feat: add Gaussian Process sampler with Expected Improvement
Implement a classical Bayesian optimization sampler using a GP surrogate with Matérn 5/2 kernel and Expected Improvement acquisition function. Feature-gated behind `gp = ["dep:nalgebra"]`.
This commit is contained in:
@@ -19,6 +19,7 @@
|
||||
//! - **Grid Search** - Exhaustive search over a specified parameter grid
|
||||
//! - **Sobol (QMC)** - Quasi-random sampling for better space coverage (requires `sobol` feature)
|
||||
//! - **CMA-ES** - Covariance Matrix Adaptation Evolution Strategy for continuous optimization (requires `cma-es` feature)
|
||||
//! - **GP** - Gaussian Process Bayesian optimization with Expected Improvement (requires `gp` feature)
|
||||
//! - **BOHB** - Bayesian Optimization + `HyperBand` for budget-aware TPE sampling
|
||||
//! - **NSGA-II** - Non-dominated Sorting Genetic Algorithm II for multi-objective optimization
|
||||
//! - **MOTPE** - Multi-Objective Tree-Parzen Estimator for Bayesian multi-objective optimization
|
||||
@@ -190,6 +191,7 @@
|
||||
//! - `serde`: Enable `Serialize`/`Deserialize` on public types and `Study::save()`/`Study::load()`
|
||||
//! - `sobol`: Enable the Sobol quasi-random sampler for better space coverage
|
||||
//! - `cma-es`: Enable the CMA-ES sampler for continuous optimization
|
||||
//! - `gp`: Enable the Gaussian Process sampler for Bayesian optimization
|
||||
//! - `visualization`: Generate self-contained HTML reports with interactive Plotly.js charts
|
||||
//! - `tracing`: Emit structured log events via the [`tracing`](https://docs.rs/tracing) crate at key optimization points
|
||||
|
||||
@@ -253,6 +255,8 @@ pub use sampler::CompletedTrial;
|
||||
pub use sampler::bohb::BohbSampler;
|
||||
#[cfg(feature = "cma-es")]
|
||||
pub use sampler::cma_es::CmaEsSampler;
|
||||
#[cfg(feature = "gp")]
|
||||
pub use sampler::gp::GpSampler;
|
||||
pub use sampler::grid::GridSearchSampler;
|
||||
pub use sampler::motpe::MotpeSampler;
|
||||
pub use sampler::nsga2::Nsga2Sampler;
|
||||
@@ -293,6 +297,8 @@ pub mod prelude {
|
||||
pub use crate::sampler::bohb::BohbSampler;
|
||||
#[cfg(feature = "cma-es")]
|
||||
pub use crate::sampler::cma_es::CmaEsSampler;
|
||||
#[cfg(feature = "gp")]
|
||||
pub use crate::sampler::gp::GpSampler;
|
||||
pub use crate::sampler::grid::GridSearchSampler;
|
||||
pub use crate::sampler::motpe::MotpeSampler;
|
||||
pub use crate::sampler::nsga2::Nsga2Sampler;
|
||||
|
||||
Reference in New Issue
Block a user