100 Commits
Author SHA1 Message Date
Manuel f60b2e9a9e Update deps 2026-06-24 13:51:45 +02:00
Manuel Raimann da2d367fb7 chore: release v1.0.1 2026-05-01 12:06:45 +02:00
Manuel Raimann ab74468603 fix(deps): set tracing minimum to 0.1.26 for Span::entered() 2026-05-01 12:06:45 +02:00
Manuel Raimann 4225d61027 fix(sampler): deterministic parameter matching in TPE
When two parameters share the same Distribution (e.g. two
FloatParam::new(-5.0, 5.0) in one study), TpeSampler iterated
trial.distributions (a HashMap) with find_map to extract a value
matching the target distribution. HashMap iteration order varies
across runs, so x's history could be conflated with y's history
non-deterministically — making seeded TPE runs flaky in parallel
test execution.

Pick the smallest-ParamId match instead, so the choice is stable
across runs.

Also:
- src/sampler/genetic.rs: collapse if into match guard (clippy)
- src/lib.rs: drop std_instead_of_core lint (the only remaining
  hits are std::io::Error/ErrorKind, which have no stable core
  equivalent yet)
- Cargo.toml: relax minimum versions for fastrand/tokio/tracing/
  optimizer-derive; bump dev-dep tokio to 1.50 to match in-tree usage
2026-04-30 09:27:06 +02:00
Manuel Raimann db192eb1cb chore: release v1.0.0 2026-02-13 10:36:16 +01:00
Manuel Raimann 80a7c27551 ci: publish optimizer-derive before optimizer to fix crates.io dependency 2026-02-13 10:36:16 +01:00
Manuel Raimann 86db6361d6 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")
2026-02-13 10:21:39 +01:00
ManuelandGitHub 11a8534b38 fix: address 18 bugs found during codebase audit (#8)
* fix: address 18 bugs found during codebase audit

High severity:
- TPE/MOTPE: match parameters by exact distribution equality instead of
  flat-mapping over all param values, preventing cross-parameter mixing
- MultivariateTpeSampler: find_matching_param now uses search space
  distributions for exact matching instead of type+range heuristic
- JournalStorage: write_to_file no longer advances file_offset (left to
  refresh), both operations serialized under single io_lock mutex,
  refresh uses fetch_max and deduplicates by trial ID

Medium severity:
- NSGA-III: use actual Pareto front ranks for tournament selection
  instead of artificial cyclic indices
- sample_random: apply step quantization after log-scale sampling
- internal_bounds: return None for non-positive log-scale bounds
- SobolSampler: use per-trial dimension HashMap for concurrent safety
- JournalStorage refresh: protect with io_lock mutex, use fetch_max
- n_trials(): filter by TrialState::Complete as documented
- FloatParam: reject NaN/Infinity in validate()
- Pruners: assert n_min_trials >= 1, guard compute_percentile on empty
- Visualization: escape_js for importance chart parameter names

Low severity:
- save(): use peek_next_trial_id() from Storage trait
- csv_escape: handle carriage return per RFC 4180
- from_internal: use saturating arithmetic for stepped Int distributions
- BoolParam: bounds-check categorical index < 2
- min_max: skip NaN values with safe fallback

* ci: trigger CI on pull requests targeting any branch
2026-02-13 10:03:37 +01:00
Manuel Raimann 1cd18c16f9 fix: address review findings in grid sampler, parallel optimization, and CSV export
- Rename stale "GridSearchSampler" panic message to "GridSampler"
- Assert concurrency > 0 in optimize_parallel to prevent deadlock
- Fix inaccurate comment in CSV export (empty for all non-complete trials, not just pruned)
2026-02-12 17:57:29 +01:00
Manuel Raimann 9f2ce2a482 fix(docs): remove private intra-doc link from JournalStorage doc comment 2026-02-12 17:05:12 +01:00
Manuel Raimann 8c025b4525 fix(journal): canonicalize file paths in JournalStorage constructors
Resolve symlinks and `../` traversals best-effort in `new()` and
`open()`, falling back to the original path if canonicalization fails
(e.g. file doesn't exist yet).
2026-02-12 16:34:27 +01:00
Manuel Raimann cfa8426312 docs(sampler,pruner): add implementation guides for custom samplers and pruners
- Expand sampler module docs with available samplers tables, custom
  sampler walkthrough, stateless/stateful patterns, cold start handling,
  history reading, thread safety, and testing guidance
- Expand pruner module docs with stateful/stateless classification,
  warmup parameters, decorator composition, thread safety, and testing
- Add code examples to both trait docs (NoisySampler, StalePruner)
2026-02-12 16:31:25 +01:00
Manuel Raimann 8d06d213db docs(journal): document file-size DoS potential in JournalStorage 2026-02-12 16:26:41 +01:00
Manuel Raimann 479554ffb2 fix(docs): convert JournalStorage intra-doc link to plain backtick text 2026-02-12 16:24:26 +01:00
Manuel Raimann fd5c5453e5 test(async): add concurrency verification tests for optimize_parallel
- Timing-based proof that trials run in parallel, not sequentially
- Atomic counter proof that multiple workers overlap simultaneously
- Panic propagation returns TaskError with panic message
- Partial failures with parallel path store only successful trials
2026-02-12 16:22:38 +01:00
Manuel Raimann 7c0cce160a test(stress): add ignored stress tests for large-scale scenarios
- 10k sequential trials with RandomSampler
- 128 parameters with TPE sampler
- 128 concurrent workers with optimize_parallel
- 5k trials with TPE and 32 parallel workers
2026-02-12 16:18:55 +01:00
Manuel Raimann 8394a747a5 test(journal): add corrupted and malicious JSONL file tests 2026-02-12 16:07:31 +01:00
Manuel Raimann 0e0e9ff38f test(sobol): add integration tests for SobolSampler via Study API 2026-02-12 16:02:46 +01:00
Manuel Raimann 12efbaabab fix(sampler): return None instead of panicking on parameter type mismatch in CompletedTrial::get() 2026-02-12 16:00:05 +01:00
Manuel Raimann 3d3dcb4c26 feat(error): mark Error enum as #[non_exhaustive] 2026-02-12 15:56:16 +01:00
Manuel Raimann cc50e1ad4b refactor: reduce #[allow] attributes and extract per-distribution helpers
- Remove stale #[allow(dead_code)] and #[allow(too_many_lines)] attributes
- Replace #[allow(dead_code)] with #[cfg(test)] for test-only methods
- Delete unused fill_remaining_independent() and ParamMeta.dist field
- Extract sample_float/int/categorical helpers from TpeSampler, MotpeSampler,
  and SamplingEngine to shorten match-heavy sample() methods
- Extract try_fit_kdes() helper to consolidate repeated fallback blocks
- Refactor sample_tpe_float/int to take &FloatDistribution/&IntDistribution
  instead of destructured args, removing #[allow(too_many_arguments)]
2026-02-12 15:54:29 +01:00
Manuel Raimann 38a20bbc42 fix(docs): resolve all broken rustdoc intra-doc links
Fix direct path references for in-scope items (GammaStrategy,
CompletedTrial) and convert feature-gated items to plain backtick
formatting so docs build cleanly without --all-features.
2026-02-12 15:47:53 +01:00
Manuel Raimann f0798ca58a refactor(study): move export_json() from persistence to export module 2026-02-12 15:42:34 +01:00
Manuel Raimann a502d7e1b8 refactor(tpe): split multivariate sampler into focused submodules
- Extract engine.rs (core sampling logic) and trials.rs (trial processing)
- Deduplicate TPE sampling functions by delegating to tpe::common
- Gate persistence.rs imports with #[cfg(feature = "serde")]
2026-02-12 15:38:23 +01:00
Manuel Raimann d80d2bb1fb refactor(sampler): extract shared utilities to reduce duplication
- Add sampler/common.rs with distribution helpers (internal_bounds,
  from_internal, to_internal, sample_random) used by 8 samplers
- Add sampler/tpe/common.rs with TPE sampling functions
  (sample_tpe_float, sample_tpe_int, sample_tpe_categorical)
  shared by TpeSampler, MultivariateTpeSampler, and MotpeSampler
- Remove ~940 lines of near-identical code across sampler modules
2026-02-12 15:25:27 +01:00
Manuel Raimann 4781107ede refactor(study): split monolithic study.rs into focused submodules
- mod.rs: core struct (pub(crate) fields), constructors, trial management
- builder.rs: StudyBuilder fluent API
- optimize.rs: sync optimization loop
- async_impl.rs: optimize_async/optimize_parallel (feature-gated)
- analysis.rs: best_trial, top_trials, param_importance, fanova
- export.rs: CSV, summary, Display, export_html
- persistence.rs: StudySnapshot, save/load, with_journal
- iter.rs: iter(), IntoIterator
2026-02-12 15:03:02 +01:00
Manuel Raimann 9ab94002d9 perf(tpe): eliminate unnecessary Vec allocations in KDE/TPE sampling
- In-place log transformation in sample_tpe_float (saves 2 allocs per log-scale float sample)
- Pass owned Vec<i64> to sample_tpe_int to reduce peak memory during int-to-float conversion
- Stack-allocate categorical count arrays for <=32 choices in sample_tpe_categorical
2026-02-12 14:51:03 +01:00
Manuel Raimann 1b158e4d1b perf: pre-allocate vectors in analysis methods
- Use Vec::with_capacity() in param_importance() and fanova_with_config()
  where iteration count is known or bounded
- Fix flaky MultivariateTpeSampler doctest by increasing trials from 30
  to 50
2026-02-12 14:46:46 +01:00
Manuel Raimann ddbbe294bc perf(journal): use incremental refresh instead of re-reading entire file
Track a byte offset so refresh() only parses lines appended since the
last read, reducing total I/O from O(n²) to O(n) over an n-trial run.
2026-02-12 14:44:19 +01:00
Manuel Raimann 5da63d8976 perf: reduce CompletedTrial cloning overhead
- Add Trial::into_completed() and into_multi_objective_trial() to move
  fields instead of cloning 5 HashMaps/Vecs per trial completion
- Fire after_trial callback before pushing to storage, eliminating the
  clone-from-storage pattern at all 4 call sites
- Optimize top_trials(n) to sort indices and clone only N trials instead
  of cloning all completed trials
- Remove unused set_complete/set_pruned methods
2026-02-12 14:44:19 +01:00
Manuel Raimann 74cf0643eb 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
2026-02-12 14:44:19 +01:00
Manuel Raimann baebbae64c docs: add pre-commit guidelines for formatting and testing 2026-02-12 14:44:19 +01:00
Manuel Raimann 750bbad0d8 test: assert pruned count unconditionally in summary test
Remove the conditional guard on pruned trial assertions since the test
explicitly prunes 2 trials. Assert the expected count first, then check
summary content unconditionally to catch regressions.
2026-02-12 14:44:19 +01:00
Manuel Raimann 271748700f perf(tpe): use quickselect instead of full sort in split_trials 2026-02-12 14:44:19 +01:00
Manuel Raimann c561caaa34 fix: validate NaN/Inf in deserialized trials during journal loading
- Add `CompletedTrial::validate()` checking all f64 fields are finite
- Call validate after deserializing each trial in journal storage
- Make `distribution` and `param` modules public (types already in public fields)
2026-02-12 14:44:19 +01:00
04d822479e Update Cargo.toml
Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>
2026-02-12 14:12:52 +01:00
Manuel Raimann 8713a93636 refactor: adjust indentation for better readability in pruning.rs 2026-02-12 13:59:14 +01:00
Manuel Raimann 3723f91849 refactor: update rustfmt configuration by commenting out unused options 2026-02-12 13:56:09 +01:00
Manuel Raimann 968eb67d07 fix: return error instead of panicking on out-of-bounds categorical index 2026-02-12 13:55:00 +01:00
2d88526d8d Update examples/pruning.rs
Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>
2026-02-12 13:52:26 +01:00
Manuel Raimann cc3937d4f7 Add LICENSE.md 2026-02-12 13:49:49 +01:00
Manuel Raimann 6f1c070b7d test: actually use NaN values in test_best_trial_with_nan_values 2026-02-12 13:38:54 +01:00
12f7f25baa Update README.md
Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>
2026-02-12 13:29:44 +01:00
Manuel Raimann e68a3788be refactor: move RandomMultiObjectiveSampler into sampler::random 2026-02-12 13:21:37 +01:00
Manuel Raimann d20f09c66a refactor: shorten sampler type names
- GridSearchSampler → GridSampler
- DifferentialEvolutionSampler → DESampler
- DifferentialEvolutionStrategy → DEStrategy
- DifferentialEvolutionSamplerBuilder → DESamplerBuilder
2026-02-12 13:19:06 +01:00
Manuel Raimann 47b5f9cec8 feat: unify optimize and optimize_with via blanket Objective impl
- Add blanket `impl Objective<V> for Fn(&mut Trial) -> Result<V, E>`
  so closures work directly with `optimize`
- Rewrite optimize, optimize_async, optimize_parallel to accept
  `impl Objective<V>` with before_trial/after_trial hooks
- Remove optimize_with, optimize_with_async, optimize_with_parallel
- Remove max_retries and retry logic from Objective trait
- Add explicit closure type annotations for HRTB inference
- Convert FnMut test closures to Fn via RefCell/Cell
2026-02-12 13:09:14 +01:00
Manuel Raimann c20a53dfba fix: bump minimum tokio version to 1.30 for JoinSet::len() 2026-02-12 12:52:02 +01:00
Manuel Raimann d81d1de4ff refactor(tests): split integration.rs into focused subfolders
- Delete 20 duplicate tests already covered by parameter_tests.rs
- Move 11 pure Trial unit tests into src/trial.rs
- Split remaining 84 integration tests into tests/study/ (9 modules)
- Group sampler tests into tests/sampler/ (7 modules)
- Group pruner tests into tests/pruner/ (2 modules)
2026-02-12 12:49:24 +01:00
Manuel Raimann 964b4d5749 feat: add Objective trait and unify optimize API
- Add `Objective<V>` trait with lifecycle hooks (`before_trial`,
  `after_trial`, `max_retries`) in new `src/objective.rs`
- Replace 14+ optimize variants with 6 methods: `optimize`,
  `optimize_with`, and async/parallel counterparts
- `optimize*` methods accept closures directly (FnMut for sync, Fn for
  async); `optimize_with*` methods accept `impl Objective<V>` for
  struct-based objectives with hooks and retries
- Remove `optimize_until`, `optimize_with_callback`,
  `optimize_with_retries`, `optimize_with_checkpoint`, and all
  deprecated `_with_sampler` methods
2026-02-12 12:49:24 +01:00
Manuel Raimann ee59c9cdd0 refactor(examples): split multi-concept examples into focused single-topic files
- Split pruning_and_callbacks into pruning and early_stopping
- Split advanced_features into async_parallel, journal_storage, ask_and_tell, multi_objective
- Each example now requires only its own feature flag
- Trim sampler_comparison winner logic and verbose header
- Update CI workflow and README to match new example names
2026-02-12 12:49:24 +01:00
Manuel Raimann 6a4b27c46f refactor: move all type re-exports out of crate root into their modules
- Sampler, pruner, storage, parameter, and multi_objective types are no
  longer re-exported at the crate root; access via module paths instead
  (e.g. optimizer::sampler::TpeSampler, optimizer::parameter::FloatParam)
- Prelude continues to re-export everything for convenience
- Add module-level pub use re-exports in sampler/mod.rs and parameter.rs
- Update derive macro to reference optimizer::parameter::Categorical
- Rename sampler::differential_evolution to sampler::de
- Fix all downstream imports in tests, benches, and doctests
- Fix all rustdoc intra-doc links to use explicit module paths
2026-02-12 12:49:24 +01:00
Manuel Raimann cc0dce5daf ci: add doc tests and update examples to match current codebase 2026-02-12 12:49:24 +01:00
Manuel Raimann 1f1e9d1779 refactor(docs): Documentation Overhaul 2026-02-12 12:49:24 +01:00
Manuel Raimann 3581187cd3 chore: release v0.9.1 2026-02-12 08:17:28 +01:00
Manuel Raimann 349ffcbed3 fix: update journal file handling to support reading and writing 2026-02-12 08:13:48 +01:00
Manuel Raimann 88e2ac0ff0 chore: release v0.9.0 2026-02-12 00:01:44 +01:00
Manuel Raimann d122582bf7 Revert "feat: add SQLite storage backend for multi-process optimization"
This reverts commit ed80c59795.

# Conflicts:
#	src/lib.rs
#	src/storage/sqlite.rs
2026-02-12 00:01:27 +01:00
Manuel Raimann 705687a42e feat: add NSGA-III and MOEA/D samplers for many-objective optimization
Extract shared evolutionary algorithm infrastructure (genetic operators,
candidate management, Das-Dennis reference points) from NSGA-II into a
new genetic.rs module, then build two new multi-objective samplers on top:

- NSGA-III: reference-point-based niching for well-distributed fronts
  on 3+ objective problems (Das-Dennis structured points, normalization,
  perpendicular distance association, niching selection)

- MOEA/D: decomposition-based optimization with three scalarization
  methods (Tchebycheff, WeightedSum, PBI), weight-vector neighborhoods,
  and neighborhood-based mating selection

Both implement MultiObjectiveSampler with builder pattern, seeded RNG,
and SBX crossover / polynomial mutation via the shared genetic module.
2026-02-11 23:53:20 +01:00
Manuel Raimann 03deedd775 feat: add Zlib license to deny.toml 2026-02-11 23:40:22 +01:00
Manuel Raimann 047a788afd fix: remove unnecessary feature flag for visualization example in CI 2026-02-11 23:39:43 +01:00
Manuel Raimann d2e36ec304 refactor: move next_trial_id counter from Study into Storage trait 2026-02-11 23:32:15 +01:00
Manuel Raimann d14f4e0792 feat: add StudyBuilder for fluent study construction 2026-02-11 23:23:56 +01:00
Manuel Raimann ed80c59795 feat: add SQLite storage backend for multi-process optimization 2026-02-11 23:21:47 +01:00
Manuel Raimann ed1e9e31da fix: use atomic counter for temp paths in journal tests
On Windows, SystemTime::now().as_nanos() has ~15ms resolution,
causing parallel tests to generate identical file paths and
corrupt each other's data.
2026-02-11 23:17:09 +01:00
Manuel Raimann 36c6262dbc refactor: remove visualization and fanova feature flags
Always build visualization and fanova code unconditionally.
2026-02-11 23:06:28 +01:00
Manuel Raimann 0c295b4bc7 ci: simplify test command by removing feature matrix 2026-02-11 23:03:38 +01:00
Manuel Raimann 0a6f2345a8 feat: add Storage trait and JSONL journal backend
Replace the internal Vec<CompletedTrial<V>> with a pluggable Storage<V>
trait. MemoryStorage is the default (no behavior change for existing
users). Behind the `journal` feature flag, JournalStorage persists
trials to a JSONL file with fs2 file locking for multi-process safety.

- Storage<V> trait with push(), trials_arc(), refresh() methods
- MemoryStorage<V> wraps Arc<RwLock<Vec<CompletedTrial<V>>>>
- JournalStorage<V> appends JSON lines with exclusive file locks
- Study::with_sampler_and_storage() general constructor
- Study::with_journal() convenience constructor (journal feature)
- Refresh from storage on create_trial() for multi-process discovery
- MSRV bumped to 1.89
2026-02-11 22:58:38 +01:00
Manuel Raimann 24a0bdd473 feat: add Differential Evolution sampler
Population-based optimizer with mutation + crossover. Supports three
strategies (Rand1, Best1, CurrentToBest1), configurable F and CR,
and auto-sized populations. No extra dependencies needed.
2026-02-11 22:04:23 +01:00
Manuel Raimann 8239cc58a1 refactor: replace rand 0.10 with fastrand 2.3
fastrand is smaller, faster, and has no dependencies. Add rng_util
helper for f64 range generation since fastrand lacks a built-in
equivalent. Migrate all samplers, KDE modules, and fANOVA to use
fastrand's concrete Rng type instead of rand's trait-based generics.
2026-02-11 21:54:34 +01:00
Manuel Raimann 906e5296de fix: seed importance tests to eliminate flakiness
The no_effect_parameter test (and others) used unseeded random sampling,
causing spurious correlations between the noise parameter and the
objective in unlucky runs. Seed all importance tests with
RandomSampler::with_seed(42) for deterministic results.
2026-02-11 21:30:21 +01:00
Manuel Raimann 947701e83f 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"]`.
2026-02-11 21:27:40 +01:00
Manuel RaimannandClaude Opus 4.6 b3bf4ccb71 chore: parallelize feature-check CI with 4 matrix partitions
Use cargo hack's --partition flag to split the feature powerset across
4 parallel jobs, reducing wall-clock time for the feature-check step.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-11 21:13:39 +01:00
Manuel Raimann 7bf64d6cf6 chore: add bench-check to CI workflow 2026-02-11 21:06:56 +01:00
Manuel Raimann 624283c766 chore: release v0.8.1 2026-02-11 21:05:12 +01:00
Manuel Raimann 64c7aa2448 fix: resolve broken rustdoc intra-doc links for Error::NoCompletedTrials 2026-02-11 21:04:40 +01:00
Manuel Raimann abb1b4c229 chore: release v0.8.0 2026-02-11 20:53:30 +01:00
Manuel Raimann dff58340a4 feat: add fANOVA parameter importance via random forest
Implement functional ANOVA decomposition behind the `fanova` feature
flag. A self-contained random forest is trained on trial data, then
marginal predictions are used to compute per-parameter main effects
and pairwise interaction effects, normalized to sum to 1.0.

Adds Study::fanova() / fanova_with_config(), FanovaResult, and
FanovaConfig. Includes unit and integration tests covering dominant
parameters, interaction detection, consistency with correlation-based
importance, and error handling.
2026-02-11 20:51:24 +01:00
Manuel Raimann e359392a00 feat: add HTML visualization reports with Plotly.js charts
Add a `visualization` feature flag that generates self-contained HTML
reports with interactive Plotly.js charts for offline visualization of
optimization results. Charts include optimization history, slice plots,
parallel coordinates, parameter importance, trial timeline, and
intermediate values (learning curves).
2026-02-11 20:12:35 +01:00
Manuel Raimann 0e54356345 fix: rename variable to pass typos check 2026-02-11 20:04:51 +01:00
Manuel Raimann d851aad548 feat: add CSV and JSON data export for visualization
Add to_csv(), export_csv(), and export_json() methods to Study for
exporting trial data to external visualization tools. CSV export works
without extra dependencies; JSON export requires the serde feature.
2026-02-11 20:02:35 +01:00
Manuel Raimann 95402dc9b6 feat: add Pareto front analysis utilities
Expose public pareto module with hypervolume indicator, non-dominated
sorting, pareto front filtering, and crowding distance functions.
2026-02-11 19:58:07 +01:00
Manuel Raimann f873722763 ci: add benchmark CI jobs and missing examples
Add bench-check job (push): smoke-tests benchmarks compile and run.
Add bench-compare job (PRs): runs benchmarks on base and head commits,
compares with critcmp, and posts a comparison comment on the PR.
Add missing examples (benchmark_convergence, parameter_api) to the
examples job.
2026-02-11 19:50:24 +01:00
Manuel Raimann ba31df69c7 feat: add Multi-Objective TPE (MOTPE) sampler
Extend TPE to handle multi-objective optimization using Pareto-based
splitting. MOTPE uses non-dominated sorting to define "good" (front 0)
vs "bad" (dominated) regions for the KDE models, replacing the
single-objective gamma-based split.
2026-02-11 19:43:01 +01:00
Manuel Raimann bcc4549e66 feat: add multi-objective optimization with NSGA-II
Add MultiObjectiveStudy for optimizing multiple objectives simultaneously,
backed by NSGA-II (Non-dominated Sorting Genetic Algorithm II) with SBX
crossover, polynomial mutation, and constraint-aware dominance.

New public API:
- MultiObjectiveStudy with optimize(), pareto_front(), ask()/tell()
- MultiObjectiveTrial with get(), is_feasible(), user attributes
- MultiObjectiveSampler trait for custom MO samplers
- Nsga2Sampler with builder for population size, crossover/mutation params
- ObjectiveDimensionMismatch error variant
2026-02-11 19:35:18 +01:00
Manuel Raimann 7d79111d81 chore: release v0.7.2 2026-02-11 19:23:45 +01:00
Manuel Raimann a9ea097377 chore: add advisory ignore for unmaintained transitive dependency 2026-02-11 19:23:31 +01:00
Manuel Raimann 7d70220da0 chore: update nalgebra dependency to version 0.34 2026-02-11 19:18:42 +01:00
Manuel Raimann b5c0d6353b chore: release v0.7.1 2026-02-11 19:18:14 +01:00
Manuel Raimann 08fde0c707 chore: update tracing dependency to version 0.1.29 2026-02-11 19:17:53 +01:00
Manuel Raimann 147a64708d chore: release v0.7.0 2026-02-11 19:05:52 +01:00
Manuel Raimann b36137bc96 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
Manuel Raimann f3941a4b3e chore: remove unused proc-macro2 dependency from optimizer-derive 2026-02-11 18:57:30 +01:00
Manuel Raimann 0cae3b4227 feat: add parameter importance via Spearman rank correlation
Compute per-parameter importance scores by measuring the absolute
Spearman rank correlation between each parameter's values and the
objective across completed trials. Scores are normalized to sum to 1.0
and returned sorted by descending importance.
2026-02-11 18:56:19 +01:00
Manuel Raimann 09480a973b feat: add constraint handling with feasibility-aware trial ranking
Add constraint support so that optimization problems with constraints
(e.g., "model size < 100MB") prefer feasible solutions. Convention:
constraint value <= 0.0 means feasible.

- Add constraint_values field to Trial with set_constraints/getter
- Add constraints field to CompletedTrial with is_feasible() method
- Propagate constraints through complete_trial/prune_trial
- Make best_trial() and top_trials() constraint-aware: feasible trials
  rank above infeasible, infeasible ranked by total violation
2026-02-11 18:49:08 +01:00
Manuel Raimann aa9734587a feat: add BOHB sampler for budget-aware Bayesian optimization
BOHB combines TPE's model-guided sampling with Hyperband's budget-aware
evaluation by conditioning the TPE model on trials at specific budget
levels, producing better-calibrated parameter proposals.
2026-02-11 18:42:09 +01:00
Manuel Raimann a1dd6d393c feat: add CMA-ES sampler behind cma-es feature flag
Implement CMA-ES (Covariance Matrix Adaptation Evolution Strategy) as a
new sampler for continuous optimization. Uses nalgebra for matrix
operations and implements the full Hansen 2016 algorithm: mean update,
evolution paths, covariance matrix adaptation, and cumulative step-size
adaptation.

Key features:
- Builder API with configurable sigma0, population_size, and seed
- Three-phase state machine: discovery, active sampling, generation update
- Rejection sampling with bounds clipping fallback
- Log-scale and step parameter support via internal-space mapping
- Categorical parameters handled via random sampling fallback
- Numerical robustness: eigenvalue clamping, symmetry enforcement
2026-02-11 18:31:12 +01:00
Manuel Raimann a53ba4f472 feat: add Sobol quasi-random sampler behind sobol feature flag
Add SobolSampler using Owen-scrambled Sobol sequences (sobol_burley
crate) for better uniform coverage of the parameter space compared to
random sampling. Supports all distribution types including log-scale
and stepped parameters.
2026-02-11 17:59:48 +01:00
Manuel Raimann 9b4a8321b5 feat: implement IntoIterator for &Study and add iter() method
Enables idiomatic `for trial in &study` iteration over completed trials.
2026-02-11 17:54:09 +01:00
Manuel Raimann db0314a1d1 feat: add optimize_with_retries() for automatic retry of failed trials 2026-02-11 17:51:36 +01:00
Manuel Raimann df5fcedecf feat: add tracing integration behind tracing feature flag
Add optional structured logging via the tracing crate:
- info-level spans on all optimize* methods (direction, n_trials/duration)
- info events for trial completed, new best value, trial pruned
- debug events for trial failed and parameter sampled
- Zero overhead when the feature is disabled
2026-02-11 17:47:13 +01:00