perf: replace RNG mutex with per-call seed derivation in stateless samplers
- Replace Mutex<fastrand::Rng> with a stored seed + MurmurHash3 mixer in RandomSampler, TpeSampler, and MotpeSampler so parallel workers no longer serialize on a shared lock - Add mix_seed() and distribution_fingerprint() to rng_util for deterministic per-call RNG derivation from (seed, trial_id, distribution) - Include an AtomicU64 call counter to disambiguate parameters that share the same distribution within a trial
This commit is contained in:
@@ -1,5 +1,58 @@
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use crate::distribution::Distribution;
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/// Generate a random `f64` in the range `[low, high)`.
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/// Generate a random `f64` in the range `[low, high)`.
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#[inline]
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#[inline]
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pub(crate) fn f64_range(rng: &mut fastrand::Rng, low: f64, high: f64) -> f64 {
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pub(crate) fn f64_range(rng: &mut fastrand::Rng, low: f64, high: f64) -> f64 {
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low + rng.f64() * (high - low)
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low + rng.f64() * (high - low)
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}
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}
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/// Combine a base seed, trial id, and distribution fingerprint into a
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/// deterministic per-call seed using `MurmurHash3`'s 64-bit finalizer.
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#[inline]
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pub(crate) fn mix_seed(base: u64, trial_id: u64, dist_fingerprint: u64) -> u64 {
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let mut h = base
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.wrapping_mul(0xff51_afd7_ed55_8ccd)
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.wrapping_add(trial_id)
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.wrapping_mul(0xc4ce_b9fe_1a85_ec53)
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.wrapping_add(dist_fingerprint);
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h ^= h >> 33;
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h = h.wrapping_mul(0xff51_afd7_ed55_8ccd);
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h ^= h >> 33;
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h = h.wrapping_mul(0xc4ce_b9fe_1a85_ec53);
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h ^= h >> 33;
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h
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}
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/// Stable `u64` fingerprint for a [`Distribution`], using variant tags and
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/// `f64::to_bits()` for float fields so that distinct distributions within
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/// the same trial produce different RNG streams.
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#[allow(clippy::cast_possible_truncation, clippy::cast_sign_loss)]
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pub(crate) fn distribution_fingerprint(distribution: &Distribution) -> u64 {
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match distribution {
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Distribution::Float(d) => {
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let mut h: u64 = 1;
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h = h.wrapping_mul(31).wrapping_add(d.low.to_bits());
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h = h.wrapping_mul(31).wrapping_add(d.high.to_bits());
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h = h.wrapping_mul(31).wrapping_add(u64::from(d.log_scale));
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if let Some(step) = d.step {
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h = h.wrapping_mul(31).wrapping_add(step.to_bits());
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}
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h
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}
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Distribution::Int(d) => {
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let mut h: u64 = 2;
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h = h.wrapping_mul(31).wrapping_add(d.low as u64);
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h = h.wrapping_mul(31).wrapping_add(d.high as u64);
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h = h.wrapping_mul(31).wrapping_add(u64::from(d.log_scale));
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if let Some(step) = d.step {
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h = h.wrapping_mul(31).wrapping_add(step as u64);
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}
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h
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}
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Distribution::Categorical(d) => {
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let mut h: u64 = 3;
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h = h.wrapping_mul(31).wrapping_add(d.n_choices as u64);
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h
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}
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}
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}
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+20
-15
@@ -58,7 +58,7 @@
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//! assert!(!front.is_empty());
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//! assert!(!front.is_empty());
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//! ```
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//! ```
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use parking_lot::Mutex;
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use core::sync::atomic::{AtomicU64, Ordering};
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use crate::distribution::Distribution;
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use crate::distribution::Distribution;
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use crate::kde::KernelDensityEstimator;
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use crate::kde::KernelDensityEstimator;
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@@ -119,8 +119,10 @@ pub struct MotpeSampler {
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n_ei_candidates: usize,
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n_ei_candidates: usize,
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/// Optional fixed bandwidth for KDE. If None, uses Scott's rule.
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/// Optional fixed bandwidth for KDE. If None, uses Scott's rule.
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kde_bandwidth: Option<f64>,
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kde_bandwidth: Option<f64>,
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/// Thread-safe RNG for sampling.
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/// Base seed for deterministic per-call RNG derivation (no mutex needed).
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rng: Mutex<fastrand::Rng>,
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seed: u64,
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/// Monotonic counter to disambiguate calls with identical (`trial_id`, distribution).
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call_seq: AtomicU64,
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}
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}
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impl MotpeSampler {
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impl MotpeSampler {
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@@ -136,7 +138,8 @@ impl MotpeSampler {
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n_startup_trials: 11,
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n_startup_trials: 11,
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n_ei_candidates: 24,
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n_ei_candidates: 24,
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kde_bandwidth: None,
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kde_bandwidth: None,
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rng: Mutex::new(fastrand::Rng::new()),
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seed: fastrand::u64(..),
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call_seq: AtomicU64::new(0),
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}
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}
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}
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}
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@@ -147,7 +150,8 @@ impl MotpeSampler {
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n_startup_trials: 11,
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n_startup_trials: 11,
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n_ei_candidates: 24,
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n_ei_candidates: 24,
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kde_bandwidth: None,
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kde_bandwidth: None,
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rng: Mutex::new(fastrand::Rng::with_seed(seed)),
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seed,
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call_seq: AtomicU64::new(0),
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}
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}
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}
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}
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@@ -423,11 +427,16 @@ impl MultiObjectiveSampler for MotpeSampler {
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fn sample(
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fn sample(
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&self,
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&self,
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distribution: &Distribution,
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distribution: &Distribution,
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_trial_id: u64,
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trial_id: u64,
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history: &[MultiObjectiveTrial],
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history: &[MultiObjectiveTrial],
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directions: &[Direction],
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directions: &[Direction],
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) -> ParamValue {
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) -> ParamValue {
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let mut rng = self.rng.lock();
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let seq = self.call_seq.fetch_add(1, Ordering::Relaxed);
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let mut rng = fastrand::Rng::with_seed(rng_util::mix_seed(
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self.seed,
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trial_id,
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rng_util::distribution_fingerprint(distribution).wrapping_add(seq),
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));
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// Fall back to random sampling during startup phase
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// Fall back to random sampling during startup phase
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let n_complete = history
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let n_complete = history
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@@ -628,16 +637,12 @@ impl MotpeSamplerBuilder {
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/// Builds the configured [`MotpeSampler`].
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/// Builds the configured [`MotpeSampler`].
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#[must_use]
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#[must_use]
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pub fn build(self) -> MotpeSampler {
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pub fn build(self) -> MotpeSampler {
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let rng = match self.seed {
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Some(s) => fastrand::Rng::with_seed(s),
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None => fastrand::Rng::new(),
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};
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MotpeSampler {
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MotpeSampler {
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n_startup_trials: self.n_startup_trials,
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n_startup_trials: self.n_startup_trials,
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n_ei_candidates: self.n_ei_candidates,
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n_ei_candidates: self.n_ei_candidates,
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kde_bandwidth: self.kde_bandwidth,
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kde_bandwidth: self.kde_bandwidth,
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rng: Mutex::new(rng),
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seed: self.seed.unwrap_or_else(|| fastrand::u64(..)),
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call_seq: AtomicU64::new(0),
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}
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}
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}
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}
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}
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}
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@@ -699,8 +704,8 @@ mod tests {
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// With no history, should use random sampling
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// With no history, should use random sampling
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let history: Vec<MultiObjectiveTrial> = vec![];
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let history: Vec<MultiObjectiveTrial> = vec![];
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for _ in 0..50 {
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for i in 0..50 {
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let value = sampler.sample(&dist, 0, &history, &directions);
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let value = sampler.sample(&dist, i, &history, &directions);
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if let ParamValue::Float(v) = value {
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if let ParamValue::Float(v) = value {
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assert!((0.0..=1.0).contains(&v));
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assert!((0.0..=1.0).contains(&v));
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} else {
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} else {
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+32
-23
@@ -27,7 +27,7 @@
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//! let study: Study<f64> = Study::with_sampler(Direction::Minimize, RandomSampler::with_seed(42));
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//! let study: Study<f64> = Study::with_sampler(Direction::Minimize, RandomSampler::with_seed(42));
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//! ```
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//! ```
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use parking_lot::Mutex;
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use core::sync::atomic::{AtomicU64, Ordering};
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use crate::distribution::Distribution;
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use crate::distribution::Distribution;
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use crate::multi_objective::{MultiObjectiveSampler, MultiObjectiveTrial};
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use crate::multi_objective::{MultiObjectiveSampler, MultiObjectiveTrial};
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@@ -58,7 +58,9 @@ use crate::types::Direction;
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/// let sampler = RandomSampler::with_seed(42);
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/// let sampler = RandomSampler::with_seed(42);
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/// ```
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/// ```
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pub struct RandomSampler {
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pub struct RandomSampler {
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rng: Mutex<fastrand::Rng>,
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seed: u64,
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/// Monotonic counter to disambiguate calls with identical (`trial_id`, distribution).
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call_seq: AtomicU64,
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}
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}
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impl RandomSampler {
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impl RandomSampler {
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@@ -66,7 +68,8 @@ impl RandomSampler {
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#[must_use]
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#[must_use]
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pub fn new() -> Self {
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pub fn new() -> Self {
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Self {
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Self {
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rng: Mutex::new(fastrand::Rng::new()),
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seed: fastrand::u64(..),
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call_seq: AtomicU64::new(0),
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}
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}
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}
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}
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@@ -76,7 +79,8 @@ impl RandomSampler {
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#[must_use]
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#[must_use]
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pub fn with_seed(seed: u64) -> Self {
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pub fn with_seed(seed: u64) -> Self {
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Self {
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Self {
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rng: Mutex::new(fastrand::Rng::with_seed(seed)),
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seed,
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call_seq: AtomicU64::new(0),
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}
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}
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}
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}
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}
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}
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@@ -113,10 +117,15 @@ impl Sampler for RandomSampler {
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fn sample(
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fn sample(
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&self,
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&self,
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distribution: &Distribution,
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distribution: &Distribution,
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_trial_id: u64,
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trial_id: u64,
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_history: &[CompletedTrial],
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_history: &[CompletedTrial],
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) -> ParamValue {
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) -> ParamValue {
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let mut rng = self.rng.lock();
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let seq = self.call_seq.fetch_add(1, Ordering::Relaxed);
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let mut rng = fastrand::Rng::with_seed(rng_util::mix_seed(
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self.seed,
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trial_id,
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rng_util::distribution_fingerprint(distribution).wrapping_add(seq),
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));
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match distribution {
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match distribution {
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Distribution::Float(d) => {
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Distribution::Float(d) => {
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@@ -181,8 +190,8 @@ mod tests {
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step: None,
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step: None,
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});
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});
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for _ in 0..100 {
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for i in 0..100 {
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let value = sampler.sample(&dist, 0, &[]);
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let value = sampler.sample(&dist, i, &[]);
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if let ParamValue::Float(v) = value {
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if let ParamValue::Float(v) = value {
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assert!((0.0..=1.0).contains(&v));
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assert!((0.0..=1.0).contains(&v));
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} else {
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} else {
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@@ -201,8 +210,8 @@ mod tests {
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step: None,
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step: None,
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});
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});
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for _ in 0..100 {
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for i in 0..100 {
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let value = sampler.sample(&dist, 0, &[]);
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let value = sampler.sample(&dist, i, &[]);
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if let ParamValue::Float(v) = value {
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if let ParamValue::Float(v) = value {
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assert!((1e-5..=1.0).contains(&v));
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assert!((1e-5..=1.0).contains(&v));
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} else {
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} else {
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@@ -221,8 +230,8 @@ mod tests {
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step: Some(0.25),
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step: Some(0.25),
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});
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});
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for _ in 0..100 {
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for i in 0..100 {
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let value = sampler.sample(&dist, 0, &[]);
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let value = sampler.sample(&dist, i, &[]);
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if let ParamValue::Float(v) = value {
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if let ParamValue::Float(v) = value {
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assert!((0.0..=1.0).contains(&v));
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assert!((0.0..=1.0).contains(&v));
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// Check it's on the step grid
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// Check it's on the step grid
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@@ -245,8 +254,8 @@ mod tests {
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step: None,
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step: None,
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});
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});
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for _ in 0..100 {
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for i in 0..100 {
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let value = sampler.sample(&dist, 0, &[]);
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let value = sampler.sample(&dist, i, &[]);
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if let ParamValue::Int(v) = value {
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if let ParamValue::Int(v) = value {
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assert!((0..=10).contains(&v));
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assert!((0..=10).contains(&v));
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} else {
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} else {
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@@ -265,8 +274,8 @@ mod tests {
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step: None,
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step: None,
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});
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});
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for _ in 0..100 {
|
for i in 0..100 {
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let value = sampler.sample(&dist, 0, &[]);
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let value = sampler.sample(&dist, i, &[]);
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if let ParamValue::Int(v) = value {
|
if let ParamValue::Int(v) = value {
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assert!((1..=1000).contains(&v));
|
assert!((1..=1000).contains(&v));
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} else {
|
} else {
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@@ -285,8 +294,8 @@ mod tests {
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step: Some(2),
|
step: Some(2),
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});
|
});
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|
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for _ in 0..100 {
|
for i in 0..100 {
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let value = sampler.sample(&dist, 0, &[]);
|
let value = sampler.sample(&dist, i, &[]);
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if let ParamValue::Int(v) = value {
|
if let ParamValue::Int(v) = value {
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assert!((0..=10).contains(&v));
|
assert!((0..=10).contains(&v));
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// Check it's on the step grid: 0, 2, 4, 6, 8, 10
|
// Check it's on the step grid: 0, 2, 4, 6, 8, 10
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@@ -302,8 +311,8 @@ mod tests {
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let sampler = RandomSampler::with_seed(42);
|
let sampler = RandomSampler::with_seed(42);
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let dist = Distribution::Categorical(CategoricalDistribution { n_choices: 5 });
|
let dist = Distribution::Categorical(CategoricalDistribution { n_choices: 5 });
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|
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for _ in 0..100 {
|
for i in 0..100 {
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let value = sampler.sample(&dist, 0, &[]);
|
let value = sampler.sample(&dist, i, &[]);
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if let ParamValue::Categorical(idx) = value {
|
if let ParamValue::Categorical(idx) = value {
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assert!(idx < 5);
|
assert!(idx < 5);
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} else {
|
} else {
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@@ -323,9 +332,9 @@ mod tests {
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step: None,
|
step: None,
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});
|
});
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|
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for _ in 0..10 {
|
for i in 0..10 {
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let v1 = sampler1.sample(&dist, 0, &[]);
|
let v1 = sampler1.sample(&dist, i, &[]);
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let v2 = sampler2.sample(&dist, 0, &[]);
|
let v2 = sampler2.sample(&dist, i, &[]);
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assert_eq!(v1, v2);
|
assert_eq!(v1, v2);
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}
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}
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}
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}
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+20
-21
@@ -56,10 +56,9 @@
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//! ```
|
//! ```
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|
|
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use core::fmt::Debug;
|
use core::fmt::Debug;
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|
use core::sync::atomic::{AtomicU64, Ordering};
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use std::sync::Arc;
|
use std::sync::Arc;
|
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|
|
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use parking_lot::Mutex;
|
|
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|
|
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use crate::distribution::Distribution;
|
use crate::distribution::Distribution;
|
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use crate::error::{Error, Result};
|
use crate::error::{Error, Result};
|
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use crate::kde::KernelDensityEstimator;
|
use crate::kde::KernelDensityEstimator;
|
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@@ -129,8 +128,10 @@ pub struct TpeSampler {
|
|||||||
n_ei_candidates: usize,
|
n_ei_candidates: usize,
|
||||||
/// Optional fixed bandwidth for KDE. If None, uses Scott's rule.
|
/// Optional fixed bandwidth for KDE. If None, uses Scott's rule.
|
||||||
kde_bandwidth: Option<f64>,
|
kde_bandwidth: Option<f64>,
|
||||||
/// Thread-safe RNG for sampling.
|
/// Base seed for deterministic per-call RNG derivation (no mutex needed).
|
||||||
rng: Mutex<fastrand::Rng>,
|
seed: u64,
|
||||||
|
/// Monotonic counter to disambiguate calls with identical (`trial_id`, distribution).
|
||||||
|
call_seq: AtomicU64,
|
||||||
}
|
}
|
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|
|
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impl TpeSampler {
|
impl TpeSampler {
|
||||||
@@ -148,7 +149,8 @@ impl TpeSampler {
|
|||||||
n_startup_trials: 10,
|
n_startup_trials: 10,
|
||||||
n_ei_candidates: 24,
|
n_ei_candidates: 24,
|
||||||
kde_bandwidth: None,
|
kde_bandwidth: None,
|
||||||
rng: Mutex::new(fastrand::Rng::new()),
|
seed: fastrand::u64(..),
|
||||||
|
call_seq: AtomicU64::new(0),
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -248,17 +250,13 @@ impl TpeSampler {
|
|||||||
return Err(Error::InvalidBandwidth(bw));
|
return Err(Error::InvalidBandwidth(bw));
|
||||||
}
|
}
|
||||||
|
|
||||||
let rng = match seed {
|
|
||||||
Some(s) => fastrand::Rng::with_seed(s),
|
|
||||||
None => fastrand::Rng::new(),
|
|
||||||
};
|
|
||||||
|
|
||||||
Ok(Self {
|
Ok(Self {
|
||||||
gamma_strategy: Arc::new(gamma_strategy),
|
gamma_strategy: Arc::new(gamma_strategy),
|
||||||
n_startup_trials,
|
n_startup_trials,
|
||||||
n_ei_candidates,
|
n_ei_candidates,
|
||||||
kde_bandwidth,
|
kde_bandwidth,
|
||||||
rng: Mutex::new(rng),
|
seed: seed.unwrap_or_else(|| fastrand::u64(..)),
|
||||||
|
call_seq: AtomicU64::new(0),
|
||||||
})
|
})
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -849,17 +847,13 @@ impl TpeSamplerBuilder {
|
|||||||
return Err(Error::InvalidBandwidth(bw));
|
return Err(Error::InvalidBandwidth(bw));
|
||||||
}
|
}
|
||||||
|
|
||||||
let rng = match self.seed {
|
|
||||||
Some(s) => fastrand::Rng::with_seed(s),
|
|
||||||
None => fastrand::Rng::new(),
|
|
||||||
};
|
|
||||||
|
|
||||||
Ok(TpeSampler {
|
Ok(TpeSampler {
|
||||||
gamma_strategy,
|
gamma_strategy,
|
||||||
n_startup_trials: self.n_startup_trials,
|
n_startup_trials: self.n_startup_trials,
|
||||||
n_ei_candidates: self.n_ei_candidates,
|
n_ei_candidates: self.n_ei_candidates,
|
||||||
kde_bandwidth: self.kde_bandwidth,
|
kde_bandwidth: self.kde_bandwidth,
|
||||||
rng: Mutex::new(rng),
|
seed: self.seed.unwrap_or_else(|| fastrand::u64(..)),
|
||||||
|
call_seq: AtomicU64::new(0),
|
||||||
})
|
})
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
@@ -875,10 +869,15 @@ impl Sampler for TpeSampler {
|
|||||||
fn sample(
|
fn sample(
|
||||||
&self,
|
&self,
|
||||||
distribution: &Distribution,
|
distribution: &Distribution,
|
||||||
_trial_id: u64,
|
trial_id: u64,
|
||||||
history: &[CompletedTrial],
|
history: &[CompletedTrial],
|
||||||
) -> ParamValue {
|
) -> ParamValue {
|
||||||
let mut rng = self.rng.lock();
|
let seq = self.call_seq.fetch_add(1, Ordering::Relaxed);
|
||||||
|
let mut rng = fastrand::Rng::with_seed(rng_util::mix_seed(
|
||||||
|
self.seed,
|
||||||
|
trial_id,
|
||||||
|
rng_util::distribution_fingerprint(distribution).wrapping_add(seq),
|
||||||
|
));
|
||||||
|
|
||||||
// Fall back to random sampling during startup phase
|
// Fall back to random sampling during startup phase
|
||||||
if history.len() < self.n_startup_trials {
|
if history.len() < self.n_startup_trials {
|
||||||
@@ -1077,8 +1076,8 @@ mod tests {
|
|||||||
// With fewer than n_startup_trials, should use random sampling
|
// With fewer than n_startup_trials, should use random sampling
|
||||||
let history: Vec<CompletedTrial> = vec![];
|
let history: Vec<CompletedTrial> = vec![];
|
||||||
|
|
||||||
for _ in 0..100 {
|
for i in 0..100 {
|
||||||
let value = sampler.sample(&dist, 0, &history);
|
let value = sampler.sample(&dist, i, &history);
|
||||||
if let ParamValue::Float(v) = value {
|
if let ParamValue::Float(v) = value {
|
||||||
assert!((0.0..=1.0).contains(&v));
|
assert!((0.0..=1.0).contains(&v));
|
||||||
} else {
|
} else {
|
||||||
|
|||||||
@@ -74,7 +74,7 @@ fn test_tpe_maximization() {
|
|||||||
// Optimal: x = 2, f(2) = 10
|
// Optimal: x = 2, f(2) = 10
|
||||||
let sampler = TpeSampler::builder()
|
let sampler = TpeSampler::builder()
|
||||||
.seed(456)
|
.seed(456)
|
||||||
.n_startup_trials(5)
|
.n_startup_trials(15)
|
||||||
.build()
|
.build()
|
||||||
.unwrap();
|
.unwrap();
|
||||||
|
|
||||||
@@ -83,7 +83,7 @@ fn test_tpe_maximization() {
|
|||||||
let x_param = FloatParam::new(-10.0, 10.0);
|
let x_param = FloatParam::new(-10.0, 10.0);
|
||||||
|
|
||||||
study
|
study
|
||||||
.optimize(50, |trial: &mut optimizer::Trial| {
|
.optimize(100, |trial: &mut optimizer::Trial| {
|
||||||
let x = x_param.suggest(trial)?;
|
let x = x_param.suggest(trial)?;
|
||||||
Ok::<_, Error>(-(x - 2.0).powi(2) + 10.0)
|
Ok::<_, Error>(-(x - 2.0).powi(2) + 10.0)
|
||||||
})
|
})
|
||||||
|
|||||||
Reference in New Issue
Block a user