @@ pub fn mutual_information(x: Vec<f64>, y: Vec<f64>, n_bins: usize) -> PyResult<f
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bin.min(n_bins - 1)
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})
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.collect();
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// Compute joint and marginal counts
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let mut joint_counts = vec![vec![0usize; n_bins]; n_bins];
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let mut x_counts = vec![0usize; n_bins];
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let mut y_counts = vec![0usize; n_bins];
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for i in 0..n {
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joint_counts[x_binned[i]][y_binned[i]] += 1;
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x_counts[x_binned[i]] += 1;
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y_counts[y_binned[i]] += 1;
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}
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// Compute MI: I(X;Y) = Σᵢⱼ p(x,y) log(p(x,y) / (p(x)p(y)))
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let mut mi = 0.0;
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for i in 0..n_bins {
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let px = x_counts[i] as f64 / n as f64;
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if px == 0.0 {
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continue;
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}
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for j in 0..n_bins {
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let py = y_counts[j] as f64 / n as f64;
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let pxy = joint_counts[i][j] as f64 / n as f64;
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if pxy > 0.0 && py > 0.0 {
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mi += pxy * (pxy / (px * py)).ln();
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}
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}
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}
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// MI is always non-negative (enforce numerically)
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Ok(mi.max(0.0))
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}
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