Compare commits
2 Commits
| Author | SHA1 | Date | |
|---|---|---|---|
| e44ab3669a | |||
| 7a3f89360e |
+1
-1
@@ -1,6 +1,6 @@
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[package]
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name = "optimizer"
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version = "0.2.0"
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version = "0.3.0"
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edition = "2024"
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rust-version = "1.88"
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license = "MIT"
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+22
-1
@@ -38,7 +38,28 @@ pub enum TpeError {
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/// Returned when requesting the best trial but no trials have completed.
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#[error("no completed trials available")]
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NoCompletedTrials,
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/// Returned when gamma is not in the valid range (0.0, 1.0).
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#[error("invalid gamma: {0} must be in (0.0, 1.0)")]
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InvalidGamma(f64),
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/// Returned when bandwidth is not positive.
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#[error("invalid bandwidth: {0} must be positive")]
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InvalidBandwidth(f64),
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/// Returned when KDE is created with empty samples.
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#[error("KDE requires at least one sample")]
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EmptySamples,
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/// Returned when an internal invariant is violated.
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#[error("internal error: {0}")]
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Internal(&'static str),
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/// Returned when an async task fails.
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#[cfg(feature = "async")]
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#[error("async task error: {0}")]
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TaskError(String),
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}
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/// A specialized Result type for TPE operations.
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pub type Result<T> = std::result::Result<T, TpeError>;
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pub type Result<T> = core::result::Result<T, TpeError>;
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+46
-34
@@ -5,6 +5,8 @@
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use rand::Rng;
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use crate::error::{Result, TpeError};
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/// A Gaussian kernel density estimator for continuous distributions.
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///
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/// KDE estimates a probability density function from a set of samples by
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@@ -28,7 +30,7 @@ use rand::Rng;
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/// let sample = kde.sample(&mut rng);
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/// ```
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#[derive(Clone, Debug)]
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pub struct KernelDensityEstimator {
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pub(crate) struct KernelDensityEstimator {
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/// The sample points used to construct the KDE.
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samples: Vec<f64>,
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/// The bandwidth (standard deviation) of the Gaussian kernels.
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@@ -38,37 +40,45 @@ pub struct KernelDensityEstimator {
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impl KernelDensityEstimator {
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/// Creates a new KDE with automatic bandwidth selection using Scott's rule.
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///
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/// Scott's rule sets bandwidth = n^(-1/5) * std_dev, which works well
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/// Scott's rule sets bandwidth = n^(-1/5) * `std_dev`, which works well
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/// for unimodal distributions close to normal.
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///
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/// # Panics
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/// # Errors
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///
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/// Panics if `samples` is empty.
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pub fn new(samples: Vec<f64>) -> Self {
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assert!(!samples.is_empty(), "KDE requires at least one sample");
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/// Returns `TpeError::EmptySamples` if `samples` is empty.
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pub(crate) fn new(samples: Vec<f64>) -> Result<Self> {
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if samples.is_empty() {
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return Err(TpeError::EmptySamples);
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}
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let bandwidth = Self::scotts_rule(&samples);
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Self { samples, bandwidth }
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Ok(Self { samples, bandwidth })
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}
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/// Creates a new KDE with a specified bandwidth.
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///
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/// Use this when you want explicit control over the smoothing parameter.
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///
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/// # Panics
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/// # Errors
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///
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/// Panics if `samples` is empty or `bandwidth` is not positive.
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pub(crate) fn with_bandwidth(samples: Vec<f64>, bandwidth: f64) -> Self {
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assert!(!samples.is_empty(), "KDE requires at least one sample");
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assert!(bandwidth > 0.0, "Bandwidth must be positive");
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/// Returns `TpeError::EmptySamples` if `samples` is empty.
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/// Returns `TpeError::InvalidBandwidth` if `bandwidth` is not positive.
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pub(crate) fn with_bandwidth(samples: Vec<f64>, bandwidth: f64) -> Result<Self> {
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if samples.is_empty() {
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return Err(TpeError::EmptySamples);
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}
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if bandwidth <= 0.0 {
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return Err(TpeError::InvalidBandwidth(bandwidth));
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}
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Self { samples, bandwidth }
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Ok(Self { samples, bandwidth })
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}
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/// Computes bandwidth using Scott's rule.
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///
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/// Scott's rule: h = n^(-1/5) * sigma
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/// where sigma is the sample standard deviation.
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#[allow(clippy::cast_precision_loss)]
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fn scotts_rule(samples: &[f64]) -> f64 {
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let n = samples.len() as f64;
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let std_dev = Self::sample_std_dev(samples);
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@@ -83,6 +93,7 @@ impl KernelDensityEstimator {
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}
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/// Computes the sample standard deviation.
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#[allow(clippy::cast_precision_loss)]
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fn sample_std_dev(samples: &[f64]) -> f64 {
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let n = samples.len() as f64;
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let mean = samples.iter().sum::<f64>() / n;
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@@ -95,13 +106,14 @@ impl KernelDensityEstimator {
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/// The density is computed as the average of Gaussian kernels centered
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/// at each sample point:
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///
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/// f(x) = (1/n) * sum_i K((x - x_i) / h)
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/// f(x) = (1/n) * `sum_i` K((x - `x_i`) / h)
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///
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/// where K is the standard Gaussian kernel and h is the bandwidth.
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pub fn pdf(&self, x: f64) -> f64 {
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#[allow(clippy::cast_precision_loss)]
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pub(crate) fn pdf(&self, x: f64) -> f64 {
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let n = self.samples.len() as f64;
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let inv_bandwidth = 1.0 / self.bandwidth;
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let normalization = inv_bandwidth / (2.0 * std::f64::consts::PI).sqrt();
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let normalization = inv_bandwidth / (2.0 * core::f64::consts::PI).sqrt();
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let density: f64 = self
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.samples
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@@ -120,7 +132,7 @@ impl KernelDensityEstimator {
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/// Sampling works by:
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/// 1. Uniformly selecting one of the kernel centers (samples)
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/// 2. Adding Gaussian noise with the bandwidth as standard deviation
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pub fn sample<R: Rng>(&self, rng: &mut R) -> f64 {
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pub(crate) fn sample<R: Rng>(&self, rng: &mut R) -> f64 {
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// Select a random sample to center the kernel on
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let idx = rng.random_range(0..self.samples.len());
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let center = self.samples[idx];
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@@ -130,7 +142,7 @@ impl KernelDensityEstimator {
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let u1: f64 = rng.random();
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let u2: f64 = rng.random();
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let z = (-2.0 * u1.ln()).sqrt() * (2.0 * std::f64::consts::PI * u2).cos();
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let z = (-2.0 * u1.ln()).sqrt() * (2.0 * core::f64::consts::PI * u2).cos();
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center + z * self.bandwidth
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}
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@@ -148,7 +160,7 @@ mod tests {
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#[test]
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fn test_kde_pdf_basic() {
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let samples = vec![0.0, 1.0, 2.0];
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let kde = KernelDensityEstimator::new(samples);
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let kde = KernelDensityEstimator::new(samples).unwrap();
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// Density should be positive everywhere
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assert!(kde.pdf(0.0) > 0.0);
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@@ -164,17 +176,17 @@ mod tests {
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#[test]
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fn test_kde_pdf_integrates_to_one() {
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let samples = vec![0.0, 1.0, 2.0, 3.0, 4.0];
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let kde = KernelDensityEstimator::new(samples);
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let kde = KernelDensityEstimator::new(samples).unwrap();
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// Numerical integration over a wide range
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let n_points = 10000;
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let low = -10.0;
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let high = 15.0;
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let dx = (high - low) / n_points as f64;
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let dx = (high - low) / f64::from(n_points);
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let integral: f64 = (0..n_points)
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.map(|i| {
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let x = low + (i as f64 + 0.5) * dx;
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let x = low + (f64::from(i) + 0.5) * dx;
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kde.pdf(x) * dx
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})
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.sum();
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@@ -189,16 +201,16 @@ mod tests {
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#[test]
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fn test_kde_with_bandwidth() {
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let samples = vec![0.0, 1.0, 2.0];
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let kde = KernelDensityEstimator::with_bandwidth(samples, 0.5);
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let kde = KernelDensityEstimator::with_bandwidth(samples, 0.5).unwrap();
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assert_eq!(kde.bandwidth(), 0.5);
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assert!((kde.bandwidth() - 0.5).abs() < f64::EPSILON);
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assert!(kde.pdf(1.0) > 0.0);
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}
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#[test]
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fn test_kde_sample_in_reasonable_range() {
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let samples = vec![0.0, 1.0, 2.0, 3.0, 4.0];
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let kde = KernelDensityEstimator::new(samples);
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let kde = KernelDensityEstimator::new(samples).unwrap();
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let mut rng = rand::rng();
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// Samples should generally be in a reasonable range around the data
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@@ -213,7 +225,7 @@ mod tests {
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#[test]
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fn test_kde_single_sample() {
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let samples = vec![5.0];
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let kde = KernelDensityEstimator::new(samples);
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let kde = KernelDensityEstimator::new(samples).unwrap();
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// Should have positive density near the sample
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assert!(kde.pdf(5.0) > 0.0);
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@@ -223,7 +235,7 @@ mod tests {
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#[test]
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fn test_kde_identical_samples() {
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let samples = vec![3.0, 3.0, 3.0, 3.0];
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let kde = KernelDensityEstimator::new(samples);
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let kde = KernelDensityEstimator::new(samples).unwrap();
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// Should handle degenerate case with identical samples
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assert!(kde.bandwidth() > 0.0);
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@@ -233,7 +245,7 @@ mod tests {
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#[test]
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fn test_scotts_rule_bandwidth() {
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let samples = vec![0.0, 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0];
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let kde = KernelDensityEstimator::new(samples);
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let kde = KernelDensityEstimator::new(samples).unwrap();
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// n = 10, n^(-1/5) ≈ 0.631
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// std_dev ≈ 2.87
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@@ -246,23 +258,23 @@ mod tests {
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}
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#[test]
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#[should_panic(expected = "KDE requires at least one sample")]
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fn test_kde_empty_samples() {
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let samples: Vec<f64> = vec![];
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KernelDensityEstimator::new(samples);
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let result = KernelDensityEstimator::new(samples);
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assert!(matches!(result, Err(TpeError::EmptySamples)));
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}
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#[test]
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#[should_panic(expected = "Bandwidth must be positive")]
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fn test_kde_zero_bandwidth() {
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let samples = vec![1.0, 2.0, 3.0];
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KernelDensityEstimator::with_bandwidth(samples, 0.0);
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let result = KernelDensityEstimator::with_bandwidth(samples, 0.0);
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assert!(matches!(result, Err(TpeError::InvalidBandwidth(_))));
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}
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#[test]
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#[should_panic(expected = "Bandwidth must be positive")]
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fn test_kde_negative_bandwidth() {
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let samples = vec![1.0, 2.0, 3.0];
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KernelDensityEstimator::with_bandwidth(samples, -1.0);
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let result = KernelDensityEstimator::with_bandwidth(samples, -1.0);
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assert!(matches!(result, Err(TpeError::InvalidBandwidth(_))));
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}
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}
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+23
-8
@@ -1,3 +1,14 @@
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#![forbid(unsafe_code)]
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#![deny(clippy::all)]
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#![deny(unreachable_pub)]
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#![deny(clippy::correctness)]
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#![deny(clippy::suspicious)]
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#![deny(clippy::style)]
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#![deny(clippy::complexity)]
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#![deny(clippy::perf)]
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#![deny(clippy::pedantic)]
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#![deny(clippy::std_instead_of_core)]
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//! A Tree-Parzen Estimator (TPE) library for black-box optimization.
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//!
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//! This library provides an Optuna-like API for hyperparameter optimization
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@@ -11,10 +22,11 @@
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//! # Quick Start
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//!
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//! ```
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//! use optimizer::{Direction, Study, TpeSampler};
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//! use optimizer::sampler::tpe::TpeSampler;
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//! use optimizer::{Direction, Study};
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//!
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//! // Create a study with TPE sampler
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//! let sampler = TpeSampler::builder().seed(42).build();
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//! let sampler = TpeSampler::builder().seed(42).build().unwrap();
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//! let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
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//!
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//! // Optimize x^2 for 20 trials
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@@ -35,7 +47,9 @@
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//! A [`Study`] manages optimization trials. Create one with an optimization direction:
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//!
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//! ```
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//! use optimizer::{Direction, RandomSampler, Study, TpeSampler};
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//! use optimizer::sampler::random::RandomSampler;
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//! use optimizer::sampler::tpe::TpeSampler;
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//! use optimizer::{Direction, Study};
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//!
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//! // Minimize with default random sampler
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//! let study: Study<f64> = Study::new(Direction::Minimize);
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@@ -79,17 +93,18 @@
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//!
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//! # Configuring TPE
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//!
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//! The [`TpeSampler`] can be configured using the builder pattern:
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//! The [`sampler::tpe::TpeSampler`] can be configured using the builder pattern:
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//!
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//! ```
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//! use optimizer::TpeSampler;
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//! use optimizer::sampler::tpe::TpeSampler;
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//!
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//! let sampler = TpeSampler::builder()
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//! .gamma(0.15) // Quantile for good/bad split
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//! .n_startup_trials(20) // Random trials before TPE
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//! .n_ei_candidates(32) // Candidates to evaluate
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//! .seed(42) // Reproducibility
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//! .build();
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//! .build()
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//! .unwrap();
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//! ```
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//!
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//! # Async and Parallel Optimization
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@@ -120,13 +135,13 @@ mod distribution;
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mod error;
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mod kde;
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mod param;
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mod sampler;
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pub mod sampler;
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mod study;
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mod trial;
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mod types;
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pub use error::{Result, TpeError};
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pub use sampler::{CompletedTrial, RandomSampler, Sampler, TpeSampler, TpeSamplerBuilder};
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pub use param::ParamValue;
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pub use study::Study;
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pub use trial::Trial;
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pub use types::{Direction, TrialState};
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+1
-4
@@ -1,13 +1,10 @@
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//! Sampler trait and implementations for parameter sampling.
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mod random;
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pub mod random;
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pub mod tpe;
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use std::collections::HashMap;
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pub use random::RandomSampler;
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pub use tpe::{TpeSampler, TpeSamplerBuilder};
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use crate::distribution::Distribution;
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use crate::param::ParamValue;
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@@ -17,7 +17,7 @@ use crate::sampler::{CompletedTrial, Sampler};
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/// # Examples
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///
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/// ```
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/// use optimizer::RandomSampler;
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/// use optimizer::sampler::random::RandomSampler;
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///
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/// // Create with default RNG
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/// let sampler = RandomSampler::new();
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@@ -31,6 +31,7 @@ pub struct RandomSampler {
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impl RandomSampler {
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/// Creates a new random sampler with a default random seed.
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#[must_use]
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pub fn new() -> Self {
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Self {
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rng: Mutex::new(StdRng::from_os_rng()),
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@@ -40,6 +41,7 @@ impl RandomSampler {
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/// Creates a new random sampler with a fixed seed for reproducibility.
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///
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/// Using the same seed will produce the same sequence of sampled values.
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#[must_use]
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pub fn with_seed(seed: u64) -> Self {
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Self {
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rng: Mutex::new(StdRng::seed_from_u64(seed)),
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@@ -54,6 +56,7 @@ impl Default for RandomSampler {
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}
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impl Sampler for RandomSampler {
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#[allow(clippy::cast_possible_truncation, clippy::cast_precision_loss)]
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fn sample(
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&self,
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distribution: &Distribution,
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@@ -110,6 +113,7 @@ impl Sampler for RandomSampler {
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}
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#[cfg(test)]
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#[allow(clippy::cast_possible_truncation, clippy::cast_precision_loss)]
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||||
mod tests {
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use super::*;
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use crate::distribution::{CategoricalDistribution, FloatDistribution, IntDistribution};
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|
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+148
-99
@@ -9,6 +9,7 @@ use rand::rngs::StdRng;
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use rand::{Rng, SeedableRng};
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||||
|
||||
use crate::distribution::Distribution;
|
||||
use crate::error::{Result, TpeError};
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use crate::kde::KernelDensityEstimator;
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use crate::param::ParamValue;
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||||
use crate::sampler::{CompletedTrial, Sampler};
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||||
@@ -27,7 +28,7 @@ use crate::sampler::{CompletedTrial, Sampler};
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||||
/// # Examples
|
||||
///
|
||||
/// ```
|
||||
/// use optimizer::TpeSampler;
|
||||
/// use optimizer::sampler::tpe::TpeSampler;
|
||||
///
|
||||
/// // Create with default settings
|
||||
/// let sampler = TpeSampler::new();
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||||
@@ -38,7 +39,8 @@ use crate::sampler::{CompletedTrial, Sampler};
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||||
/// .n_startup_trials(20)
|
||||
/// .n_ei_candidates(32)
|
||||
/// .seed(42)
|
||||
/// .build();
|
||||
/// .build()
|
||||
/// .unwrap();
|
||||
/// ```
|
||||
pub struct TpeSampler {
|
||||
/// Fraction of trials to consider as "good" (gamma quantile).
|
||||
@@ -58,9 +60,10 @@ impl TpeSampler {
|
||||
///
|
||||
/// Default settings:
|
||||
/// - gamma: 0.25 (top 25% of trials are considered "good")
|
||||
/// - n_startup_trials: 10 (random sampling for first 10 trials)
|
||||
/// - n_ei_candidates: 24 (evaluate 24 candidates per sample)
|
||||
/// - kde_bandwidth: None (uses Scott's rule for automatic bandwidth)
|
||||
/// - `n_startup_trials`: 10 (random sampling for first 10 trials)
|
||||
/// - `n_ei_candidates`: 24 (evaluate 24 candidates per sample)
|
||||
/// - `kde_bandwidth`: None (uses Scott's rule for automatic bandwidth)
|
||||
#[must_use]
|
||||
pub fn new() -> Self {
|
||||
Self {
|
||||
gamma: 0.25,
|
||||
@@ -76,15 +79,17 @@ impl TpeSampler {
|
||||
/// # Examples
|
||||
///
|
||||
/// ```
|
||||
/// use optimizer::TpeSampler;
|
||||
/// use optimizer::sampler::tpe::TpeSampler;
|
||||
///
|
||||
/// let sampler = TpeSampler::builder()
|
||||
/// .gamma(0.15)
|
||||
/// .n_startup_trials(20)
|
||||
/// .n_ei_candidates(32)
|
||||
/// .seed(42)
|
||||
/// .build();
|
||||
/// .build()
|
||||
/// .unwrap();
|
||||
/// ```
|
||||
#[must_use]
|
||||
pub fn builder() -> TpeSamplerBuilder {
|
||||
TpeSamplerBuilder::new()
|
||||
}
|
||||
@@ -99,22 +104,24 @@ impl TpeSampler {
|
||||
/// * `kde_bandwidth` - Optional fixed bandwidth for KDE. If None, uses Scott's rule.
|
||||
/// * `seed` - Optional seed for reproducibility.
|
||||
///
|
||||
/// # Panics
|
||||
/// # Errors
|
||||
///
|
||||
/// Panics if gamma is not in (0.0, 1.0) or if kde_bandwidth is Some but not positive.
|
||||
/// Returns `TpeError::InvalidGamma` if gamma is not in (0.0, 1.0).
|
||||
/// Returns `TpeError::InvalidBandwidth` if `kde_bandwidth` is Some but not positive.
|
||||
pub fn with_config(
|
||||
gamma: f64,
|
||||
n_startup_trials: usize,
|
||||
n_ei_candidates: usize,
|
||||
kde_bandwidth: Option<f64>,
|
||||
seed: Option<u64>,
|
||||
) -> Self {
|
||||
assert!(
|
||||
gamma > 0.0 && gamma < 1.0,
|
||||
"gamma must be in (0.0, 1.0), got {gamma}"
|
||||
);
|
||||
if let Some(bw) = kde_bandwidth {
|
||||
assert!(bw > 0.0, "kde_bandwidth must be positive, got {bw}");
|
||||
) -> Result<Self> {
|
||||
if gamma <= 0.0 || gamma >= 1.0 {
|
||||
return Err(TpeError::InvalidGamma(gamma));
|
||||
}
|
||||
if let Some(bw) = kde_bandwidth
|
||||
&& bw <= 0.0
|
||||
{
|
||||
return Err(TpeError::InvalidBandwidth(bw));
|
||||
}
|
||||
|
||||
let rng = match seed {
|
||||
@@ -122,19 +129,24 @@ impl TpeSampler {
|
||||
None => StdRng::from_os_rng(),
|
||||
};
|
||||
|
||||
Self {
|
||||
Ok(Self {
|
||||
gamma,
|
||||
n_startup_trials,
|
||||
n_ei_candidates,
|
||||
kde_bandwidth,
|
||||
rng: Mutex::new(rng),
|
||||
}
|
||||
})
|
||||
}
|
||||
|
||||
/// Splits trials into good and bad groups based on the gamma quantile.
|
||||
///
|
||||
/// Returns (good_trials, bad_trials) where good_trials contains trials
|
||||
/// Returns (`good_trials`, `bad_trials`) where `good_trials` contains trials
|
||||
/// with values below the gamma quantile (for minimization).
|
||||
#[allow(
|
||||
clippy::cast_precision_loss,
|
||||
clippy::cast_possible_truncation,
|
||||
clippy::cast_sign_loss
|
||||
)]
|
||||
fn split_trials<'a>(
|
||||
&self,
|
||||
history: &'a [CompletedTrial],
|
||||
@@ -149,7 +161,7 @@ impl TpeSampler {
|
||||
history[a]
|
||||
.value
|
||||
.partial_cmp(&history[b].value)
|
||||
.unwrap_or(std::cmp::Ordering::Equal)
|
||||
.unwrap_or(core::cmp::Ordering::Equal)
|
||||
});
|
||||
|
||||
// Calculate the split point (gamma quantile)
|
||||
@@ -171,6 +183,11 @@ impl TpeSampler {
|
||||
}
|
||||
|
||||
/// Samples uniformly from a distribution (used during startup phase).
|
||||
#[allow(
|
||||
clippy::cast_possible_truncation,
|
||||
clippy::cast_precision_loss,
|
||||
clippy::unused_self
|
||||
)]
|
||||
fn sample_uniform(&self, distribution: &Distribution, rng: &mut StdRng) -> ParamValue {
|
||||
match distribution {
|
||||
Distribution::Float(d) => {
|
||||
@@ -241,6 +258,11 @@ impl TpeSampler {
|
||||
None => KernelDensityEstimator::new(bad_internal),
|
||||
};
|
||||
|
||||
// If KDE construction fails, fall back to uniform sampling
|
||||
let (Ok(l_kde), Ok(g_kde)) = (l_kde, g_kde) else {
|
||||
return rng.random_range(low..=high);
|
||||
};
|
||||
|
||||
// Generate candidates from l(x) and select the one with best l(x)/g(x) ratio
|
||||
let mut best_candidate = internal_low;
|
||||
let mut best_ratio = f64::NEG_INFINITY;
|
||||
@@ -289,15 +311,19 @@ impl TpeSampler {
|
||||
}
|
||||
|
||||
/// Samples using TPE for integer distributions.
|
||||
#[allow(clippy::too_many_arguments)]
|
||||
#[allow(
|
||||
clippy::too_many_arguments,
|
||||
clippy::cast_precision_loss,
|
||||
clippy::cast_possible_truncation
|
||||
)]
|
||||
fn sample_tpe_int(
|
||||
&self,
|
||||
low: i64,
|
||||
high: i64,
|
||||
log_scale: bool,
|
||||
step: Option<i64>,
|
||||
good_values: Vec<i64>,
|
||||
bad_values: Vec<i64>,
|
||||
good_values: &[i64],
|
||||
bad_values: &[i64],
|
||||
rng: &mut StdRng,
|
||||
) -> i64 {
|
||||
// Convert to floats for KDE
|
||||
@@ -331,23 +357,24 @@ impl TpeSampler {
|
||||
}
|
||||
|
||||
/// Samples using TPE for categorical distributions.
|
||||
#[allow(clippy::cast_precision_loss, clippy::unused_self)]
|
||||
fn sample_tpe_categorical(
|
||||
&self,
|
||||
n_choices: usize,
|
||||
good_indices: Vec<usize>,
|
||||
bad_indices: Vec<usize>,
|
||||
good_indices: &[usize],
|
||||
bad_indices: &[usize],
|
||||
rng: &mut StdRng,
|
||||
) -> usize {
|
||||
// Count occurrences in good and bad groups
|
||||
let mut good_counts = vec![0usize; n_choices];
|
||||
let mut bad_counts = vec![0usize; n_choices];
|
||||
|
||||
for &idx in &good_indices {
|
||||
for &idx in good_indices {
|
||||
if idx < n_choices {
|
||||
good_counts[idx] += 1;
|
||||
}
|
||||
}
|
||||
for &idx in &bad_indices {
|
||||
for &idx in bad_indices {
|
||||
if idx < n_choices {
|
||||
bad_counts[idx] += 1;
|
||||
}
|
||||
@@ -395,14 +422,15 @@ impl Default for TpeSampler {
|
||||
/// # Examples
|
||||
///
|
||||
/// ```
|
||||
/// use optimizer::TpeSamplerBuilder;
|
||||
/// use optimizer::sampler::tpe::TpeSamplerBuilder;
|
||||
///
|
||||
/// let sampler = TpeSamplerBuilder::new()
|
||||
/// .gamma(0.15)
|
||||
/// .n_startup_trials(20)
|
||||
/// .n_ei_candidates(32)
|
||||
/// .seed(42)
|
||||
/// .build();
|
||||
/// .build()
|
||||
/// .unwrap();
|
||||
/// ```
|
||||
#[derive(Debug, Clone)]
|
||||
pub struct TpeSamplerBuilder {
|
||||
@@ -418,10 +446,11 @@ impl TpeSamplerBuilder {
|
||||
///
|
||||
/// Default settings:
|
||||
/// - gamma: 0.25 (top 25% of trials are considered "good")
|
||||
/// - n_startup_trials: 10 (random sampling for first 10 trials)
|
||||
/// - n_ei_candidates: 24 (evaluate 24 candidates per sample)
|
||||
/// - kde_bandwidth: None (uses Scott's rule for automatic bandwidth)
|
||||
/// - `n_startup_trials`: 10 (random sampling for first 10 trials)
|
||||
/// - `n_ei_candidates`: 24 (evaluate 24 candidates per sample)
|
||||
/// - `kde_bandwidth`: None (uses Scott's rule for automatic bandwidth)
|
||||
/// - seed: None (use OS-provided entropy)
|
||||
#[must_use]
|
||||
pub fn new() -> Self {
|
||||
Self {
|
||||
gamma: 0.25,
|
||||
@@ -441,24 +470,23 @@ impl TpeSamplerBuilder {
|
||||
///
|
||||
/// * `gamma` - Quantile value, must be in (0.0, 1.0).
|
||||
///
|
||||
/// # Panics
|
||||
///
|
||||
/// Panics if gamma is not in (0.0, 1.0).
|
||||
///
|
||||
/// # Examples
|
||||
///
|
||||
/// ```
|
||||
/// use optimizer::TpeSamplerBuilder;
|
||||
/// use optimizer::sampler::tpe::TpeSamplerBuilder;
|
||||
///
|
||||
/// let sampler = TpeSamplerBuilder::new()
|
||||
/// .gamma(0.10) // Use top 10% as "good" trials
|
||||
/// .build();
|
||||
/// .build()
|
||||
/// .unwrap();
|
||||
/// ```
|
||||
///
|
||||
/// # Note
|
||||
///
|
||||
/// Validation happens at `build()` time. If gamma is not in (0.0, 1.0),
|
||||
/// `build()` will return `Err(TpeError::InvalidGamma)`.
|
||||
#[must_use]
|
||||
pub fn gamma(mut self, gamma: f64) -> Self {
|
||||
assert!(
|
||||
gamma > 0.0 && gamma < 1.0,
|
||||
"gamma must be in (0.0, 1.0), got {gamma}"
|
||||
);
|
||||
self.gamma = gamma;
|
||||
self
|
||||
}
|
||||
@@ -476,12 +504,14 @@ impl TpeSamplerBuilder {
|
||||
/// # Examples
|
||||
///
|
||||
/// ```
|
||||
/// use optimizer::TpeSamplerBuilder;
|
||||
/// use optimizer::sampler::tpe::TpeSamplerBuilder;
|
||||
///
|
||||
/// let sampler = TpeSamplerBuilder::new()
|
||||
/// .n_startup_trials(20) // Random sample first 20 trials
|
||||
/// .build();
|
||||
/// .build()
|
||||
/// .unwrap();
|
||||
/// ```
|
||||
#[must_use]
|
||||
pub fn n_startup_trials(mut self, n: usize) -> Self {
|
||||
self.n_startup_trials = n;
|
||||
self
|
||||
@@ -500,12 +530,14 @@ impl TpeSamplerBuilder {
|
||||
/// # Examples
|
||||
///
|
||||
/// ```
|
||||
/// use optimizer::TpeSamplerBuilder;
|
||||
/// use optimizer::sampler::tpe::TpeSamplerBuilder;
|
||||
///
|
||||
/// let sampler = TpeSamplerBuilder::new()
|
||||
/// .n_ei_candidates(48) // Evaluate more candidates
|
||||
/// .build();
|
||||
/// .build()
|
||||
/// .unwrap();
|
||||
/// ```
|
||||
#[must_use]
|
||||
pub fn n_ei_candidates(mut self, n: usize) -> Self {
|
||||
self.n_ei_candidates = n;
|
||||
self
|
||||
@@ -523,24 +555,23 @@ impl TpeSamplerBuilder {
|
||||
///
|
||||
/// * `bandwidth` - The fixed bandwidth (standard deviation) for Gaussian kernels.
|
||||
///
|
||||
/// # Panics
|
||||
///
|
||||
/// Panics if bandwidth is not positive.
|
||||
///
|
||||
/// # Examples
|
||||
///
|
||||
/// ```
|
||||
/// use optimizer::TpeSamplerBuilder;
|
||||
/// use optimizer::sampler::tpe::TpeSamplerBuilder;
|
||||
///
|
||||
/// let sampler = TpeSamplerBuilder::new()
|
||||
/// .kde_bandwidth(0.5) // Fixed bandwidth of 0.5
|
||||
/// .build();
|
||||
/// .build()
|
||||
/// .unwrap();
|
||||
/// ```
|
||||
///
|
||||
/// # Note
|
||||
///
|
||||
/// Validation happens at `build()` time. If bandwidth is not positive,
|
||||
/// `build()` will return `Err(TpeError::InvalidBandwidth)`.
|
||||
#[must_use]
|
||||
pub fn kde_bandwidth(mut self, bandwidth: f64) -> Self {
|
||||
assert!(
|
||||
bandwidth > 0.0,
|
||||
"kde_bandwidth must be positive, got {bandwidth}"
|
||||
);
|
||||
self.kde_bandwidth = Some(bandwidth);
|
||||
self
|
||||
}
|
||||
@@ -554,12 +585,14 @@ impl TpeSamplerBuilder {
|
||||
/// # Examples
|
||||
///
|
||||
/// ```
|
||||
/// use optimizer::TpeSamplerBuilder;
|
||||
/// use optimizer::sampler::tpe::TpeSamplerBuilder;
|
||||
///
|
||||
/// let sampler = TpeSamplerBuilder::new()
|
||||
/// .seed(42) // Reproducible results
|
||||
/// .build();
|
||||
/// .build()
|
||||
/// .unwrap();
|
||||
/// ```
|
||||
#[must_use]
|
||||
pub fn seed(mut self, seed: u64) -> Self {
|
||||
self.seed = Some(seed);
|
||||
self
|
||||
@@ -567,19 +600,25 @@ impl TpeSamplerBuilder {
|
||||
|
||||
/// Builds the configured [`TpeSampler`].
|
||||
///
|
||||
/// # Errors
|
||||
///
|
||||
/// Returns `TpeError::InvalidGamma` if gamma is not in (0.0, 1.0).
|
||||
/// Returns `TpeError::InvalidBandwidth` if `kde_bandwidth` is Some but not positive.
|
||||
///
|
||||
/// # Examples
|
||||
///
|
||||
/// ```
|
||||
/// use optimizer::TpeSamplerBuilder;
|
||||
/// use optimizer::sampler::tpe::TpeSamplerBuilder;
|
||||
///
|
||||
/// let sampler = TpeSamplerBuilder::new()
|
||||
/// .gamma(0.15)
|
||||
/// .n_startup_trials(20)
|
||||
/// .n_ei_candidates(32)
|
||||
/// .seed(42)
|
||||
/// .build();
|
||||
/// .build()
|
||||
/// .unwrap();
|
||||
/// ```
|
||||
pub fn build(self) -> TpeSampler {
|
||||
pub fn build(self) -> Result<TpeSampler> {
|
||||
TpeSampler::with_config(
|
||||
self.gamma,
|
||||
self.n_startup_trials,
|
||||
@@ -597,6 +636,7 @@ impl Default for TpeSamplerBuilder {
|
||||
}
|
||||
|
||||
impl Sampler for TpeSampler {
|
||||
#[allow(clippy::too_many_lines)]
|
||||
fn sample(
|
||||
&self,
|
||||
distribution: &Distribution,
|
||||
@@ -693,8 +733,8 @@ impl Sampler for TpeSampler {
|
||||
d.high,
|
||||
d.log_scale,
|
||||
d.step,
|
||||
good_values,
|
||||
bad_values,
|
||||
&good_values,
|
||||
&bad_values,
|
||||
&mut rng,
|
||||
);
|
||||
ParamValue::Int(value)
|
||||
@@ -725,7 +765,7 @@ impl Sampler for TpeSampler {
|
||||
}
|
||||
|
||||
let index =
|
||||
self.sample_tpe_categorical(d.n_choices, good_indices, bad_indices, &mut rng);
|
||||
self.sample_tpe_categorical(d.n_choices, &good_indices, &bad_indices, &mut rng);
|
||||
ParamValue::Categorical(index)
|
||||
}
|
||||
}
|
||||
@@ -733,6 +773,11 @@ impl Sampler for TpeSampler {
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
#[allow(
|
||||
clippy::similar_names,
|
||||
clippy::cast_sign_loss,
|
||||
clippy::cast_precision_loss
|
||||
)]
|
||||
mod tests {
|
||||
use std::collections::HashMap;
|
||||
|
||||
@@ -756,34 +801,34 @@ mod tests {
|
||||
#[test]
|
||||
fn test_tpe_sampler_new() {
|
||||
let sampler = TpeSampler::new();
|
||||
assert_eq!(sampler.gamma, 0.25);
|
||||
assert!((sampler.gamma - 0.25).abs() < f64::EPSILON);
|
||||
assert_eq!(sampler.n_startup_trials, 10);
|
||||
assert_eq!(sampler.n_ei_candidates, 24);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_tpe_sampler_with_config() {
|
||||
let sampler = TpeSampler::with_config(0.15, 20, 32, None, Some(42));
|
||||
assert_eq!(sampler.gamma, 0.15);
|
||||
let sampler = TpeSampler::with_config(0.15, 20, 32, None, Some(42)).unwrap();
|
||||
assert!((sampler.gamma - 0.15).abs() < f64::EPSILON);
|
||||
assert_eq!(sampler.n_startup_trials, 20);
|
||||
assert_eq!(sampler.n_ei_candidates, 32);
|
||||
}
|
||||
|
||||
#[test]
|
||||
#[should_panic(expected = "gamma must be in (0.0, 1.0)")]
|
||||
fn test_tpe_sampler_invalid_gamma_zero() {
|
||||
TpeSampler::with_config(0.0, 10, 24, None, None);
|
||||
let result = TpeSampler::with_config(0.0, 10, 24, None, None);
|
||||
assert!(matches!(result, Err(TpeError::InvalidGamma(_))));
|
||||
}
|
||||
|
||||
#[test]
|
||||
#[should_panic(expected = "gamma must be in (0.0, 1.0)")]
|
||||
fn test_tpe_sampler_invalid_gamma_one() {
|
||||
TpeSampler::with_config(1.0, 10, 24, None, None);
|
||||
let result = TpeSampler::with_config(1.0, 10, 24, None, None);
|
||||
assert!(matches!(result, Err(TpeError::InvalidGamma(_))));
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_tpe_startup_random_sampling() {
|
||||
let sampler = TpeSampler::with_config(0.25, 10, 24, None, Some(42));
|
||||
let sampler = TpeSampler::with_config(0.25, 10, 24, None, Some(42)).unwrap();
|
||||
let dist = Distribution::Float(FloatDistribution {
|
||||
low: 0.0,
|
||||
high: 1.0,
|
||||
@@ -806,7 +851,7 @@ mod tests {
|
||||
|
||||
#[test]
|
||||
fn test_tpe_split_trials() {
|
||||
let sampler = TpeSampler::with_config(0.25, 10, 24, None, Some(42));
|
||||
let sampler = TpeSampler::with_config(0.25, 10, 24, None, Some(42)).unwrap();
|
||||
|
||||
let dist = Distribution::Float(FloatDistribution {
|
||||
low: 0.0,
|
||||
@@ -820,8 +865,8 @@ mod tests {
|
||||
.map(|i| {
|
||||
create_trial(
|
||||
i as u64,
|
||||
i as f64,
|
||||
vec![("x", ParamValue::Float(i as f64 / 20.0), dist.clone())],
|
||||
f64::from(i),
|
||||
vec![("x", ParamValue::Float(f64::from(i) / 20.0), dist.clone())],
|
||||
)
|
||||
})
|
||||
.collect();
|
||||
@@ -840,7 +885,7 @@ mod tests {
|
||||
|
||||
#[test]
|
||||
fn test_tpe_samples_float_with_history() {
|
||||
let sampler = TpeSampler::with_config(0.25, 5, 24, None, Some(42));
|
||||
let sampler = TpeSampler::with_config(0.25, 5, 24, None, Some(42)).unwrap();
|
||||
|
||||
let dist = Distribution::Float(FloatDistribution {
|
||||
low: 0.0,
|
||||
@@ -852,7 +897,7 @@ mod tests {
|
||||
// Create history where low values (near 0.2) are "good"
|
||||
let history: Vec<CompletedTrial> = (0..20)
|
||||
.map(|i| {
|
||||
let x = i as f64 / 20.0;
|
||||
let x = f64::from(i) / 20.0;
|
||||
// Objective is (x - 0.2)^2, minimized at x=0.2
|
||||
let value = (x - 0.2).powi(2);
|
||||
create_trial(
|
||||
@@ -882,7 +927,7 @@ mod tests {
|
||||
|
||||
#[test]
|
||||
fn test_tpe_categorical_sampling() {
|
||||
let sampler = TpeSampler::with_config(0.25, 5, 24, None, Some(42));
|
||||
let sampler = TpeSampler::with_config(0.25, 5, 24, None, Some(42)).unwrap();
|
||||
|
||||
let dist = Distribution::Categorical(CategoricalDistribution { n_choices: 4 });
|
||||
|
||||
@@ -922,7 +967,7 @@ mod tests {
|
||||
|
||||
#[test]
|
||||
fn test_tpe_int_sampling() {
|
||||
let sampler = TpeSampler::with_config(0.25, 5, 24, None, Some(42));
|
||||
let sampler = TpeSampler::with_config(0.25, 5, 24, None, Some(42)).unwrap();
|
||||
|
||||
let dist = Distribution::Int(IntDistribution {
|
||||
low: 0,
|
||||
@@ -968,14 +1013,14 @@ mod tests {
|
||||
.map(|i| {
|
||||
create_trial(
|
||||
i as u64,
|
||||
i as f64,
|
||||
vec![("x", ParamValue::Float(i as f64 / 20.0), dist.clone())],
|
||||
f64::from(i),
|
||||
vec![("x", ParamValue::Float(f64::from(i) / 20.0), dist.clone())],
|
||||
)
|
||||
})
|
||||
.collect();
|
||||
|
||||
let sampler1 = TpeSampler::with_config(0.25, 5, 24, None, Some(12345));
|
||||
let sampler2 = TpeSampler::with_config(0.25, 5, 24, None, Some(12345));
|
||||
let sampler1 = TpeSampler::with_config(0.25, 5, 24, None, Some(12345)).unwrap();
|
||||
let sampler2 = TpeSampler::with_config(0.25, 5, 24, None, Some(12345)).unwrap();
|
||||
|
||||
for i in 0..10 {
|
||||
let v1 = sampler1.sample(&dist, i, &history);
|
||||
@@ -987,8 +1032,8 @@ mod tests {
|
||||
#[test]
|
||||
fn test_tpe_sampler_builder_default() {
|
||||
let builder = TpeSamplerBuilder::new();
|
||||
let sampler = builder.build();
|
||||
assert_eq!(sampler.gamma, 0.25);
|
||||
let sampler = builder.build().unwrap();
|
||||
assert!((sampler.gamma - 0.25).abs() < f64::EPSILON);
|
||||
assert_eq!(sampler.n_startup_trials, 10);
|
||||
assert_eq!(sampler.n_ei_candidates, 24);
|
||||
}
|
||||
@@ -1000,8 +1045,9 @@ mod tests {
|
||||
.n_startup_trials(20)
|
||||
.n_ei_candidates(32)
|
||||
.seed(42)
|
||||
.build();
|
||||
assert_eq!(sampler.gamma, 0.15);
|
||||
.build()
|
||||
.unwrap();
|
||||
assert!((sampler.gamma - 0.15).abs() < f64::EPSILON);
|
||||
assert_eq!(sampler.n_startup_trials, 20);
|
||||
assert_eq!(sampler.n_ei_candidates, 32);
|
||||
}
|
||||
@@ -1012,8 +1058,9 @@ mod tests {
|
||||
.gamma(0.10)
|
||||
.n_startup_trials(15)
|
||||
.n_ei_candidates(48)
|
||||
.build();
|
||||
assert_eq!(sampler.gamma, 0.10);
|
||||
.build()
|
||||
.unwrap();
|
||||
assert!((sampler.gamma - 0.10).abs() < f64::EPSILON);
|
||||
assert_eq!(sampler.n_startup_trials, 15);
|
||||
assert_eq!(sampler.n_ei_candidates, 48);
|
||||
}
|
||||
@@ -1021,16 +1068,16 @@ mod tests {
|
||||
#[test]
|
||||
fn test_tpe_sampler_builder_partial() {
|
||||
// Test setting only some options
|
||||
let sampler = TpeSamplerBuilder::new().gamma(0.20).build();
|
||||
assert_eq!(sampler.gamma, 0.20);
|
||||
let sampler = TpeSamplerBuilder::new().gamma(0.20).build().unwrap();
|
||||
assert!((sampler.gamma - 0.20).abs() < f64::EPSILON);
|
||||
assert_eq!(sampler.n_startup_trials, 10); // default
|
||||
assert_eq!(sampler.n_ei_candidates, 24); // default
|
||||
}
|
||||
|
||||
#[test]
|
||||
#[should_panic(expected = "gamma must be in (0.0, 1.0)")]
|
||||
fn test_tpe_sampler_builder_invalid_gamma() {
|
||||
TpeSamplerBuilder::new().gamma(1.5).build();
|
||||
let result = TpeSamplerBuilder::new().gamma(1.5).build();
|
||||
assert!(matches!(result, Err(TpeError::InvalidGamma(_))));
|
||||
}
|
||||
|
||||
#[test]
|
||||
@@ -1042,12 +1089,12 @@ mod tests {
|
||||
step: None,
|
||||
});
|
||||
|
||||
let history: Vec<CompletedTrial> = (0..20)
|
||||
let history: Vec<CompletedTrial> = (0..20u32)
|
||||
.map(|i| {
|
||||
create_trial(
|
||||
i as u64,
|
||||
i as f64,
|
||||
vec![("x", ParamValue::Float(i as f64 / 20.0), dist.clone())],
|
||||
u64::from(i),
|
||||
f64::from(i),
|
||||
vec![("x", ParamValue::Float(f64::from(i) / 20.0), dist.clone())],
|
||||
)
|
||||
})
|
||||
.collect();
|
||||
@@ -1055,11 +1102,13 @@ mod tests {
|
||||
let sampler1 = TpeSampler::builder()
|
||||
.seed(99999)
|
||||
.n_startup_trials(5)
|
||||
.build();
|
||||
.build()
|
||||
.unwrap();
|
||||
let sampler2 = TpeSampler::builder()
|
||||
.seed(99999)
|
||||
.n_startup_trials(5)
|
||||
.build();
|
||||
.build()
|
||||
.unwrap();
|
||||
|
||||
for i in 0..10 {
|
||||
let v1 = sampler1.sample(&dist, i, &history);
|
||||
|
||||
+71
-34
@@ -1,14 +1,15 @@
|
||||
//! Study implementation for managing optimization trials.
|
||||
|
||||
#[cfg(feature = "async")]
|
||||
use std::future::Future;
|
||||
use std::ops::ControlFlow;
|
||||
use core::future::Future;
|
||||
use core::ops::ControlFlow;
|
||||
use core::sync::atomic::{AtomicU64, Ordering};
|
||||
use std::sync::Arc;
|
||||
use std::sync::atomic::{AtomicU64, Ordering};
|
||||
|
||||
use parking_lot::RwLock;
|
||||
|
||||
use crate::sampler::{CompletedTrial, RandomSampler, Sampler};
|
||||
use crate::sampler::random::RandomSampler;
|
||||
use crate::sampler::{CompletedTrial, Sampler};
|
||||
use crate::trial::Trial;
|
||||
use crate::types::Direction;
|
||||
|
||||
@@ -64,6 +65,7 @@ where
|
||||
/// let study: Study<f64> = Study::new(Direction::Minimize);
|
||||
/// assert_eq!(study.direction(), Direction::Minimize);
|
||||
/// ```
|
||||
#[must_use]
|
||||
pub fn new(direction: Direction) -> Self {
|
||||
Self::with_sampler(direction, RandomSampler::new())
|
||||
}
|
||||
@@ -78,7 +80,8 @@ where
|
||||
/// # Examples
|
||||
///
|
||||
/// ```
|
||||
/// use optimizer::{Direction, RandomSampler, Study};
|
||||
/// use optimizer::sampler::random::RandomSampler;
|
||||
/// use optimizer::{Direction, Study};
|
||||
///
|
||||
/// let sampler = RandomSampler::with_seed(42);
|
||||
/// let study: Study<f64> = Study::with_sampler(Direction::Maximize, sampler);
|
||||
@@ -107,7 +110,8 @@ where
|
||||
/// # Examples
|
||||
///
|
||||
/// ```
|
||||
/// use optimizer::{Direction, Study, TpeSampler};
|
||||
/// use optimizer::sampler::tpe::TpeSampler;
|
||||
/// use optimizer::{Direction, Study};
|
||||
///
|
||||
/// let mut study: Study<f64> = Study::new(Direction::Minimize);
|
||||
/// study.set_sampler(TpeSampler::new());
|
||||
@@ -313,17 +317,15 @@ where
|
||||
match self.direction {
|
||||
Direction::Minimize => {
|
||||
// Reverse ordering: smaller values are "greater" for max_by
|
||||
ordering
|
||||
.map(|o| o.reverse())
|
||||
.unwrap_or(std::cmp::Ordering::Equal)
|
||||
ordering.map_or(core::cmp::Ordering::Equal, core::cmp::Ordering::reverse)
|
||||
}
|
||||
Direction::Maximize => {
|
||||
// Normal ordering: larger values are "greater" for max_by
|
||||
ordering.unwrap_or(std::cmp::Ordering::Equal)
|
||||
ordering.unwrap_or(core::cmp::Ordering::Equal)
|
||||
}
|
||||
}
|
||||
})
|
||||
.expect("trials is not empty");
|
||||
.ok_or(crate::TpeError::NoCompletedTrials)?;
|
||||
|
||||
Ok(best.clone())
|
||||
}
|
||||
@@ -390,7 +392,8 @@ where
|
||||
/// # Examples
|
||||
///
|
||||
/// ```
|
||||
/// use optimizer::{Direction, RandomSampler, Study};
|
||||
/// use optimizer::sampler::random::RandomSampler;
|
||||
/// use optimizer::{Direction, Study};
|
||||
///
|
||||
/// // Minimize x^2
|
||||
/// let sampler = RandomSampler::with_seed(42);
|
||||
@@ -410,7 +413,7 @@ where
|
||||
/// ```
|
||||
pub fn optimize<F, E>(&self, n_trials: usize, mut objective: F) -> crate::Result<()>
|
||||
where
|
||||
F: FnMut(&mut Trial) -> std::result::Result<V, E>,
|
||||
F: FnMut(&mut Trial) -> core::result::Result<V, E>,
|
||||
E: ToString,
|
||||
{
|
||||
for _ in 0..n_trials {
|
||||
@@ -457,7 +460,8 @@ where
|
||||
/// # Examples
|
||||
///
|
||||
/// ```
|
||||
/// use optimizer::{Direction, RandomSampler, Study};
|
||||
/// use optimizer::sampler::random::RandomSampler;
|
||||
/// use optimizer::{Direction, Study};
|
||||
///
|
||||
/// # #[cfg(feature = "async")]
|
||||
/// # async fn example() -> optimizer::Result<()> {
|
||||
@@ -487,7 +491,7 @@ where
|
||||
) -> crate::Result<()>
|
||||
where
|
||||
F: Fn(Trial) -> Fut,
|
||||
Fut: Future<Output = std::result::Result<(Trial, V), E>>,
|
||||
Fut: Future<Output = core::result::Result<(Trial, V), E>>,
|
||||
E: ToString,
|
||||
{
|
||||
for _ in 0..n_trials {
|
||||
@@ -533,11 +537,13 @@ where
|
||||
/// # Errors
|
||||
///
|
||||
/// Returns `TpeError::NoCompletedTrials` if all trials failed (no successful trials).
|
||||
/// Returns `TpeError::TaskError` if the semaphore is closed or a spawned task panics.
|
||||
///
|
||||
/// # Examples
|
||||
///
|
||||
/// ```
|
||||
/// use optimizer::{Direction, RandomSampler, Study};
|
||||
/// use optimizer::sampler::random::RandomSampler;
|
||||
/// use optimizer::{Direction, Study};
|
||||
///
|
||||
/// # #[cfg(feature = "async")]
|
||||
/// # async fn example() -> optimizer::Result<()> {
|
||||
@@ -568,7 +574,7 @@ where
|
||||
) -> crate::Result<()>
|
||||
where
|
||||
F: Fn(Trial) -> Fut + Send + Sync + 'static,
|
||||
Fut: Future<Output = std::result::Result<(Trial, V), E>> + Send,
|
||||
Fut: Future<Output = core::result::Result<(Trial, V), E>> + Send,
|
||||
E: ToString + Send + 'static,
|
||||
V: Send + 'static,
|
||||
{
|
||||
@@ -580,7 +586,11 @@ where
|
||||
let mut handles = Vec::with_capacity(n_trials);
|
||||
|
||||
for _ in 0..n_trials {
|
||||
let permit = semaphore.clone().acquire_owned().await.unwrap();
|
||||
let permit = semaphore
|
||||
.clone()
|
||||
.acquire_owned()
|
||||
.await
|
||||
.map_err(|e| crate::TpeError::TaskError(e.to_string()))?;
|
||||
let trial = self.create_trial();
|
||||
let objective = Arc::clone(&objective);
|
||||
|
||||
@@ -595,7 +605,10 @@ where
|
||||
|
||||
// Wait for all tasks and record results
|
||||
for handle in handles {
|
||||
match handle.await.unwrap() {
|
||||
match handle
|
||||
.await
|
||||
.map_err(|e| crate::TpeError::TaskError(e.to_string()))?
|
||||
{
|
||||
Ok((trial, value)) => {
|
||||
self.complete_trial(trial, value);
|
||||
}
|
||||
@@ -632,13 +645,15 @@ where
|
||||
///
|
||||
/// Returns `TpeError::NoCompletedTrials` if no trials completed successfully
|
||||
/// before optimization stopped (either by completing all trials or early stopping).
|
||||
/// Returns `TpeError::Internal` if a completed trial is not found after adding (internal invariant violation).
|
||||
///
|
||||
/// # Examples
|
||||
///
|
||||
/// ```
|
||||
/// use std::ops::ControlFlow;
|
||||
///
|
||||
/// use optimizer::{Direction, RandomSampler, Study};
|
||||
/// use optimizer::sampler::random::RandomSampler;
|
||||
/// use optimizer::{Direction, Study};
|
||||
///
|
||||
/// // Stop early when we find a good enough value
|
||||
/// let sampler = RandomSampler::with_seed(42);
|
||||
@@ -673,7 +688,7 @@ where
|
||||
) -> crate::Result<()>
|
||||
where
|
||||
V: Clone,
|
||||
F: FnMut(&mut Trial) -> std::result::Result<V, E>,
|
||||
F: FnMut(&mut Trial) -> core::result::Result<V, E>,
|
||||
C: FnMut(&Study<V>, &CompletedTrial<V>) -> ControlFlow<()>,
|
||||
E: ToString,
|
||||
{
|
||||
@@ -686,7 +701,11 @@ where
|
||||
|
||||
// Get the just-completed trial for the callback
|
||||
let trials = self.completed_trials.read();
|
||||
let completed = trials.last().expect("just added a trial");
|
||||
let Some(completed) = trials.last() else {
|
||||
return Err(crate::TpeError::Internal(
|
||||
"completed trial not found after adding",
|
||||
));
|
||||
};
|
||||
|
||||
// Call the callback and check if we should stop
|
||||
// Note: We need to drop the read lock before calling callback
|
||||
@@ -727,7 +746,8 @@ impl Study<f64> {
|
||||
/// # Examples
|
||||
///
|
||||
/// ```
|
||||
/// use optimizer::{Direction, RandomSampler, Study};
|
||||
/// use optimizer::sampler::random::RandomSampler;
|
||||
/// use optimizer::{Direction, Study};
|
||||
///
|
||||
/// // With a seeded sampler for reproducibility
|
||||
/// let sampler = RandomSampler::with_seed(42);
|
||||
@@ -768,7 +788,8 @@ impl Study<f64> {
|
||||
/// # Examples
|
||||
///
|
||||
/// ```
|
||||
/// use optimizer::{Direction, RandomSampler, Study};
|
||||
/// use optimizer::sampler::random::RandomSampler;
|
||||
/// use optimizer::{Direction, Study};
|
||||
///
|
||||
/// // Minimize x^2 with sampler integration
|
||||
/// let sampler = RandomSampler::with_seed(42);
|
||||
@@ -790,7 +811,7 @@ impl Study<f64> {
|
||||
mut objective: F,
|
||||
) -> crate::Result<()>
|
||||
where
|
||||
F: FnMut(&mut Trial) -> std::result::Result<f64, E>,
|
||||
F: FnMut(&mut Trial) -> core::result::Result<f64, E>,
|
||||
E: ToString,
|
||||
{
|
||||
for _ in 0..n_trials {
|
||||
@@ -831,13 +852,15 @@ impl Study<f64> {
|
||||
/// # Errors
|
||||
///
|
||||
/// Returns `TpeError::NoCompletedTrials` if no trials completed successfully.
|
||||
/// Returns `TpeError::Internal` if a completed trial is not found after adding (internal invariant violation).
|
||||
///
|
||||
/// # Examples
|
||||
///
|
||||
/// ```
|
||||
/// use std::ops::ControlFlow;
|
||||
///
|
||||
/// use optimizer::{Direction, RandomSampler, Study};
|
||||
/// use optimizer::sampler::random::RandomSampler;
|
||||
/// use optimizer::{Direction, Study};
|
||||
///
|
||||
/// // Optimize with sampler integration and early stopping
|
||||
/// let sampler = RandomSampler::with_seed(42);
|
||||
@@ -870,7 +893,7 @@ impl Study<f64> {
|
||||
mut callback: C,
|
||||
) -> crate::Result<()>
|
||||
where
|
||||
F: FnMut(&mut Trial) -> std::result::Result<f64, E>,
|
||||
F: FnMut(&mut Trial) -> core::result::Result<f64, E>,
|
||||
C: FnMut(&Study<f64>, &CompletedTrial<f64>) -> ControlFlow<()>,
|
||||
E: ToString,
|
||||
{
|
||||
@@ -883,7 +906,11 @@ impl Study<f64> {
|
||||
|
||||
// Get the just-completed trial for the callback
|
||||
let trials = self.completed_trials.read();
|
||||
let completed = trials.last().expect("just added a trial");
|
||||
let Some(completed) = trials.last() else {
|
||||
return Err(crate::TpeError::Internal(
|
||||
"completed trial not found after adding",
|
||||
));
|
||||
};
|
||||
|
||||
// Call the callback and check if we should stop
|
||||
// Note: We need to drop the read lock before calling callback
|
||||
@@ -931,7 +958,8 @@ impl Study<f64> {
|
||||
/// # Examples
|
||||
///
|
||||
/// ```
|
||||
/// use optimizer::{Direction, RandomSampler, Study};
|
||||
/// use optimizer::sampler::random::RandomSampler;
|
||||
/// use optimizer::{Direction, Study};
|
||||
///
|
||||
/// # #[cfg(feature = "async")]
|
||||
/// # async fn example() -> optimizer::Result<()> {
|
||||
@@ -961,7 +989,7 @@ impl Study<f64> {
|
||||
) -> crate::Result<()>
|
||||
where
|
||||
F: Fn(Trial) -> Fut,
|
||||
Fut: Future<Output = std::result::Result<(Trial, f64), E>>,
|
||||
Fut: Future<Output = core::result::Result<(Trial, f64), E>>,
|
||||
E: ToString,
|
||||
{
|
||||
for _ in 0..n_trials {
|
||||
@@ -1007,11 +1035,13 @@ impl Study<f64> {
|
||||
/// # Errors
|
||||
///
|
||||
/// Returns `TpeError::NoCompletedTrials` if all trials failed (no successful trials).
|
||||
/// Returns `TpeError::TaskError` if the semaphore is closed or a spawned task panics.
|
||||
///
|
||||
/// # Examples
|
||||
///
|
||||
/// ```
|
||||
/// use optimizer::{Direction, RandomSampler, Study};
|
||||
/// use optimizer::sampler::random::RandomSampler;
|
||||
/// use optimizer::{Direction, Study};
|
||||
///
|
||||
/// # #[cfg(feature = "async")]
|
||||
/// # async fn example() -> optimizer::Result<()> {
|
||||
@@ -1042,7 +1072,7 @@ impl Study<f64> {
|
||||
) -> crate::Result<()>
|
||||
where
|
||||
F: Fn(Trial) -> Fut + Send + Sync + 'static,
|
||||
Fut: Future<Output = std::result::Result<(Trial, f64), E>> + Send,
|
||||
Fut: Future<Output = core::result::Result<(Trial, f64), E>> + Send,
|
||||
E: ToString + Send + 'static,
|
||||
{
|
||||
use tokio::sync::Semaphore;
|
||||
@@ -1053,7 +1083,11 @@ impl Study<f64> {
|
||||
let mut handles = Vec::with_capacity(n_trials);
|
||||
|
||||
for _ in 0..n_trials {
|
||||
let permit = semaphore.clone().acquire_owned().await.unwrap();
|
||||
let permit = semaphore
|
||||
.clone()
|
||||
.acquire_owned()
|
||||
.await
|
||||
.map_err(|e| crate::TpeError::TaskError(e.to_string()))?;
|
||||
let trial = self.create_trial_with_sampler();
|
||||
let objective = Arc::clone(&objective);
|
||||
|
||||
@@ -1068,7 +1102,10 @@ impl Study<f64> {
|
||||
|
||||
// Wait for all tasks and record results
|
||||
for handle in handles {
|
||||
match handle.await.unwrap() {
|
||||
match handle
|
||||
.await
|
||||
.map_err(|e| crate::TpeError::TaskError(e.to_string()))?
|
||||
{
|
||||
Ok((trial, value)) => {
|
||||
self.complete_trial(trial, value);
|
||||
}
|
||||
|
||||
+48
-33
@@ -37,8 +37,8 @@ pub struct Trial {
|
||||
history: Option<Arc<RwLock<Vec<CompletedTrial<f64>>>>>,
|
||||
}
|
||||
|
||||
impl std::fmt::Debug for Trial {
|
||||
fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
|
||||
impl core::fmt::Debug for Trial {
|
||||
fn fmt(&self, f: &mut core::fmt::Formatter<'_>) -> core::fmt::Result {
|
||||
f.debug_struct("Trial")
|
||||
.field("id", &self.id)
|
||||
.field("state", &self.state)
|
||||
@@ -71,6 +71,7 @@ impl Trial {
|
||||
/// let trial = Trial::new(0);
|
||||
/// assert_eq!(trial.id(), 0);
|
||||
/// ```
|
||||
#[must_use]
|
||||
pub fn new(id: u64) -> Self {
|
||||
Self {
|
||||
id,
|
||||
@@ -110,7 +111,7 @@ impl Trial {
|
||||
/// Samples a value from the given distribution using the sampler.
|
||||
///
|
||||
/// If the trial has a sampler, it delegates to the sampler's sample method
|
||||
/// with the history of completed trials. Otherwise, it uses the RandomSampler
|
||||
/// with the history of completed trials. Otherwise, it uses the `RandomSampler`
|
||||
/// as a fallback.
|
||||
fn sample_value(&self, distribution: &Distribution) -> ParamValue {
|
||||
if let (Some(sampler), Some(history)) = (&self.sampler, &self.history) {
|
||||
@@ -118,28 +119,32 @@ impl Trial {
|
||||
sampler.sample(distribution, self.id, &history_guard)
|
||||
} else {
|
||||
// Fallback to RandomSampler when no sampler is configured
|
||||
use crate::sampler::RandomSampler;
|
||||
use crate::sampler::random::RandomSampler;
|
||||
let fallback = RandomSampler::new();
|
||||
fallback.sample(distribution, self.id, &[])
|
||||
}
|
||||
}
|
||||
|
||||
/// Returns the unique ID of this trial.
|
||||
#[must_use]
|
||||
pub fn id(&self) -> u64 {
|
||||
self.id
|
||||
}
|
||||
|
||||
/// Returns the current state of this trial.
|
||||
#[must_use]
|
||||
pub fn state(&self) -> TrialState {
|
||||
self.state
|
||||
}
|
||||
|
||||
/// Returns a reference to the sampled parameters.
|
||||
#[must_use]
|
||||
pub fn params(&self) -> &HashMap<String, ParamValue> {
|
||||
&self.params
|
||||
}
|
||||
|
||||
/// Returns a reference to the parameter distributions.
|
||||
#[must_use]
|
||||
pub fn distributions(&self) -> &HashMap<String, Distribution> {
|
||||
&self.distributions
|
||||
}
|
||||
@@ -200,8 +205,8 @@ impl Trial {
|
||||
if let Some(existing_dist) = self.distributions.get(&name) {
|
||||
// Verify the distribution matches
|
||||
if let Distribution::Float(existing) = existing_dist
|
||||
&& existing.low == low
|
||||
&& existing.high == high
|
||||
&& (existing.low - low).abs() < f64::EPSILON
|
||||
&& (existing.high - high).abs() < f64::EPSILON
|
||||
&& !existing.log_scale
|
||||
&& existing.step.is_none()
|
||||
{
|
||||
@@ -220,9 +225,10 @@ impl Trial {
|
||||
|
||||
// Sample using the sampler
|
||||
let dist = Distribution::Float(distribution);
|
||||
let value = match self.sample_value(&dist) {
|
||||
ParamValue::Float(v) => v,
|
||||
_ => unreachable!("Float distribution should return Float value"),
|
||||
let ParamValue::Float(value) = self.sample_value(&dist) else {
|
||||
return Err(TpeError::Internal(
|
||||
"Float distribution should return Float value",
|
||||
));
|
||||
};
|
||||
|
||||
// Store distribution and value
|
||||
@@ -237,7 +243,7 @@ impl Trial {
|
||||
/// The value is sampled uniformly in log space, which is useful for parameters
|
||||
/// that span multiple orders of magnitude (e.g., learning rates).
|
||||
///
|
||||
/// If the parameter has already been sampled with the same bounds and log_scale=true,
|
||||
/// If the parameter has already been sampled with the same bounds and `log_scale=true`,
|
||||
/// the cached value is returned. If the parameter was sampled with different configuration,
|
||||
/// a `ParameterConflict` error is returned.
|
||||
///
|
||||
@@ -296,8 +302,8 @@ impl Trial {
|
||||
if let Some(existing_dist) = self.distributions.get(&name) {
|
||||
// Verify the distribution matches
|
||||
if let Distribution::Float(existing) = existing_dist
|
||||
&& existing.low == low
|
||||
&& existing.high == high
|
||||
&& (existing.low - low).abs() < f64::EPSILON
|
||||
&& (existing.high - high).abs() < f64::EPSILON
|
||||
&& existing.log_scale
|
||||
&& existing.step.is_none()
|
||||
{
|
||||
@@ -316,9 +322,10 @@ impl Trial {
|
||||
|
||||
// Sample using the sampler (sampler handles log-scale transformation)
|
||||
let dist = Distribution::Float(distribution);
|
||||
let value = match self.sample_value(&dist) {
|
||||
ParamValue::Float(v) => v,
|
||||
_ => unreachable!("Float distribution should return Float value"),
|
||||
let ParamValue::Float(value) = self.sample_value(&dist) else {
|
||||
return Err(TpeError::Internal(
|
||||
"Float distribution should return Float value",
|
||||
));
|
||||
};
|
||||
|
||||
// Store distribution and value
|
||||
@@ -392,8 +399,8 @@ impl Trial {
|
||||
if let Some(existing_dist) = self.distributions.get(&name) {
|
||||
// Verify the distribution matches
|
||||
if let Distribution::Float(existing) = existing_dist
|
||||
&& existing.low == low
|
||||
&& existing.high == high
|
||||
&& (existing.low - low).abs() < f64::EPSILON
|
||||
&& (existing.high - high).abs() < f64::EPSILON
|
||||
&& !existing.log_scale
|
||||
&& existing.step == Some(step)
|
||||
{
|
||||
@@ -412,9 +419,10 @@ impl Trial {
|
||||
|
||||
// Sample using the sampler (sampler handles step-grid)
|
||||
let dist = Distribution::Float(distribution);
|
||||
let value = match self.sample_value(&dist) {
|
||||
ParamValue::Float(v) => v,
|
||||
_ => unreachable!("Float distribution should return Float value"),
|
||||
let ParamValue::Float(value) = self.sample_value(&dist) else {
|
||||
return Err(TpeError::Internal(
|
||||
"Float distribution should return Float value",
|
||||
));
|
||||
};
|
||||
|
||||
// Store distribution and value
|
||||
@@ -455,6 +463,7 @@ impl Trial {
|
||||
/// let n2 = trial.suggest_int("n_layers", 1, 10).unwrap();
|
||||
/// assert_eq!(n, n2);
|
||||
/// ```
|
||||
#[allow(clippy::cast_precision_loss)]
|
||||
pub fn suggest_int(&mut self, name: impl Into<String>, low: i64, high: i64) -> Result<i64> {
|
||||
if low > high {
|
||||
return Err(TpeError::InvalidBounds {
|
||||
@@ -495,9 +504,10 @@ impl Trial {
|
||||
|
||||
// Sample using the sampler
|
||||
let dist = Distribution::Int(distribution);
|
||||
let value = match self.sample_value(&dist) {
|
||||
ParamValue::Int(v) => v,
|
||||
_ => unreachable!("Int distribution should return Int value"),
|
||||
let ParamValue::Int(value) = self.sample_value(&dist) else {
|
||||
return Err(TpeError::Internal(
|
||||
"Int distribution should return Int value",
|
||||
));
|
||||
};
|
||||
|
||||
// Store distribution and value
|
||||
@@ -512,7 +522,7 @@ impl Trial {
|
||||
/// The value is sampled uniformly in log space, which is useful for parameters
|
||||
/// that span multiple orders of magnitude (e.g., batch sizes).
|
||||
///
|
||||
/// If the parameter has already been sampled with the same bounds and log_scale=true,
|
||||
/// If the parameter has already been sampled with the same bounds and `log_scale=true`,
|
||||
/// the cached value is returned. If the parameter was sampled with different configuration,
|
||||
/// a `ParameterConflict` error is returned.
|
||||
///
|
||||
@@ -541,6 +551,7 @@ impl Trial {
|
||||
/// let batch_size2 = trial.suggest_int_log("batch_size", 1, 1024).unwrap();
|
||||
/// assert_eq!(batch_size, batch_size2);
|
||||
/// ```
|
||||
#[allow(clippy::cast_precision_loss)]
|
||||
pub fn suggest_int_log(&mut self, name: impl Into<String>, low: i64, high: i64) -> Result<i64> {
|
||||
if low < 1 {
|
||||
return Err(TpeError::InvalidLogBounds);
|
||||
@@ -585,9 +596,10 @@ impl Trial {
|
||||
|
||||
// Sample using the sampler (sampler handles log-scale transformation)
|
||||
let dist = Distribution::Int(distribution);
|
||||
let value = match self.sample_value(&dist) {
|
||||
ParamValue::Int(v) => v,
|
||||
_ => unreachable!("Int distribution should return Int value"),
|
||||
let ParamValue::Int(value) = self.sample_value(&dist) else {
|
||||
return Err(TpeError::Internal(
|
||||
"Int distribution should return Int value",
|
||||
));
|
||||
};
|
||||
|
||||
// Store distribution and value
|
||||
@@ -638,6 +650,7 @@ impl Trial {
|
||||
/// .unwrap();
|
||||
/// assert_eq!(n, n2);
|
||||
/// ```
|
||||
#[allow(clippy::cast_precision_loss)]
|
||||
pub fn suggest_int_step(
|
||||
&mut self,
|
||||
name: impl Into<String>,
|
||||
@@ -688,9 +701,10 @@ impl Trial {
|
||||
|
||||
// Sample using the sampler (sampler handles step-grid)
|
||||
let dist = Distribution::Int(distribution);
|
||||
let value = match self.sample_value(&dist) {
|
||||
ParamValue::Int(v) => v,
|
||||
_ => unreachable!("Int distribution should return Int value"),
|
||||
let ParamValue::Int(value) = self.sample_value(&dist) else {
|
||||
return Err(TpeError::Internal(
|
||||
"Int distribution should return Int value",
|
||||
));
|
||||
};
|
||||
|
||||
// Store distribution and value
|
||||
@@ -774,9 +788,10 @@ impl Trial {
|
||||
|
||||
// Sample using the sampler
|
||||
let dist = Distribution::Categorical(distribution);
|
||||
let index = match self.sample_value(&dist) {
|
||||
ParamValue::Categorical(idx) => idx,
|
||||
_ => unreachable!("Categorical distribution should return Categorical value"),
|
||||
let ParamValue::Categorical(index) = self.sample_value(&dist) else {
|
||||
return Err(TpeError::Internal(
|
||||
"Categorical distribution should return Categorical value",
|
||||
));
|
||||
};
|
||||
|
||||
// Store distribution and value (store the index)
|
||||
|
||||
+13
-3
@@ -4,7 +4,9 @@
|
||||
|
||||
#![cfg(feature = "async")]
|
||||
|
||||
use optimizer::{Direction, RandomSampler, Study, TpeError, TpeSampler};
|
||||
use optimizer::sampler::random::RandomSampler;
|
||||
use optimizer::sampler::tpe::TpeSampler;
|
||||
use optimizer::{Direction, Study, TpeError};
|
||||
|
||||
#[tokio::test]
|
||||
async fn test_optimize_async_basic() {
|
||||
@@ -26,7 +28,11 @@ async fn test_optimize_async_basic() {
|
||||
|
||||
#[tokio::test]
|
||||
async fn test_optimize_async_with_sampler() {
|
||||
let sampler = TpeSampler::builder().seed(42).n_startup_trials(5).build();
|
||||
let sampler = TpeSampler::builder()
|
||||
.seed(42)
|
||||
.n_startup_trials(5)
|
||||
.build()
|
||||
.unwrap();
|
||||
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
|
||||
|
||||
@@ -61,7 +67,11 @@ async fn test_optimize_parallel() {
|
||||
|
||||
#[tokio::test]
|
||||
async fn test_optimize_parallel_with_sampler() {
|
||||
let sampler = TpeSampler::builder().seed(42).n_startup_trials(5).build();
|
||||
let sampler = TpeSampler::builder()
|
||||
.seed(42)
|
||||
.n_startup_trials(5)
|
||||
.build()
|
||||
.unwrap();
|
||||
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
|
||||
|
||||
|
||||
+56
-16
@@ -1,6 +1,14 @@
|
||||
//! Integration tests for the optimizer library.
|
||||
|
||||
use optimizer::{Direction, RandomSampler, Study, TpeError, TpeSampler, Trial};
|
||||
#![allow(
|
||||
clippy::cast_sign_loss,
|
||||
clippy::cast_precision_loss,
|
||||
clippy::cast_possible_truncation
|
||||
)]
|
||||
|
||||
use optimizer::sampler::random::RandomSampler;
|
||||
use optimizer::sampler::tpe::TpeSampler;
|
||||
use optimizer::{Direction, Study, TpeError, Trial};
|
||||
|
||||
// =============================================================================
|
||||
// Test: optimize simple quadratic function with TPE, finds near-optimal
|
||||
@@ -14,7 +22,8 @@ fn test_tpe_optimizes_quadratic_function() {
|
||||
.seed(42)
|
||||
.n_startup_trials(5) // Quick startup for test
|
||||
.n_ei_candidates(24)
|
||||
.build();
|
||||
.build()
|
||||
.unwrap();
|
||||
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
|
||||
|
||||
@@ -40,7 +49,11 @@ fn test_tpe_optimizes_quadratic_function() {
|
||||
fn test_tpe_optimizes_multivariate_function() {
|
||||
// Minimize f(x, y) = x^2 + y^2 where x, y ∈ [-5, 5]
|
||||
// Optimal: (0, 0), f(0, 0) = 0
|
||||
let sampler = TpeSampler::builder().seed(123).n_startup_trials(10).build();
|
||||
let sampler = TpeSampler::builder()
|
||||
.seed(123)
|
||||
.n_startup_trials(10)
|
||||
.build()
|
||||
.unwrap();
|
||||
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
|
||||
|
||||
@@ -66,7 +79,11 @@ fn test_tpe_optimizes_multivariate_function() {
|
||||
fn test_tpe_maximization() {
|
||||
// Maximize f(x) = -(x - 2)^2 + 10 where x ∈ [-10, 10]
|
||||
// Optimal: x = 2, f(2) = 10
|
||||
let sampler = TpeSampler::builder().seed(456).n_startup_trials(5).build();
|
||||
let sampler = TpeSampler::builder()
|
||||
.seed(456)
|
||||
.n_startup_trials(5)
|
||||
.build()
|
||||
.unwrap();
|
||||
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Maximize, sampler);
|
||||
|
||||
@@ -550,7 +567,11 @@ fn test_invalid_step_errors() {
|
||||
|
||||
#[test]
|
||||
fn test_tpe_with_categorical_parameter() {
|
||||
let sampler = TpeSampler::builder().seed(42).n_startup_trials(5).build();
|
||||
let sampler = TpeSampler::builder()
|
||||
.seed(42)
|
||||
.n_startup_trials(5)
|
||||
.build()
|
||||
.unwrap();
|
||||
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Maximize, sampler);
|
||||
|
||||
@@ -582,7 +603,11 @@ fn test_tpe_with_categorical_parameter() {
|
||||
|
||||
#[test]
|
||||
fn test_tpe_with_integer_parameters() {
|
||||
let sampler = TpeSampler::builder().seed(789).n_startup_trials(5).build();
|
||||
let sampler = TpeSampler::builder()
|
||||
.seed(789)
|
||||
.n_startup_trials(5)
|
||||
.build()
|
||||
.unwrap();
|
||||
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
|
||||
|
||||
@@ -756,7 +781,11 @@ fn test_study_set_sampler() {
|
||||
let mut study: Study<f64> = Study::new(Direction::Minimize);
|
||||
|
||||
// Initially uses RandomSampler, now switch to TPE
|
||||
let tpe = TpeSampler::builder().seed(42).n_startup_trials(5).build();
|
||||
let tpe = TpeSampler::builder()
|
||||
.seed(42)
|
||||
.n_startup_trials(5)
|
||||
.build()
|
||||
.unwrap();
|
||||
study.set_sampler(tpe);
|
||||
|
||||
// Should work with the new sampler
|
||||
@@ -863,10 +892,10 @@ fn test_trial_debug_format() {
|
||||
|
||||
#[test]
|
||||
fn test_tpe_sampler_builder_default_trait() {
|
||||
use optimizer::TpeSamplerBuilder;
|
||||
use optimizer::sampler::tpe::TpeSamplerBuilder;
|
||||
|
||||
let builder = TpeSamplerBuilder::default();
|
||||
let sampler = builder.build();
|
||||
let sampler = builder.build().unwrap();
|
||||
|
||||
// Should have default values
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
|
||||
@@ -901,7 +930,8 @@ fn test_tpe_with_fixed_kde_bandwidth() {
|
||||
.seed(42)
|
||||
.n_startup_trials(5)
|
||||
.kde_bandwidth(0.5)
|
||||
.build();
|
||||
.build()
|
||||
.unwrap();
|
||||
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
|
||||
|
||||
@@ -917,9 +947,9 @@ fn test_tpe_with_fixed_kde_bandwidth() {
|
||||
}
|
||||
|
||||
#[test]
|
||||
#[should_panic(expected = "kde_bandwidth must be positive")]
|
||||
fn test_tpe_sampler_invalid_kde_bandwidth() {
|
||||
TpeSampler::with_config(0.25, 10, 24, Some(-1.0), None);
|
||||
let result = TpeSampler::with_config(0.25, 10, 24, Some(-1.0), None);
|
||||
assert!(matches!(result, Err(TpeError::InvalidBandwidth(_))));
|
||||
}
|
||||
|
||||
#[test]
|
||||
@@ -928,7 +958,8 @@ fn test_tpe_split_trials_with_two_trials() {
|
||||
let sampler = TpeSampler::builder()
|
||||
.seed(42)
|
||||
.n_startup_trials(2) // TPE kicks in after 2 trials
|
||||
.build();
|
||||
.build()
|
||||
.unwrap();
|
||||
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
|
||||
|
||||
@@ -944,7 +975,11 @@ fn test_tpe_split_trials_with_two_trials() {
|
||||
|
||||
#[test]
|
||||
fn test_tpe_with_log_scale_int() {
|
||||
let sampler = TpeSampler::builder().seed(42).n_startup_trials(5).build();
|
||||
let sampler = TpeSampler::builder()
|
||||
.seed(42)
|
||||
.n_startup_trials(5)
|
||||
.build()
|
||||
.unwrap();
|
||||
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
|
||||
|
||||
@@ -962,7 +997,11 @@ fn test_tpe_with_log_scale_int() {
|
||||
|
||||
#[test]
|
||||
fn test_tpe_with_step_distributions() {
|
||||
let sampler = TpeSampler::builder().seed(42).n_startup_trials(5).build();
|
||||
let sampler = TpeSampler::builder()
|
||||
.seed(42)
|
||||
.n_startup_trials(5)
|
||||
.build()
|
||||
.unwrap();
|
||||
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
|
||||
|
||||
@@ -1040,7 +1079,8 @@ fn test_tpe_empty_good_or_bad_values_fallback() {
|
||||
.seed(42)
|
||||
.n_startup_trials(5)
|
||||
.gamma(0.1) // Very small gamma means few "good" trials
|
||||
.build();
|
||||
.build()
|
||||
.unwrap();
|
||||
|
||||
let study: Study<f64> = Study::with_sampler(Direction::Minimize, sampler);
|
||||
|
||||
|
||||
Reference in New Issue
Block a user