feat: add benchmark suite with criterion and standard test functions

Add micro-benchmarks for TPE, Random, and Grid samplers with varying history sizes, end-to-end optimization benchmarks on Sphere and Rosenbrock, and a convergence tracking example that outputs CSV data. Includes 6 standard test functions (Sphere, Rosenbrock, Rastrigin, Ackley, Branin, Hartmann6) with correctness tests at known optima.
2026-02-11 19:05:33 +01:00
parent f3941a4b3e
commit b36137bc96
6 changed files with 492 additions and 0 deletions
@@ -0,0 +1,124 @@
+use std::ops::ControlFlow;
+use std::time::Instant;
+
+use optimizer::parameter::Parameter;
+use optimizer::sampler::random::RandomSampler;
+use optimizer::sampler::tpe::TpeSampler;
+use optimizer::{FloatParam, Study};
+
+/// Standard optimization test functions.
+mod functions {
+    pub fn sphere(x: &[f64]) -> f64 {
+        x.iter().map(|xi| xi * xi).sum()
+    }
+
+    pub fn rosenbrock(x: &[f64]) -> f64 {
+        x.windows(2)
+            .map(|w| 100.0 * (w[1] - w[0] * w[0]).powi(2) + (1.0 - w[0]).powi(2))
+            .sum()
+    }
+
+    pub fn rastrigin(x: &[f64]) -> f64 {
+        let n = x.len() as f64;
+        10.0 * n
+            + x.iter()
+                .map(|xi| xi * xi - 10.0 * (2.0 * std::f64::consts::PI * xi).cos())
+                .sum::<f64>()
+    }
+}
+
+fn run_convergence(
+    name: &str,
+    sampler_name: &str,
+    study: Study<f64>,
+    params: &[FloatParam],
+    objective: fn(&[f64]) -> f64,
+    n_trials: usize,
+) {
+    let start = Instant::now();
+
+    study
+        .optimize_with_callback(
+            n_trials,
+            |trial| {
+                let x: Vec<f64> = params
+                    .iter()
+                    .map(|p| p.suggest(trial))
+                    .collect::<Result<_, _>>()
+                    .unwrap();
+                Ok::<_, optimizer::Error>(objective(&x))
+            },
+            |study, _trial| {
+                let elapsed = start.elapsed().as_millis();
+                let best = study.best_value().unwrap();
+                let n = study.n_trials();
+                println!("{n},{best},{elapsed},{sampler_name},{name}");
+                ControlFlow::Continue(())
+            },
+        )
+        .unwrap();
+}
+
+fn main() {
+    println!("trial,best_value,elapsed_ms,sampler,function");
+
+    let dims = 5;
+    let params: Vec<FloatParam> = (0..dims)
+        .map(|i| FloatParam::new(-5.0, 5.0).name(format!("x{i}")))
+        .collect();
+    let n_trials = 200;
+
+    // Sphere: Random vs TPE
+    run_convergence(
+        "sphere_5d",
+        "random",
+        Study::minimize(RandomSampler::with_seed(1)),
+        &params,
+        functions::sphere,
+        n_trials,
+    );
+    run_convergence(
+        "sphere_5d",
+        "tpe",
+        Study::minimize(TpeSampler::builder().seed(1).build().unwrap()),
+        &params,
+        functions::sphere,
+        n_trials,
+    );
+
+    // Rosenbrock: Random vs TPE
+    run_convergence(
+        "rosenbrock_5d",
+        "random",
+        Study::minimize(RandomSampler::with_seed(2)),
+        &params,
+        functions::rosenbrock,
+        n_trials,
+    );
+    run_convergence(
+        "rosenbrock_5d",
+        "tpe",
+        Study::minimize(TpeSampler::builder().seed(2).build().unwrap()),
+        &params,
+        functions::rosenbrock,
+        n_trials,
+    );
+
+    // Rastrigin: Random vs TPE
+    run_convergence(
+        "rastrigin_5d",
+        "random",
+        Study::minimize(RandomSampler::with_seed(3)),
+        &params,
+        functions::rastrigin,
+        n_trials,
+    );
+    run_convergence(
+        "rastrigin_5d",
+        "tpe",
+        Study::minimize(TpeSampler::builder().seed(3).build().unwrap()),
+        &params,
+        functions::rastrigin,
+        n_trials,
+    );
+}