fix(sampler): clamp multivariate TPE candidates to parameter bounds

- Clamp KDE candidates to parameter bounds before evaluating l(x)/g(x),
  matching the univariate TPE behavior; without this, candidates scored
  well at out-of-bounds locations but became suboptimal when clamped
- Sort HashMap iterations by ParamId before consuming the seeded RNG to
  eliminate non-deterministic sampling caused by global ParamId counter
- Replace wall-clock timing assertion in async concurrency test with
  atomic max-active counter to avoid CI flakiness
- Gate unused HashSet import behind cfg(feature = "async")
This commit is contained in:
Manuel Raimann
2026-02-13 10:21:39 +01:00
parent 11a8534b38
commit 86db6361d6
5 changed files with 98 additions and 30 deletions
+18 -6
View File
@@ -197,27 +197,39 @@ async fn test_optimize_parallel_single_concurrency() {
#[tokio::test]
async fn test_parallel_executes_concurrently() {
use std::sync::atomic::{AtomicUsize, Ordering};
let sampler = RandomSampler::with_seed(42);
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
let x_param = FloatParam::new(0.0, 10.0);
let active = Arc::new(AtomicUsize::new(0));
let max_active = Arc::new(AtomicUsize::new(0));
let active_c = Arc::clone(&active);
let max_active_c = Arc::clone(&max_active);
let start = tokio::time::Instant::now();
study
.optimize_parallel(4, 4, move |trial: &mut optimizer::Trial| {
let x = x_param.suggest(trial)?;
std::thread::sleep(std::time::Duration::from_millis(100));
let current = active_c.fetch_add(1, Ordering::SeqCst) + 1;
max_active_c.fetch_max(current, Ordering::SeqCst);
std::thread::sleep(std::time::Duration::from_millis(50));
active_c.fetch_sub(1, Ordering::SeqCst);
Ok::<_, Error>(x)
})
.await
.expect("parallel optimization should succeed");
let elapsed = start.elapsed();
assert_eq!(study.n_trials(), 4);
// Sequential would take ~400ms; parallel with concurrency=4 should be ~100ms
let max = max_active.load(Ordering::SeqCst);
// With 4 trials and concurrency=4, all should run concurrently
assert!(
elapsed < std::time::Duration::from_millis(350),
"expected parallel execution under 350ms, took {elapsed:?}"
max >= 2,
"expected at least 2 concurrent workers, but max was {max}"
);
}
+2 -2
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@@ -45,7 +45,7 @@ fn test_multivariate_tpe_rosenbrock_finds_good_solution() {
let sampler = MultivariateTpeSampler::builder()
.seed(42)
.n_startup_trials(10)
.n_ei_candidates(24)
.n_ei_candidates(48)
.build()
.unwrap();
@@ -55,7 +55,7 @@ fn test_multivariate_tpe_rosenbrock_finds_good_solution() {
let y_param = FloatParam::new(-2.0, 4.0);
study
.optimize(100, |trial: &mut optimizer::Trial| {
.optimize(200, |trial: &mut optimizer::Trial| {
let x = x_param.suggest(trial)?;
let y = y_param.suggest(trial)?;
Ok::<_, Error>(rosenbrock(x, y))
+1
View File
@@ -3,6 +3,7 @@
//! All tests are `#[ignore]`-gated so they don't run in normal CI.
//! Run with: `cargo test --features async -- --ignored`
#[cfg(feature = "async")]
use std::collections::HashSet;
use optimizer::parameter::{FloatParam, Parameter};