Files
rust-optimizer/src/sampler/de.rs
T

1014 lines
32 KiB
Rust
Raw Normal View History

//! Differential Evolution (DE) sampler.
//!
2026-02-12 08:33:23 +01:00
//! DE is a population-based metaheuristic that maintains a pool of candidate
//! solutions and creates new candidates through **mutation** (combining
//! difference vectors of existing members) and **binomial crossover**. A
//! trial vector replaces its parent only if it achieves a better objective
//! value, guaranteeing monotonic improvement of the population.
//!
2026-02-12 08:33:23 +01:00
//! # Algorithm overview
//!
//! Each generation, for every population member *xᵢ*:
//! 1. **Mutation** — create a mutant vector *v* from other population
2026-02-12 13:19:06 +01:00
//! members using the selected [`DEStrategy`]:
2026-02-12 08:33:23 +01:00
//! - `Rand1`: `v = x_r1 + F * (x_r2 - x_r3)`
//! - `Best1`: `v = x_best + F * (x_r1 - x_r2)`
//! - `CurrentToBest1`: `v = x_i + F * (x_best - x_i) + F * (x_r1 - x_r2)`
//! 2. **Crossover** — create a trial vector *u* by mixing *v* and *xᵢ*
//! dimension-by-dimension with probability CR.
//! 3. **Selection** — replace *xᵢ* with *u* if `f(u) ≤ f(xᵢ)`.
//!
//! # When to use
//!
//! - **Continuous parameters** (float/int). Categorical parameters are
//! sampled uniformly at random and do not participate in DE.
//! - **Moderate to large search spaces** — DE scales better than GP-based
//! methods to higher dimensions, though it may need more evaluations.
//! - **Multi-modal landscapes** — the `Rand1` strategy maintains diversity
//! and avoids premature convergence.
//! - **No feature flags required** — DE is available with default features.
//!
//! For non-separable problems in moderate dimensions, consider
//! [`CmaEsSampler`](super::cma_es::CmaEsSampler) which learns parameter
//! correlations. For expensive functions with few dimensions, consider
//! [`GpSampler`](super::gp::GpSampler).
//!
//! # Configuration
//!
//! | Option | Default | Description |
//! |--------|---------|-------------|
//! | `population_size` | `max(10n, 15)` | Candidates per generation |
//! | `mutation_factor` (F) | 0.8 | Differential amplification — higher = more exploration |
//! | `crossover_rate` (CR) | 0.9 | Probability of taking a dimension from the mutant |
2026-02-12 13:19:06 +01:00
//! | `strategy` | `Rand1` | Mutation strategy (see [`DEStrategy`]) |
2026-02-12 08:33:23 +01:00
//! | `seed` | random | RNG seed for reproducibility |
//!
//! # Examples
//!
//! ```
2026-02-12 13:19:06 +01:00
//! use optimizer::sampler::de::{DESampler, DEStrategy};
//! use optimizer::{Direction, Study};
//!
2026-02-12 08:33:23 +01:00
//! // Minimize with DE using the Best1 strategy for faster convergence
2026-02-12 13:19:06 +01:00
//! let sampler = DESampler::builder()
2026-02-12 08:33:23 +01:00
//! .mutation_factor(0.7)
//! .crossover_rate(0.9)
2026-02-12 13:19:06 +01:00
//! .strategy(DEStrategy::Best1)
2026-02-12 08:33:23 +01:00
//! .population_size(20)
//! .seed(42)
//! .build();
//!
//! let mut study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
//! ```
use std::collections::HashMap;
use parking_lot::Mutex;
use crate::distribution::Distribution;
use crate::param::ParamValue;
use crate::rng_util;
use crate::sampler::{CompletedTrial, Sampler};
/// Differential Evolution mutation strategy.
///
/// Controls how mutant vectors are created from the current population.
#[derive(Clone, Copy, Debug, Default)]
2026-02-12 13:19:06 +01:00
pub enum DEStrategy {
/// DE/rand/1: `v = x_r1 + F * (x_r2 - x_r3)`
///
/// The most robust strategy. Uses three random population members.
#[default]
Rand1,
/// DE/best/1: `v = x_best + F * (x_r1 - x_r2)`
///
/// Greedier strategy that biases toward the current best solution.
Best1,
/// DE/current-to-best/1: `v = x_i + F * (x_best - x_i) + F * (x_r1 - x_r2)`
///
/// Balances exploration and exploitation by blending the current
/// individual with the best.
CurrentToBest1,
}
/// Differential Evolution sampler for continuous global optimization.
///
/// Maintains a population of candidate solutions. New candidates are
/// created by combining (mutating + crossing over) existing members.
///
/// # Examples
///
/// ```
2026-02-12 13:19:06 +01:00
/// use optimizer::sampler::de::DESampler;
/// use optimizer::{Direction, Study};
///
/// // Default configuration
2026-02-12 13:19:06 +01:00
/// let study: Study<f64> = Study::with_sampler(Direction::Minimize, DESampler::new());
///
/// // With seed for reproducibility
2026-02-12 13:19:06 +01:00
/// let study: Study<f64> = Study::with_sampler(Direction::Minimize, DESampler::with_seed(42));
///
/// // Custom configuration via builder
2026-02-12 13:19:06 +01:00
/// use optimizer::sampler::de::DEStrategy;
/// let sampler = DESampler::builder()
/// .mutation_factor(0.8)
/// .crossover_rate(0.9)
2026-02-12 13:19:06 +01:00
/// .strategy(DEStrategy::Best1)
/// .population_size(30)
/// .seed(42)
/// .build();
/// let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
/// ```
2026-02-12 13:19:06 +01:00
pub struct DESampler {
2026-02-11 22:04:23 +01:00
state: Mutex<State>,
}
2026-02-12 13:19:06 +01:00
impl DESampler {
/// Creates a new DE sampler with default settings and a random seed.
#[must_use]
pub fn new() -> Self {
Self {
2026-02-12 13:19:06 +01:00
state: Mutex::new(State::new(None, 0.8, 0.9, DEStrategy::Rand1, None)),
}
}
/// Creates a new DE sampler with a fixed seed for reproducibility.
#[must_use]
pub fn with_seed(seed: u64) -> Self {
Self {
2026-02-12 13:19:06 +01:00
state: Mutex::new(State::new(None, 0.8, 0.9, DEStrategy::Rand1, Some(seed))),
}
}
2026-02-12 13:19:06 +01:00
/// Creates a builder for configuring a `DESampler`.
#[must_use]
2026-02-12 13:19:06 +01:00
pub fn builder() -> DESamplerBuilder {
DESamplerBuilder::new()
}
}
2026-02-12 13:19:06 +01:00
impl Default for DESampler {
fn default() -> Self {
Self::new()
}
}
2026-02-12 13:19:06 +01:00
/// Builder for configuring a [`DESampler`].
///
/// All options have sensible defaults:
/// - `population_size`: `max(10 * n_dims, 15)` (auto-computed from parameter count)
/// - `mutation_factor` (F): 0.8
/// - `crossover_rate` (CR): 0.9
/// - `strategy`: `Rand1`
/// - `seed`: random
///
/// # Examples
///
/// ```
2026-02-12 13:19:06 +01:00
/// use optimizer::sampler::de::{DESamplerBuilder, DEStrategy};
///
2026-02-12 13:19:06 +01:00
/// let sampler = DESamplerBuilder::new()
/// .mutation_factor(0.5)
/// .crossover_rate(0.7)
2026-02-12 13:19:06 +01:00
/// .strategy(DEStrategy::CurrentToBest1)
/// .population_size(20)
/// .seed(42)
/// .build();
/// ```
#[derive(Debug, Clone)]
2026-02-12 13:19:06 +01:00
pub struct DESamplerBuilder {
population_size: Option<usize>,
mutation_factor: f64,
crossover_rate: f64,
2026-02-12 13:19:06 +01:00
strategy: DEStrategy,
seed: Option<u64>,
}
2026-02-12 13:19:06 +01:00
impl Default for DESamplerBuilder {
fn default() -> Self {
Self::new()
}
}
2026-02-12 13:19:06 +01:00
impl DESamplerBuilder {
/// Creates a new builder with default settings.
#[must_use]
pub fn new() -> Self {
Self {
population_size: None,
mutation_factor: 0.8,
crossover_rate: 0.9,
2026-02-12 13:19:06 +01:00
strategy: DEStrategy::Rand1,
seed: None,
}
}
/// Sets the population size.
///
/// Number of candidate solutions maintained across generations.
/// Larger populations improve robustness but require more evaluations
/// per generation.
///
/// Default: `max(10 * n_continuous_dims, 15)`.
#[must_use]
pub fn population_size(mut self, size: usize) -> Self {
self.population_size = Some(size);
self
}
/// Sets the mutation factor (F).
///
/// Controls the amplification of differential variation.
/// Typical values are in `[0.5, 1.0]`. Higher values increase
/// exploration; lower values favor exploitation.
///
/// Default: 0.8.
#[must_use]
pub fn mutation_factor(mut self, f: f64) -> Self {
self.mutation_factor = f;
self
}
/// Sets the crossover rate (CR).
///
/// Probability of each dimension being taken from the mutant vector
/// rather than the parent. Typical values are in `[0.7, 1.0]`.
///
/// Default: 0.9.
#[must_use]
pub fn crossover_rate(mut self, cr: f64) -> Self {
self.crossover_rate = cr;
self
}
/// Sets the mutation strategy.
///
2026-02-12 13:19:06 +01:00
/// Default: [`DEStrategy::Rand1`].
#[must_use]
2026-02-12 13:19:06 +01:00
pub fn strategy(mut self, strategy: DEStrategy) -> Self {
self.strategy = strategy;
self
}
/// Sets the random seed for reproducibility.
#[must_use]
pub fn seed(mut self, seed: u64) -> Self {
self.seed = Some(seed);
self
}
2026-02-12 13:19:06 +01:00
/// Builds the configured [`DESampler`].
#[must_use]
2026-02-12 13:19:06 +01:00
pub fn build(self) -> DESampler {
DESampler {
2026-02-11 22:04:23 +01:00
state: Mutex::new(State::new(
self.population_size,
self.mutation_factor,
self.crossover_rate,
self.strategy,
self.seed,
)),
}
}
}
// ---------------------------------------------------------------------------
// Internal types
// ---------------------------------------------------------------------------
/// Describes how a parameter dimension maps into the DE internal vector.
#[derive(Clone, Debug)]
struct DimensionInfo {
/// The distribution for this dimension (stored for decoding).
distribution: Distribution,
/// Whether this dimension participates in DE (Float/Int = true, Categorical = false).
is_continuous: bool,
/// Internal-space bounds for continuous dimensions: `(low, high)`.
/// For log-scale parameters these are in log-space.
bounds: Option<(f64, f64)>,
}
/// A candidate solution produced by mutation + crossover.
#[derive(Clone, Debug)]
2026-02-11 22:04:23 +01:00
struct Candidate {
/// Internal-space vector (only continuous dimensions).
x: Vec<f64>,
/// Values for categorical dimensions (index in `dimensions` -> categorical index).
categorical_values: HashMap<usize, usize>,
/// Index of the population member this candidate competes against.
target_idx: usize,
}
/// Tracks per-trial sampling progress.
#[derive(Clone, Debug)]
struct TrialProgress {
/// Index of the candidate assigned to this trial.
candidate_idx: usize,
/// Next dimension to return for this trial.
next_dim: usize,
}
/// Phase of the DE state machine.
2026-02-11 22:04:23 +01:00
enum Phase {
/// Discovering the search space structure (first trial).
Discovery,
/// Active sampling and evolving.
Active,
}
/// Top-level mutable state behind the `Mutex`.
2026-02-11 22:04:23 +01:00
struct State {
/// The RNG used for sampling.
rng: fastrand::Rng,
/// User-provided population size (None = auto).
user_population_size: Option<usize>,
/// Mutation factor (F).
mutation_factor: f64,
/// Crossover rate (CR).
crossover_rate: f64,
/// Mutation strategy.
2026-02-12 13:19:06 +01:00
strategy: DEStrategy,
/// Current phase.
2026-02-11 22:04:23 +01:00
phase: Phase,
/// Discovered dimension info (populated during discovery).
dimensions: Vec<DimensionInfo>,
/// Last `trial_id` seen during discovery.
discovery_trial_id: Option<u64>,
// --- Population state ---
/// Current population (internal-space vectors, continuous dims only).
population: Vec<Vec<f64>>,
/// Categorical values for each population member.
population_categorical: Vec<HashMap<usize, usize>>,
/// Objective values for the current population.
population_values: Vec<f64>,
/// Index of the best population member.
best_idx: usize,
/// Whether the initial population has been evaluated.
initialized: bool,
/// Effective population size (resolved after discovery).
population_size: usize,
// --- Current generation ---
/// Current generation's candidates.
2026-02-11 22:04:23 +01:00
candidates: Vec<Candidate>,
/// Mapping from `trial_id` to its progress.
trial_progress: HashMap<u64, TrialProgress>,
/// Number of candidates assigned so far in the current generation.
assigned_count: usize,
/// Trial IDs assigned in the current generation.
generation_trial_ids: Vec<u64>,
}
2026-02-11 22:04:23 +01:00
impl State {
fn new(
user_population_size: Option<usize>,
mutation_factor: f64,
crossover_rate: f64,
2026-02-12 13:19:06 +01:00
strategy: DEStrategy,
seed: Option<u64>,
) -> Self {
let rng = seed.map_or_else(fastrand::Rng::new, fastrand::Rng::with_seed);
Self {
rng,
user_population_size,
mutation_factor,
crossover_rate,
strategy,
2026-02-11 22:04:23 +01:00
phase: Phase::Discovery,
dimensions: Vec::new(),
discovery_trial_id: None,
population: Vec::new(),
population_categorical: Vec::new(),
population_values: Vec::new(),
best_idx: 0,
initialized: false,
population_size: 0,
candidates: Vec::new(),
trial_progress: HashMap::new(),
assigned_count: 0,
generation_trial_ids: Vec::new(),
}
}
}
// ---------------------------------------------------------------------------
// Helpers
// ---------------------------------------------------------------------------
/// Compute internal-space bounds for a distribution.
#[allow(clippy::cast_precision_loss)]
fn internal_bounds(distribution: &Distribution) -> Option<(f64, f64)> {
match distribution {
Distribution::Float(d) => {
if d.log_scale {
Some((d.low.ln(), d.high.ln()))
} else {
Some((d.low, d.high))
}
}
Distribution::Int(d) => {
if d.log_scale {
Some(((d.low as f64).ln(), (d.high as f64).ln()))
} else {
Some((d.low as f64, d.high as f64))
}
}
Distribution::Categorical(_) => None,
}
}
/// Convert an internal-space value back to a `ParamValue`.
#[allow(clippy::cast_possible_truncation, clippy::cast_precision_loss)]
fn from_internal(value: f64, distribution: &Distribution) -> ParamValue {
match distribution {
Distribution::Float(d) => {
let v = if d.log_scale { value.exp() } else { value };
let v = if let Some(step) = d.step {
let k = ((v - d.low) / step).round();
d.low + k * step
} else {
v
};
ParamValue::Float(v.clamp(d.low, d.high))
}
Distribution::Int(d) => {
let v = if d.log_scale { value.exp() } else { value };
let v = if let Some(step) = d.step {
let k = ((v - d.low as f64) / step as f64).round() as i64;
d.low + k * step
} else {
v.round() as i64
};
ParamValue::Int(v.clamp(d.low, d.high))
}
Distribution::Categorical(_) => {
unreachable!("from_internal should not be called for categorical distributions")
}
}
}
/// Sample a random value for any distribution.
#[allow(clippy::cast_possible_truncation, clippy::cast_precision_loss)]
fn sample_random(rng: &mut fastrand::Rng, distribution: &Distribution) -> ParamValue {
match distribution {
Distribution::Float(d) => {
let value = if d.log_scale {
let log_low = d.low.ln();
let log_high = d.high.ln();
rng_util::f64_range(rng, log_low, log_high).exp()
} else if let Some(step) = d.step {
let n_steps = ((d.high - d.low) / step).floor() as i64;
let k = rng.i64(0..=n_steps);
d.low + (k as f64) * step
} else {
rng_util::f64_range(rng, d.low, d.high)
};
ParamValue::Float(value)
}
Distribution::Int(d) => {
let value = if d.log_scale {
let log_low = (d.low as f64).ln();
let log_high = (d.high as f64).ln();
let raw = rng_util::f64_range(rng, log_low, log_high).exp().round() as i64;
raw.clamp(d.low, d.high)
} else if let Some(step) = d.step {
let n_steps = (d.high - d.low) / step;
let k = rng.i64(0..=n_steps);
d.low + k * step
} else {
rng.i64(d.low..=d.high)
};
ParamValue::Int(value)
}
Distribution::Categorical(d) => ParamValue::Categorical(rng.usize(0..d.n_choices)),
}
}
/// Sample a random value in internal space for a continuous dimension.
fn sample_random_internal(rng: &mut fastrand::Rng, bounds: (f64, f64)) -> f64 {
rng_util::f64_range(rng, bounds.0, bounds.1)
}
/// Clamp a value to the given bounds.
fn clamp_to_bounds(value: f64, bounds: Option<(f64, f64)>) -> f64 {
if let Some((lo, hi)) = bounds {
value.clamp(lo, hi)
} else {
value
}
}
// ---------------------------------------------------------------------------
// DE algorithm
// ---------------------------------------------------------------------------
/// Select `count` distinct random indices from `0..n`, all different from `exclude`.
fn select_random_indices(
rng: &mut fastrand::Rng,
n: usize,
count: usize,
exclude: &[usize],
) -> Vec<usize> {
let mut selected = Vec::with_capacity(count);
while selected.len() < count {
let idx = rng.usize(0..n);
if !exclude.contains(&idx) && !selected.contains(&idx) {
selected.push(idx);
}
}
selected
}
/// Generate trial vectors (mutation + crossover) for the current population.
2026-02-11 22:04:23 +01:00
fn generate_trial_vectors(state: &mut State) -> Vec<Candidate> {
let n_continuous = state.dimensions.iter().filter(|d| d.is_continuous).count();
let pop_size = state.population_size;
let mut candidates = Vec::with_capacity(pop_size);
for i in 0..pop_size {
// Mutation
let mutant = create_mutant_with_rng(state, i, n_continuous);
// Crossover (binomial)
let j_rand = state.rng.usize(0..n_continuous.max(1));
let trial_x: Vec<f64> = if n_continuous > 0 {
(0..n_continuous)
.map(|j| {
let use_mutant = j == j_rand || state.rng.f64() < state.crossover_rate;
let val = if use_mutant {
mutant[j]
} else {
state.population[i][j]
};
// Clamp to bounds
let dim_bounds = continuous_dim_bounds(&state.dimensions, j);
clamp_to_bounds(val, dim_bounds)
})
.collect()
} else {
Vec::new()
};
// Categorical: randomly sample (DE doesn't optimize categoricals)
let mut categorical_values = HashMap::new();
for (dim_idx, dim) in state.dimensions.iter().enumerate() {
if !dim.is_continuous
&& let Distribution::Categorical(cat) = &dim.distribution
{
categorical_values.insert(dim_idx, state.rng.usize(0..cat.n_choices));
}
}
2026-02-11 22:04:23 +01:00
candidates.push(Candidate {
x: trial_x,
categorical_values,
target_idx: i,
});
}
candidates
}
/// Create a mutant vector, consuming RNG from state.
2026-02-11 22:04:23 +01:00
fn create_mutant_with_rng(state: &mut State, target_idx: usize, n_continuous: usize) -> Vec<f64> {
if n_continuous == 0 {
return Vec::new();
}
let pop = &state.population;
let best_idx = state.best_idx;
let f = state.mutation_factor;
let pop_size = state.population_size;
match state.strategy {
2026-02-12 13:19:06 +01:00
DEStrategy::Rand1 => {
let indices = select_random_indices(&mut state.rng, pop_size, 3, &[target_idx]);
let (r1, r2, r3) = (indices[0], indices[1], indices[2]);
(0..n_continuous)
.map(|j| pop[r1][j] + f * (pop[r2][j] - pop[r3][j]))
.collect()
}
2026-02-12 13:19:06 +01:00
DEStrategy::Best1 => {
let indices = select_random_indices(&mut state.rng, pop_size, 2, &[target_idx]);
let (r1, r2) = (indices[0], indices[1]);
(0..n_continuous)
.map(|j| pop[best_idx][j] + f * (pop[r1][j] - pop[r2][j]))
.collect()
}
2026-02-12 13:19:06 +01:00
DEStrategy::CurrentToBest1 => {
let indices = select_random_indices(&mut state.rng, pop_size, 2, &[target_idx]);
let (r1, r2) = (indices[0], indices[1]);
(0..n_continuous)
.map(|j| {
pop[target_idx][j]
+ f * (pop[best_idx][j] - pop[target_idx][j])
+ f * (pop[r1][j] - pop[r2][j])
})
.collect()
}
}
}
/// Get the bounds for the j-th continuous dimension.
fn continuous_dim_bounds(
dimensions: &[DimensionInfo],
continuous_idx: usize,
) -> Option<(f64, f64)> {
let mut ci = 0;
for dim in dimensions {
if dim.is_continuous {
if ci == continuous_idx {
return dim.bounds;
}
ci += 1;
}
}
None
}
/// Generate the initial random population.
2026-02-11 22:04:23 +01:00
fn generate_initial_population(state: &mut State) -> Vec<Candidate> {
let n_continuous = state.dimensions.iter().filter(|d| d.is_continuous).count();
let mut candidates = Vec::with_capacity(state.population_size);
for i in 0..state.population_size {
let x: Vec<f64> = if n_continuous > 0 {
let mut v = Vec::with_capacity(n_continuous);
for dim in &state.dimensions {
if dim.is_continuous {
let val = if let Some(bounds) = dim.bounds {
sample_random_internal(&mut state.rng, bounds)
} else {
0.0
};
v.push(val);
}
}
v
} else {
Vec::new()
};
let mut categorical_values = HashMap::new();
for (dim_idx, dim) in state.dimensions.iter().enumerate() {
if !dim.is_continuous
&& let Distribution::Categorical(cat) = &dim.distribution
{
categorical_values.insert(dim_idx, state.rng.usize(0..cat.n_choices));
}
}
2026-02-11 22:04:23 +01:00
candidates.push(Candidate {
x,
categorical_values,
target_idx: i,
});
}
candidates
}
// ---------------------------------------------------------------------------
// Sampler trait implementation
// ---------------------------------------------------------------------------
2026-02-12 13:19:06 +01:00
impl Sampler for DESampler {
#[allow(clippy::cast_precision_loss)]
fn sample(
&self,
distribution: &Distribution,
trial_id: u64,
history: &[CompletedTrial],
) -> ParamValue {
let mut state = self.state.lock();
match &state.phase {
2026-02-11 22:04:23 +01:00
Phase::Discovery => sample_discovery(&mut state, distribution, trial_id),
Phase::Active => sample_active(&mut state, distribution, trial_id, history),
}
}
}
/// Handle sampling during the discovery phase.
2026-02-11 22:04:23 +01:00
fn sample_discovery(state: &mut State, distribution: &Distribution, trial_id: u64) -> ParamValue {
// Check if this is a new trial (discovery phase ended for previous trial)
if let Some(prev_id) = state.discovery_trial_id
&& trial_id != prev_id
{
// First trial is done; we know the search space. Initialize DE.
finalize_discovery(state);
return sample_active(state, distribution, trial_id, &[]);
}
// Record this trial_id
state.discovery_trial_id = Some(trial_id);
// Record this dimension
let is_continuous = !matches!(distribution, Distribution::Categorical(_));
let bounds = internal_bounds(distribution);
state.dimensions.push(DimensionInfo {
distribution: distribution.clone(),
is_continuous,
bounds,
});
// Sample randomly for the discovery trial
sample_random(&mut state.rng, distribution)
}
/// Finalize discovery and transition to the active phase.
#[allow(clippy::cast_precision_loss)]
2026-02-11 22:04:23 +01:00
fn finalize_discovery(state: &mut State) {
let n_continuous = state.dimensions.iter().filter(|d| d.is_continuous).count();
// Resolve population size
state.population_size = state
.user_population_size
.unwrap_or_else(|| (10 * n_continuous).max(15));
// Ensure population size is at least 4 (DE needs distinct random indices)
state.population_size = state.population_size.max(4);
// Generate initial random population
state.candidates = generate_initial_population(state);
state.assigned_count = 0;
state.generation_trial_ids.clear();
state.trial_progress.clear();
2026-02-11 22:04:23 +01:00
state.phase = Phase::Active;
}
/// Handle sampling during the active phase.
fn sample_active(
2026-02-11 22:04:23 +01:00
state: &mut State,
distribution: &Distribution,
trial_id: u64,
history: &[CompletedTrial],
) -> ParamValue {
// Check if we need to process completed trials and start a new generation
maybe_update_generation(state, history);
// Assign a candidate to this trial if not yet done
if !state.trial_progress.contains_key(&trial_id) {
assign_candidate(state, trial_id);
}
let progress = state.trial_progress.get_mut(&trial_id).unwrap();
let dim_idx = progress.next_dim;
progress.next_dim += 1;
// Safety check
if dim_idx >= state.dimensions.len() {
return sample_random(&mut state.rng, distribution);
}
let candidate = &state.candidates[progress.candidate_idx];
let dim_info = &state.dimensions[dim_idx];
if dim_info.is_continuous {
// Map from overall dimension index to continuous index
let ci = state.dimensions[..dim_idx]
.iter()
.filter(|d| d.is_continuous)
.count();
if ci < candidate.x.len() {
from_internal(candidate.x[ci], &dim_info.distribution)
} else {
sample_random(&mut state.rng, distribution)
}
} else {
// Categorical: use pre-sampled value
if let Some(&cat_idx) = candidate.categorical_values.get(&dim_idx) {
ParamValue::Categorical(cat_idx)
} else {
sample_random(&mut state.rng, distribution)
}
}
}
/// Assign a candidate to a trial.
2026-02-11 22:04:23 +01:00
fn assign_candidate(state: &mut State, trial_id: u64) {
let candidate_idx = if state.assigned_count < state.candidates.len() {
let idx = state.assigned_count;
state.assigned_count += 1;
idx
} else {
// Overflow: generate an extra random candidate
let n_continuous = state.dimensions.iter().filter(|d| d.is_continuous).count();
let x: Vec<f64> = (0..n_continuous)
.map(|j| {
let bounds = continuous_dim_bounds(&state.dimensions, j);
if let Some(b) = bounds {
sample_random_internal(&mut state.rng, b)
} else {
0.0
}
})
.collect();
let mut categorical_values = HashMap::new();
for (dim_idx, dim) in state.dimensions.iter().enumerate() {
if !dim.is_continuous
&& let Distribution::Categorical(cat) = &dim.distribution
{
categorical_values.insert(dim_idx, state.rng.usize(0..cat.n_choices));
}
}
2026-02-11 22:04:23 +01:00
state.candidates.push(Candidate {
x,
categorical_values,
target_idx: 0, // overflow candidates don't compete
});
let idx = state.candidates.len() - 1;
state.assigned_count = state.candidates.len();
idx
};
state.trial_progress.insert(
trial_id,
TrialProgress {
candidate_idx,
next_dim: 0,
},
);
state.generation_trial_ids.push(trial_id);
}
/// Check if we should process completed trials and start a new generation.
2026-02-11 22:04:23 +01:00
fn maybe_update_generation(state: &mut State, history: &[CompletedTrial]) {
let pop_size = state.population_size;
// Only update when at least pop_size candidates have been assigned
if state.generation_trial_ids.len() < pop_size {
return;
}
// Check if the first pop_size trial IDs are all completed
let trial_ids: Vec<u64> = state
.generation_trial_ids
.iter()
.take(pop_size)
.copied()
.collect();
let history_map: HashMap<u64, f64> = history.iter().map(|t| (t.id, t.value)).collect();
let all_completed = trial_ids.iter().all(|id| history_map.contains_key(id));
if !all_completed {
return;
}
let n_continuous = state.dimensions.iter().filter(|d| d.is_continuous).count();
if state.initialized {
// Subsequent generations: selection
perform_selection(state, &trial_ids, &history_map);
} else {
// First generation: store as initial population
initialize_population(state, &trial_ids, &history_map, n_continuous);
}
// Generate next generation's trial vectors
state.candidates = if state.initialized && n_continuous > 0 {
generate_trial_vectors(state)
} else {
generate_initial_population(state)
};
state.assigned_count = 0;
state.generation_trial_ids.clear();
state.trial_progress.clear();
}
/// Initialize the population from the first generation's results.
fn initialize_population(
2026-02-11 22:04:23 +01:00
state: &mut State,
trial_ids: &[u64],
history_map: &HashMap<u64, f64>,
_n_continuous: usize,
) {
state.population.clear();
state.population_categorical.clear();
state.population_values.clear();
let mut best_value = f64::INFINITY;
let mut best_idx = 0;
for (i, &trial_id) in trial_ids.iter().enumerate() {
let progress = &state.trial_progress[&trial_id];
let candidate = &state.candidates[progress.candidate_idx];
let value = history_map[&trial_id];
state.population.push(candidate.x.clone());
state
.population_categorical
.push(candidate.categorical_values.clone());
state.population_values.push(value);
if value < best_value {
best_value = value;
best_idx = i;
}
}
state.best_idx = best_idx;
state.initialized = true;
}
/// Perform DE selection: replace parent if trial vector is better.
2026-02-11 22:04:23 +01:00
fn perform_selection(state: &mut State, trial_ids: &[u64], history_map: &HashMap<u64, f64>) {
for &trial_id in trial_ids {
let progress = &state.trial_progress[&trial_id];
let candidate = &state.candidates[progress.candidate_idx];
let trial_value = history_map[&trial_id];
let target_idx = candidate.target_idx;
if target_idx < state.population_size && trial_value <= state.population_values[target_idx]
{
state.population[target_idx] = candidate.x.clone();
state.population_categorical[target_idx] = candidate.categorical_values.clone();
state.population_values[target_idx] = trial_value;
}
}
// Update best index
let mut best_value = f64::INFINITY;
let mut best_idx = 0;
for (i, &val) in state.population_values.iter().enumerate() {
if val < best_value {
best_value = val;
best_idx = i;
}
}
state.best_idx = best_idx;
}
#[cfg(test)]
#[allow(clippy::cast_possible_truncation, clippy::cast_precision_loss)]
mod tests {
use super::*;
use crate::distribution::FloatDistribution;
#[test]
fn test_de_sampler_basic_float() {
2026-02-12 13:19:06 +01:00
let sampler = DESampler::with_seed(42);
let dist = Distribution::Float(FloatDistribution {
low: -5.0,
high: 5.0,
log_scale: false,
step: None,
});
// Sample many values and check bounds
for i in 0..100 {
let value = sampler.sample(&dist, i, &[]);
if let ParamValue::Float(v) = value {
assert!(
(-5.0..=5.0).contains(&v),
"value {v} out of bounds at trial {i}"
);
} else {
panic!("Expected Float value");
}
}
}
#[test]
fn test_de_sampler_reproducibility() {
let dist = Distribution::Float(FloatDistribution {
low: 0.0,
high: 1.0,
log_scale: false,
step: None,
});
let sample_values = |seed: u64| {
2026-02-12 13:19:06 +01:00
let sampler = DESampler::with_seed(seed);
(0..20)
.map(|i| sampler.sample(&dist, i, &[]))
.collect::<Vec<_>>()
};
let v1 = sample_values(42);
let v2 = sample_values(42);
assert_eq!(v1, v2, "same seed should produce same results");
let v3 = sample_values(99);
assert_ne!(v1, v3, "different seeds should produce different results");
}
#[test]
fn test_de_strategy_default() {
2026-02-12 13:19:06 +01:00
assert!(matches!(DEStrategy::default(), DEStrategy::Rand1));
}
#[test]
fn test_builder_defaults() {
2026-02-12 13:19:06 +01:00
let builder = DESamplerBuilder::new();
assert!(builder.population_size.is_none());
assert!((builder.mutation_factor - 0.8).abs() < f64::EPSILON);
assert!((builder.crossover_rate - 0.9).abs() < f64::EPSILON);
2026-02-12 13:19:06 +01:00
assert!(matches!(builder.strategy, DEStrategy::Rand1));
assert!(builder.seed.is_none());
}
}