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"]`.

tests/gp_tests.rs

@@ -0,0 +1,256 @@
+#![cfg(feature = "gp")]
+
+use optimizer::prelude::*;
+use optimizer::sampler::gp::GpSampler;
+
+#[test]
+fn sphere_function() {
+    let sampler = GpSampler::with_seed(42);
+    let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
+
+    let x = FloatParam::new(-5.0, 5.0).name("x");
+    let y = FloatParam::new(-5.0, 5.0).name("y");
+
+    study
+        .optimize(80, |trial| {
+            let xv = x.suggest(trial)?;
+            let yv = y.suggest(trial)?;
+            Ok::<_, Error>(xv * xv + yv * yv)
+        })
+        .unwrap();
+
+    let best = study.best_trial().unwrap();
+    assert!(
+        best.value < 2.0,
+        "sphere best value should be < 2.0, got {}",
+        best.value
+    );
+}
+
+#[test]
+fn rosenbrock_function() {
+    let sampler = GpSampler::builder().n_startup_trials(15).seed(42).build();
+    let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
+
+    let x = FloatParam::new(-5.0, 5.0).name("x");
+    let y = FloatParam::new(-5.0, 5.0).name("y");
+
+    study
+        .optimize(100, |trial| {
+            let xv = x.suggest(trial)?;
+            let yv = y.suggest(trial)?;
+            let val = (1.0 - xv).powi(2) + 100.0 * (yv - xv * xv).powi(2);
+            Ok::<_, Error>(val)
+        })
+        .unwrap();
+
+    let best = study.best_trial().unwrap();
+    assert!(
+        best.value < 100.0,
+        "rosenbrock best value should be < 100.0, got {}",
+        best.value
+    );
+}
+
+#[test]
+fn bounds_respected() {
+    let sampler = GpSampler::with_seed(123);
+    let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
+
+    let x = FloatParam::new(-2.0, 3.0).name("x");
+    let y = FloatParam::new(0.0, 10.0).name("y");
+
+    study
+        .optimize(100, |trial| {
+            let xv = x.suggest(trial)?;
+            let yv = y.suggest(trial)?;
+            Ok::<_, Error>(xv + yv)
+        })
+        .unwrap();
+
+    for trial in study.trials() {
+        let xv: f64 = trial.get(&x).unwrap();
+        let yv: f64 = trial.get(&y).unwrap();
+        assert!((-2.0..=3.0).contains(&xv), "x = {xv} out of bounds [-2, 3]");
+        assert!((0.0..=10.0).contains(&yv), "y = {yv} out of bounds [0, 10]");
+    }
+}
+
+#[test]
+fn mixed_params_float_and_categorical() {
+    let sampler = GpSampler::with_seed(42);
+    let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
+
+    let x = FloatParam::new(-5.0, 5.0).name("x");
+    let cat = CategoricalParam::new(vec!["a", "b", "c"]).name("cat");
+
+    study
+        .optimize(50, |trial| {
+            let xv = x.suggest(trial)?;
+            let cv = cat.suggest(trial)?;
+            let penalty = match cv {
+                "a" => 0.0,
+                "b" => 1.0,
+                _ => 2.0,
+            };
+            Ok::<_, Error>(xv * xv + penalty)
+        })
+        .unwrap();
+
+    let best = study.best_trial().unwrap();
+    assert!(
+        best.value < 10.0,
+        "best value should be < 10.0, got {}",
+        best.value
+    );
+}
+
+#[test]
+fn seeded_reproducibility() {
+    let x = FloatParam::new(-5.0, 5.0).name("x");
+    let y = FloatParam::new(-5.0, 5.0).name("y");
+
+    let run = |seed: u64| {
+        let sampler = GpSampler::with_seed(seed);
+        let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
+        study
+            .optimize(50, |trial| {
+                let xv = x.suggest(trial)?;
+                let yv = y.suggest(trial)?;
+                Ok::<_, Error>(xv * xv + yv * yv)
+            })
+            .unwrap();
+        study.trials().iter().map(|t| t.value).collect::<Vec<_>>()
+    };
+
+    let results1 = run(42);
+    let results2 = run(42);
+    assert_eq!(results1, results2, "same seed should produce same results");
+}
+
+#[test]
+fn different_seeds_different_results() {
+    let x = FloatParam::new(-5.0, 5.0).name("x");
+    let y = FloatParam::new(-5.0, 5.0).name("y");
+
+    let run = |seed: u64| {
+        let sampler = GpSampler::with_seed(seed);
+        let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
+        study
+            .optimize(20, |trial| {
+                let xv = x.suggest(trial)?;
+                let yv = y.suggest(trial)?;
+                Ok::<_, Error>(xv * xv + yv * yv)
+            })
+            .unwrap();
+        study.trials().iter().map(|t| t.value).collect::<Vec<_>>()
+    };
+
+    let results1 = run(42);
+    let results2 = run(99);
+    assert_ne!(
+        results1, results2,
+        "different seeds should produce different results"
+    );
+}
+
+#[test]
+fn single_dimension() {
+    let sampler = GpSampler::with_seed(42);
+    let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
+
+    let x = FloatParam::new(-10.0, 10.0).name("x");
+
+    study
+        .optimize(100, |trial| {
+            let xv = x.suggest(trial)?;
+            Ok::<_, Error>((xv - 3.0).powi(2))
+        })
+        .unwrap();
+
+    let best = study.best_trial().unwrap();
+    assert!(
+        best.value < 1.0,
+        "1-D optimization should converge, got {}",
+        best.value
+    );
+}
+
+#[test]
+fn integer_params() {
+    let sampler = GpSampler::with_seed(42);
+    let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
+
+    let n = IntParam::new(1, 20).name("n");
+
+    study
+        .optimize(100, |trial| {
+            let nv = n.suggest(trial)?;
+            Ok::<_, Error>(((nv - 10) * (nv - 10)) as f64)
+        })
+        .unwrap();
+
+    let best = study.best_trial().unwrap();
+    let best_n: i64 = best.get(&n).unwrap();
+    assert!(
+        (1..=20).contains(&best_n),
+        "integer value {best_n} out of bounds"
+    );
+    assert!(
+        best.value < 10.0,
+        "integer optimization should converge, got {}",
+        best.value
+    );
+}
+
+#[test]
+fn log_scale_params() {
+    let sampler = GpSampler::with_seed(42);
+    let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
+
+    let lr = FloatParam::new(1e-5, 1.0).log_scale().name("lr");
+
+    study
+        .optimize(100, |trial| {
+            let lrv = lr.suggest(trial)?;
+            Ok::<_, Error>((lrv.ln() - 0.01_f64.ln()).powi(2))
+        })
+        .unwrap();
+
+    for trial in study.trials() {
+        let lrv: f64 = trial.get(&lr).unwrap();
+        assert!(
+            (1e-5..=1.0).contains(&lrv),
+            "log-scale value {lrv} out of bounds"
+        );
+    }
+}
+
+#[test]
+fn builder_configuration() {
+    let sampler = GpSampler::builder()
+        .n_startup_trials(5)
+        .n_candidates(500)
+        .noise_variance(1e-4)
+        .seed(42)
+        .build();
+    let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
+
+    let x = FloatParam::new(-5.0, 5.0).name("x");
+    let y = FloatParam::new(-5.0, 5.0).name("y");
+
+    study
+        .optimize(100, |trial| {
+            let xv = x.suggest(trial)?;
+            let yv = y.suggest(trial)?;
+            Ok::<_, Error>(xv * xv + yv * yv)
+        })
+        .unwrap();
+
+    let best = study.best_trial().unwrap();
+    assert!(
+        best.value < 5.0,
+        "custom config optimization should work, got {}",
+        best.value
+    );
+}